ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
74.925 |
75.265 |
0.340 |
0.5% |
76.190 |
High |
75.535 |
75.745 |
0.210 |
0.3% |
76.590 |
Low |
74.770 |
75.150 |
0.380 |
0.5% |
74.505 |
Close |
75.440 |
75.257 |
-0.183 |
-0.2% |
74.674 |
Range |
0.765 |
0.595 |
-0.170 |
-22.2% |
2.085 |
ATR |
0.662 |
0.657 |
-0.005 |
-0.7% |
0.000 |
Volume |
19,823 |
21,496 |
1,673 |
8.4% |
148,338 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.169 |
76.808 |
75.584 |
|
R3 |
76.574 |
76.213 |
75.421 |
|
R2 |
75.979 |
75.979 |
75.366 |
|
R1 |
75.618 |
75.618 |
75.312 |
75.501 |
PP |
75.384 |
75.384 |
75.384 |
75.326 |
S1 |
75.023 |
75.023 |
75.202 |
74.906 |
S2 |
74.789 |
74.789 |
75.148 |
|
S3 |
74.194 |
74.428 |
75.093 |
|
S4 |
73.599 |
73.833 |
74.930 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.511 |
80.178 |
75.821 |
|
R3 |
79.426 |
78.093 |
75.247 |
|
R2 |
77.341 |
77.341 |
75.056 |
|
R1 |
76.008 |
76.008 |
74.865 |
75.632 |
PP |
75.256 |
75.256 |
75.256 |
75.069 |
S1 |
73.923 |
73.923 |
74.483 |
73.547 |
S2 |
73.171 |
73.171 |
74.292 |
|
S3 |
71.086 |
71.838 |
74.101 |
|
S4 |
69.001 |
69.753 |
73.527 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.745 |
74.505 |
1.240 |
1.6% |
0.560 |
0.7% |
61% |
True |
False |
21,838 |
10 |
76.590 |
74.505 |
2.085 |
2.8% |
0.663 |
0.9% |
36% |
False |
False |
27,507 |
20 |
76.590 |
74.050 |
2.540 |
3.4% |
0.678 |
0.9% |
48% |
False |
False |
28,829 |
40 |
77.015 |
73.880 |
3.135 |
4.2% |
0.626 |
0.8% |
44% |
False |
False |
15,646 |
60 |
77.015 |
73.325 |
3.690 |
4.9% |
0.604 |
0.8% |
52% |
False |
False |
10,467 |
80 |
77.515 |
73.325 |
4.190 |
5.6% |
0.531 |
0.7% |
46% |
False |
False |
7,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.274 |
2.618 |
77.303 |
1.618 |
76.708 |
1.000 |
76.340 |
0.618 |
76.113 |
HIGH |
75.745 |
0.618 |
75.518 |
0.500 |
75.448 |
0.382 |
75.377 |
LOW |
75.150 |
0.618 |
74.782 |
1.000 |
74.555 |
1.618 |
74.187 |
2.618 |
73.592 |
4.250 |
72.621 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
75.448 |
75.218 |
PP |
75.384 |
75.179 |
S1 |
75.321 |
75.140 |
|