ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
75.395 |
74.970 |
-0.425 |
-0.6% |
75.560 |
High |
75.520 |
75.370 |
-0.150 |
-0.2% |
77.175 |
Low |
75.015 |
74.125 |
-0.890 |
-1.2% |
74.990 |
Close |
75.100 |
74.231 |
-0.869 |
-1.2% |
75.520 |
Range |
0.505 |
1.245 |
0.740 |
146.5% |
2.185 |
ATR |
0.687 |
0.727 |
0.040 |
5.8% |
0.000 |
Volume |
26,901 |
44,564 |
17,663 |
65.7% |
184,988 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.310 |
77.516 |
74.916 |
|
R3 |
77.065 |
76.271 |
74.573 |
|
R2 |
75.820 |
75.820 |
74.459 |
|
R1 |
75.026 |
75.026 |
74.345 |
74.801 |
PP |
74.575 |
74.575 |
74.575 |
74.463 |
S1 |
73.781 |
73.781 |
74.117 |
73.556 |
S2 |
73.330 |
73.330 |
74.003 |
|
S3 |
72.085 |
72.536 |
73.889 |
|
S4 |
70.840 |
71.291 |
73.546 |
|
|
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 |
76.115 |
74.125 |
1.990 |
2.7% |
0.696 |
0.9% |
5% |
False |
True |
29,889 |
10 |
77.175 |
74.125 |
3.050 |
4.1% |
0.793 |
1.1% |
3% |
False |
True |
34,175 |
20 |
77.175 |
74.125 |
3.050 |
4.1% |
0.728 |
1.0% |
3% |
False |
True |
30,841 |
40 |
77.175 |
73.880 |
3.295 |
4.4% |
0.667 |
0.9% |
11% |
False |
False |
24,113 |
60 |
77.175 |
73.325 |
3.850 |
5.2% |
0.658 |
0.9% |
24% |
False |
False |
16,154 |
80 |
77.250 |
73.325 |
3.925 |
5.3% |
0.588 |
0.8% |
23% |
False |
False |
12,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.661 |
2.618 |
78.629 |
1.618 |
77.384 |
1.000 |
76.615 |
0.618 |
76.139 |
HIGH |
75.370 |
0.618 |
74.894 |
0.500 |
74.748 |
0.382 |
74.601 |
LOW |
74.125 |
0.618 |
73.356 |
1.000 |
72.880 |
1.618 |
72.111 |
2.618 |
70.866 |
4.250 |
68.834 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
74.748 |
74.973 |
PP |
74.575 |
74.725 |
S1 |
74.403 |
74.478 |
|