ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
74.245 |
74.180 |
-0.065 |
-0.1% |
75.535 |
High |
74.600 |
74.510 |
-0.090 |
-0.1% |
76.115 |
Low |
74.155 |
74.175 |
0.020 |
0.0% |
74.125 |
Close |
74.412 |
74.254 |
-0.158 |
-0.2% |
74.412 |
Range |
0.445 |
0.335 |
-0.110 |
-24.7% |
1.990 |
ATR |
0.707 |
0.680 |
-0.027 |
-3.8% |
0.000 |
Volume |
22,181 |
17,345 |
-4,836 |
-21.8% |
146,847 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.318 |
75.121 |
74.438 |
|
R3 |
74.983 |
74.786 |
74.346 |
|
R2 |
74.648 |
74.648 |
74.315 |
|
R1 |
74.451 |
74.451 |
74.285 |
74.550 |
PP |
74.313 |
74.313 |
74.313 |
74.362 |
S1 |
74.116 |
74.116 |
74.223 |
74.215 |
S2 |
73.978 |
73.978 |
74.193 |
|
S3 |
73.643 |
73.781 |
74.162 |
|
S4 |
73.308 |
73.446 |
74.070 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.854 |
79.623 |
75.507 |
|
R3 |
78.864 |
77.633 |
74.959 |
|
R2 |
76.874 |
76.874 |
74.777 |
|
R1 |
75.643 |
75.643 |
74.594 |
75.264 |
PP |
74.884 |
74.884 |
74.884 |
74.694 |
S1 |
73.653 |
73.653 |
74.230 |
73.274 |
S2 |
72.894 |
72.894 |
74.047 |
|
S3 |
70.904 |
71.663 |
73.865 |
|
S4 |
68.914 |
69.673 |
73.318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.820 |
74.125 |
1.695 |
2.3% |
0.634 |
0.9% |
8% |
False |
False |
27,411 |
10 |
77.175 |
74.125 |
3.050 |
4.1% |
0.709 |
1.0% |
4% |
False |
False |
31,311 |
20 |
77.175 |
74.125 |
3.050 |
4.1% |
0.682 |
0.9% |
4% |
False |
False |
29,413 |
40 |
77.175 |
73.880 |
3.295 |
4.4% |
0.655 |
0.9% |
11% |
False |
False |
25,087 |
60 |
77.175 |
73.325 |
3.850 |
5.2% |
0.661 |
0.9% |
24% |
False |
False |
16,811 |
80 |
77.250 |
73.325 |
3.925 |
5.3% |
0.593 |
0.8% |
24% |
False |
False |
12,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.934 |
2.618 |
75.387 |
1.618 |
75.052 |
1.000 |
74.845 |
0.618 |
74.717 |
HIGH |
74.510 |
0.618 |
74.382 |
0.500 |
74.343 |
0.382 |
74.303 |
LOW |
74.175 |
0.618 |
73.968 |
1.000 |
73.840 |
1.618 |
73.633 |
2.618 |
73.298 |
4.250 |
72.751 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
74.343 |
74.748 |
PP |
74.313 |
74.583 |
S1 |
74.284 |
74.419 |
|