ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
75.060 |
75.440 |
0.380 |
0.5% |
75.560 |
High |
75.645 |
75.745 |
0.100 |
0.1% |
77.175 |
Low |
74.990 |
75.290 |
0.300 |
0.4% |
74.990 |
Close |
75.562 |
75.520 |
-0.042 |
-0.1% |
75.520 |
Range |
0.655 |
0.455 |
-0.200 |
-30.5% |
2.185 |
ATR |
0.731 |
0.711 |
-0.020 |
-2.7% |
0.000 |
Volume |
37,680 |
24,781 |
-12,899 |
-34.2% |
184,988 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.883 |
76.657 |
75.770 |
|
R3 |
76.428 |
76.202 |
75.645 |
|
R2 |
75.973 |
75.973 |
75.603 |
|
R1 |
75.747 |
75.747 |
75.562 |
75.860 |
PP |
75.518 |
75.518 |
75.518 |
75.575 |
S1 |
75.292 |
75.292 |
75.478 |
75.405 |
S2 |
75.063 |
75.063 |
75.437 |
|
S3 |
74.608 |
74.837 |
75.395 |
|
S4 |
74.153 |
74.382 |
75.270 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.450 |
81.170 |
76.722 |
|
R3 |
80.265 |
78.985 |
76.121 |
|
R2 |
78.080 |
78.080 |
75.921 |
|
R1 |
76.800 |
76.800 |
75.720 |
76.348 |
PP |
75.895 |
75.895 |
75.895 |
75.669 |
S1 |
74.615 |
74.615 |
75.320 |
74.163 |
S2 |
73.710 |
73.710 |
75.119 |
|
S3 |
71.525 |
72.430 |
74.919 |
|
S4 |
69.340 |
70.245 |
74.318 |
|
|
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% |
0.860 |
1.1% |
24% |
False |
False |
36,997 |
10 |
77.175 |
74.505 |
2.670 |
3.5% |
0.733 |
1.0% |
38% |
False |
False |
29,342 |
20 |
77.175 |
74.505 |
2.670 |
3.5% |
0.700 |
0.9% |
38% |
False |
False |
30,206 |
40 |
77.175 |
73.880 |
3.295 |
4.4% |
0.653 |
0.9% |
50% |
False |
False |
21,033 |
60 |
77.175 |
73.325 |
3.850 |
5.1% |
0.639 |
0.8% |
57% |
False |
False |
14,079 |
80 |
77.250 |
73.325 |
3.925 |
5.2% |
0.571 |
0.8% |
56% |
False |
False |
10,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.679 |
2.618 |
76.936 |
1.618 |
76.481 |
1.000 |
76.200 |
0.618 |
76.026 |
HIGH |
75.745 |
0.618 |
75.571 |
0.500 |
75.518 |
0.382 |
75.464 |
LOW |
75.290 |
0.618 |
75.009 |
1.000 |
74.835 |
1.618 |
74.554 |
2.618 |
74.099 |
4.250 |
73.356 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
75.519 |
75.723 |
PP |
75.518 |
75.655 |
S1 |
75.518 |
75.588 |
|