ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 02-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
74.130 |
74.490 |
0.360 |
0.5% |
74.180 |
High |
74.745 |
74.915 |
0.170 |
0.2% |
74.685 |
Low |
73.755 |
74.345 |
0.590 |
0.8% |
73.585 |
Close |
74.456 |
74.666 |
0.210 |
0.3% |
74.036 |
Range |
0.990 |
0.570 |
-0.420 |
-42.4% |
1.100 |
ATR |
0.716 |
0.706 |
-0.010 |
-1.5% |
0.000 |
Volume |
31,787 |
30,420 |
-1,367 |
-4.3% |
130,774 |
|
Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.352 |
76.079 |
74.980 |
|
R3 |
75.782 |
75.509 |
74.823 |
|
R2 |
75.212 |
75.212 |
74.771 |
|
R1 |
74.939 |
74.939 |
74.718 |
75.076 |
PP |
74.642 |
74.642 |
74.642 |
74.710 |
S1 |
74.369 |
74.369 |
74.614 |
74.506 |
S2 |
74.072 |
74.072 |
74.562 |
|
S3 |
73.502 |
73.799 |
74.509 |
|
S4 |
72.932 |
73.229 |
74.353 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.402 |
76.819 |
74.641 |
|
R3 |
76.302 |
75.719 |
74.339 |
|
R2 |
75.202 |
75.202 |
74.238 |
|
R1 |
74.619 |
74.619 |
74.137 |
74.361 |
PP |
74.102 |
74.102 |
74.102 |
73.973 |
S1 |
73.519 |
73.519 |
73.935 |
73.261 |
S2 |
73.002 |
73.002 |
73.834 |
|
S3 |
71.902 |
72.419 |
73.734 |
|
S4 |
70.802 |
71.319 |
73.431 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.915 |
73.585 |
1.330 |
1.8% |
0.746 |
1.0% |
81% |
True |
False |
29,467 |
10 |
75.520 |
73.585 |
1.935 |
2.6% |
0.705 |
0.9% |
56% |
False |
False |
28,662 |
20 |
77.175 |
73.585 |
3.590 |
4.8% |
0.729 |
1.0% |
30% |
False |
False |
29,911 |
40 |
77.175 |
73.585 |
3.590 |
4.8% |
0.694 |
0.9% |
30% |
False |
False |
29,062 |
60 |
77.175 |
73.585 |
3.590 |
4.8% |
0.663 |
0.9% |
30% |
False |
False |
19,723 |
80 |
77.175 |
73.325 |
3.850 |
5.2% |
0.626 |
0.8% |
35% |
False |
False |
14,812 |
100 |
77.515 |
73.325 |
4.190 |
5.6% |
0.560 |
0.7% |
32% |
False |
False |
11,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.338 |
2.618 |
76.407 |
1.618 |
75.837 |
1.000 |
75.485 |
0.618 |
75.267 |
HIGH |
74.915 |
0.618 |
74.697 |
0.500 |
74.630 |
0.382 |
74.563 |
LOW |
74.345 |
0.618 |
73.993 |
1.000 |
73.775 |
1.618 |
73.423 |
2.618 |
72.853 |
4.250 |
71.923 |
|
|
Fisher Pivots for day following 02-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
74.654 |
74.556 |
PP |
74.642 |
74.445 |
S1 |
74.630 |
74.335 |
|