ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
75.535 |
75.630 |
0.095 |
0.1% |
75.560 |
High |
76.115 |
75.820 |
-0.295 |
-0.4% |
77.175 |
Low |
75.480 |
75.180 |
-0.300 |
-0.4% |
74.990 |
Close |
75.793 |
75.513 |
-0.280 |
-0.4% |
75.520 |
Range |
0.635 |
0.640 |
0.005 |
0.8% |
2.185 |
ATR |
0.706 |
0.701 |
-0.005 |
-0.7% |
0.000 |
Volume |
27,135 |
26,066 |
-1,069 |
-3.9% |
184,988 |
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.424 |
77.109 |
75.865 |
|
R3 |
76.784 |
76.469 |
75.689 |
|
R2 |
76.144 |
76.144 |
75.630 |
|
R1 |
75.829 |
75.829 |
75.572 |
75.667 |
PP |
75.504 |
75.504 |
75.504 |
75.423 |
S1 |
75.189 |
75.189 |
75.454 |
75.027 |
S2 |
74.864 |
74.864 |
75.396 |
|
S3 |
74.224 |
74.549 |
75.337 |
|
S4 |
73.584 |
73.909 |
75.161 |
|
|
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 |
76.455 |
74.990 |
1.465 |
1.9% |
0.694 |
0.9% |
36% |
False |
False |
30,572 |
10 |
77.175 |
74.770 |
2.405 |
3.2% |
0.754 |
1.0% |
31% |
False |
False |
31,160 |
20 |
77.175 |
74.505 |
2.670 |
3.5% |
0.689 |
0.9% |
38% |
False |
False |
29,947 |
40 |
77.175 |
73.880 |
3.295 |
4.4% |
0.649 |
0.9% |
50% |
False |
False |
22,344 |
60 |
77.175 |
73.325 |
3.850 |
5.1% |
0.650 |
0.9% |
57% |
False |
False |
14,965 |
80 |
77.250 |
73.325 |
3.925 |
5.2% |
0.573 |
0.8% |
56% |
False |
False |
11,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.540 |
2.618 |
77.496 |
1.618 |
76.856 |
1.000 |
76.460 |
0.618 |
76.216 |
HIGH |
75.820 |
0.618 |
75.576 |
0.500 |
75.500 |
0.382 |
75.424 |
LOW |
75.180 |
0.618 |
74.784 |
1.000 |
74.540 |
1.618 |
74.144 |
2.618 |
73.504 |
4.250 |
72.460 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
75.509 |
75.648 |
PP |
75.504 |
75.603 |
S1 |
75.500 |
75.558 |
|