ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 08-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
75.265 |
75.215 |
-0.050 |
-0.1% |
74.535 |
High |
75.745 |
75.730 |
-0.015 |
0.0% |
75.745 |
Low |
75.150 |
75.130 |
-0.020 |
0.0% |
74.535 |
Close |
75.257 |
75.514 |
0.257 |
0.3% |
75.514 |
Range |
0.595 |
0.600 |
0.005 |
0.8% |
1.210 |
ATR |
0.657 |
0.653 |
-0.004 |
-0.6% |
0.000 |
Volume |
21,496 |
32,099 |
10,603 |
49.3% |
90,758 |
|
Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.258 |
76.986 |
75.844 |
|
R3 |
76.658 |
76.386 |
75.679 |
|
R2 |
76.058 |
76.058 |
75.624 |
|
R1 |
75.786 |
75.786 |
75.569 |
75.922 |
PP |
75.458 |
75.458 |
75.458 |
75.526 |
S1 |
75.186 |
75.186 |
75.459 |
75.322 |
S2 |
74.858 |
74.858 |
75.404 |
|
S3 |
74.258 |
74.586 |
75.349 |
|
S4 |
73.658 |
73.986 |
75.184 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.895 |
78.414 |
76.180 |
|
R3 |
77.685 |
77.204 |
75.847 |
|
R2 |
76.475 |
76.475 |
75.736 |
|
R1 |
75.994 |
75.994 |
75.625 |
76.235 |
PP |
75.265 |
75.265 |
75.265 |
75.385 |
S1 |
74.784 |
74.784 |
75.403 |
75.025 |
S2 |
74.055 |
74.055 |
75.292 |
|
S3 |
72.845 |
73.574 |
75.181 |
|
S4 |
71.635 |
72.364 |
74.849 |
|
|
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% |
0.605 |
0.8% |
81% |
False |
False |
21,686 |
10 |
76.590 |
74.505 |
2.085 |
2.8% |
0.633 |
0.8% |
48% |
False |
False |
27,120 |
20 |
76.590 |
74.440 |
2.150 |
2.8% |
0.676 |
0.9% |
50% |
False |
False |
28,818 |
40 |
77.015 |
73.880 |
3.135 |
4.2% |
0.627 |
0.8% |
52% |
False |
False |
16,438 |
60 |
77.015 |
73.325 |
3.690 |
4.9% |
0.609 |
0.8% |
59% |
False |
False |
11,001 |
80 |
77.260 |
73.325 |
3.935 |
5.2% |
0.539 |
0.7% |
56% |
False |
False |
8,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.280 |
2.618 |
77.301 |
1.618 |
76.701 |
1.000 |
76.330 |
0.618 |
76.101 |
HIGH |
75.730 |
0.618 |
75.501 |
0.500 |
75.430 |
0.382 |
75.359 |
LOW |
75.130 |
0.618 |
74.759 |
1.000 |
74.530 |
1.618 |
74.159 |
2.618 |
73.559 |
4.250 |
72.580 |
|
|
Fisher Pivots for day following 08-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
75.486 |
75.429 |
PP |
75.458 |
75.343 |
S1 |
75.430 |
75.258 |
|