ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 14-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
76.395 |
75.060 |
-1.335 |
-1.7% |
74.535 |
High |
76.455 |
75.645 |
-0.810 |
-1.1% |
75.745 |
Low |
75.370 |
74.990 |
-0.380 |
-0.5% |
74.535 |
Close |
75.547 |
75.562 |
0.015 |
0.0% |
75.514 |
Range |
1.085 |
0.655 |
-0.430 |
-39.6% |
1.210 |
ATR |
0.737 |
0.731 |
-0.006 |
-0.8% |
0.000 |
Volume |
37,201 |
37,680 |
479 |
1.3% |
90,758 |
|
Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.364 |
77.118 |
75.922 |
|
R3 |
76.709 |
76.463 |
75.742 |
|
R2 |
76.054 |
76.054 |
75.682 |
|
R1 |
75.808 |
75.808 |
75.622 |
75.931 |
PP |
75.399 |
75.399 |
75.399 |
75.461 |
S1 |
75.153 |
75.153 |
75.502 |
75.276 |
S2 |
74.744 |
74.744 |
75.442 |
|
S3 |
74.089 |
74.498 |
75.382 |
|
S4 |
73.434 |
73.843 |
75.202 |
|
|
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 |
77.175 |
74.990 |
2.185 |
2.9% |
0.889 |
1.2% |
26% |
False |
True |
38,461 |
10 |
77.175 |
74.505 |
2.670 |
3.5% |
0.725 |
1.0% |
40% |
False |
False |
30,150 |
20 |
77.175 |
74.505 |
2.670 |
3.5% |
0.709 |
0.9% |
40% |
False |
False |
30,732 |
40 |
77.175 |
73.880 |
3.295 |
4.4% |
0.654 |
0.9% |
51% |
False |
False |
20,416 |
60 |
77.175 |
73.325 |
3.850 |
5.1% |
0.642 |
0.8% |
58% |
False |
False |
13,669 |
80 |
77.250 |
73.325 |
3.925 |
5.2% |
0.568 |
0.8% |
57% |
False |
False |
10,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.429 |
2.618 |
77.360 |
1.618 |
76.705 |
1.000 |
76.300 |
0.618 |
76.050 |
HIGH |
75.645 |
0.618 |
75.395 |
0.500 |
75.318 |
0.382 |
75.240 |
LOW |
74.990 |
0.618 |
74.585 |
1.000 |
74.335 |
1.618 |
73.930 |
2.618 |
73.275 |
4.250 |
72.206 |
|
|
Fisher Pivots for day following 14-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
75.481 |
76.083 |
PP |
75.399 |
75.909 |
S1 |
75.318 |
75.736 |
|