ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
75.440 |
75.535 |
0.095 |
0.1% |
75.560 |
High |
75.745 |
76.115 |
0.370 |
0.5% |
77.175 |
Low |
75.290 |
75.480 |
0.190 |
0.3% |
74.990 |
Close |
75.520 |
75.793 |
0.273 |
0.4% |
75.520 |
Range |
0.455 |
0.635 |
0.180 |
39.6% |
2.185 |
ATR |
0.711 |
0.706 |
-0.005 |
-0.8% |
0.000 |
Volume |
24,781 |
27,135 |
2,354 |
9.5% |
184,988 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.701 |
77.382 |
76.142 |
|
R3 |
77.066 |
76.747 |
75.968 |
|
R2 |
76.431 |
76.431 |
75.909 |
|
R1 |
76.112 |
76.112 |
75.851 |
76.272 |
PP |
75.796 |
75.796 |
75.796 |
75.876 |
S1 |
75.477 |
75.477 |
75.735 |
75.637 |
S2 |
75.161 |
75.161 |
75.677 |
|
S3 |
74.526 |
74.842 |
75.618 |
|
S4 |
73.891 |
74.207 |
75.444 |
|
|
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% |
0.784 |
1.0% |
37% |
False |
False |
35,212 |
10 |
77.175 |
74.535 |
2.640 |
3.5% |
0.741 |
1.0% |
48% |
False |
False |
30,288 |
20 |
77.175 |
74.505 |
2.670 |
3.5% |
0.687 |
0.9% |
48% |
False |
False |
29,877 |
40 |
77.175 |
73.880 |
3.295 |
4.3% |
0.650 |
0.9% |
58% |
False |
False |
21,702 |
60 |
77.175 |
73.325 |
3.850 |
5.1% |
0.644 |
0.8% |
64% |
False |
False |
14,531 |
80 |
77.250 |
73.325 |
3.925 |
5.2% |
0.574 |
0.8% |
63% |
False |
False |
10,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.814 |
2.618 |
77.777 |
1.618 |
77.142 |
1.000 |
76.750 |
0.618 |
76.507 |
HIGH |
76.115 |
0.618 |
75.872 |
0.500 |
75.798 |
0.382 |
75.723 |
LOW |
75.480 |
0.618 |
75.088 |
1.000 |
74.845 |
1.618 |
74.453 |
2.618 |
73.818 |
4.250 |
72.781 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
75.798 |
75.713 |
PP |
75.796 |
75.633 |
S1 |
75.795 |
75.553 |
|