ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
74.310 |
73.690 |
-0.620 |
-0.8% |
75.535 |
High |
74.395 |
74.390 |
-0.005 |
0.0% |
76.115 |
Low |
73.605 |
73.585 |
-0.020 |
0.0% |
74.125 |
Close |
73.629 |
74.273 |
0.644 |
0.9% |
74.412 |
Range |
0.790 |
0.805 |
0.015 |
1.9% |
1.990 |
ATR |
0.688 |
0.697 |
0.008 |
1.2% |
0.000 |
Volume |
28,297 |
32,906 |
4,609 |
16.3% |
146,847 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.498 |
76.190 |
74.716 |
|
R3 |
75.693 |
75.385 |
74.494 |
|
R2 |
74.888 |
74.888 |
74.421 |
|
R1 |
74.580 |
74.580 |
74.347 |
74.734 |
PP |
74.083 |
74.083 |
74.083 |
74.160 |
S1 |
73.775 |
73.775 |
74.199 |
73.929 |
S2 |
73.278 |
73.278 |
74.125 |
|
S3 |
72.473 |
72.970 |
74.052 |
|
S4 |
71.668 |
72.165 |
73.830 |
|
|
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 |
75.370 |
73.585 |
1.785 |
2.4% |
0.724 |
1.0% |
39% |
False |
True |
29,058 |
10 |
76.115 |
73.585 |
2.530 |
3.4% |
0.651 |
0.9% |
27% |
False |
True |
28,785 |
20 |
77.175 |
73.585 |
3.590 |
4.8% |
0.682 |
0.9% |
19% |
False |
True |
29,376 |
40 |
77.175 |
73.585 |
3.590 |
4.8% |
0.682 |
0.9% |
19% |
False |
True |
26,598 |
60 |
77.175 |
73.370 |
3.805 |
5.1% |
0.673 |
0.9% |
24% |
False |
False |
17,825 |
80 |
77.175 |
73.325 |
3.850 |
5.2% |
0.603 |
0.8% |
25% |
False |
False |
13,382 |
100 |
77.977 |
73.325 |
4.652 |
6.3% |
0.530 |
0.7% |
20% |
False |
False |
10,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.811 |
2.618 |
76.497 |
1.618 |
75.692 |
1.000 |
75.195 |
0.618 |
74.887 |
HIGH |
74.390 |
0.618 |
74.082 |
0.500 |
73.988 |
0.382 |
73.893 |
LOW |
73.585 |
0.618 |
73.088 |
1.000 |
72.780 |
1.618 |
72.283 |
2.618 |
71.478 |
4.250 |
70.164 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
74.178 |
74.198 |
PP |
74.083 |
74.123 |
S1 |
73.988 |
74.048 |
|