ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 03-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
74.490 |
74.720 |
0.230 |
0.3% |
74.180 |
High |
74.915 |
74.855 |
-0.060 |
-0.1% |
74.685 |
Low |
74.345 |
74.085 |
-0.260 |
-0.3% |
73.585 |
Close |
74.666 |
74.199 |
-0.467 |
-0.6% |
74.036 |
Range |
0.570 |
0.770 |
0.200 |
35.1% |
1.100 |
ATR |
0.706 |
0.711 |
0.005 |
0.6% |
0.000 |
Volume |
30,420 |
25,686 |
-4,734 |
-15.6% |
130,774 |
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.690 |
76.214 |
74.623 |
|
R3 |
75.920 |
75.444 |
74.411 |
|
R2 |
75.150 |
75.150 |
74.340 |
|
R1 |
74.674 |
74.674 |
74.270 |
74.527 |
PP |
74.380 |
74.380 |
74.380 |
74.306 |
S1 |
73.904 |
73.904 |
74.128 |
73.757 |
S2 |
73.610 |
73.610 |
74.058 |
|
S3 |
72.840 |
73.134 |
73.987 |
|
S4 |
72.070 |
72.364 |
73.776 |
|
|
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 |
73.755 |
1.160 |
1.6% |
0.739 |
1.0% |
38% |
False |
False |
28,023 |
10 |
75.370 |
73.585 |
1.785 |
2.4% |
0.732 |
1.0% |
34% |
False |
False |
28,541 |
20 |
77.175 |
73.585 |
3.590 |
4.8% |
0.730 |
1.0% |
17% |
False |
False |
30,204 |
40 |
77.175 |
73.585 |
3.590 |
4.8% |
0.700 |
0.9% |
17% |
False |
False |
29,409 |
60 |
77.175 |
73.585 |
3.590 |
4.8% |
0.668 |
0.9% |
17% |
False |
False |
20,147 |
80 |
77.175 |
73.325 |
3.850 |
5.2% |
0.633 |
0.9% |
23% |
False |
False |
15,133 |
100 |
77.515 |
73.325 |
4.190 |
5.6% |
0.567 |
0.8% |
21% |
False |
False |
12,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.128 |
2.618 |
76.871 |
1.618 |
76.101 |
1.000 |
75.625 |
0.618 |
75.331 |
HIGH |
74.855 |
0.618 |
74.561 |
0.500 |
74.470 |
0.382 |
74.379 |
LOW |
74.085 |
0.618 |
73.609 |
1.000 |
73.315 |
1.618 |
72.839 |
2.618 |
72.069 |
4.250 |
70.813 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
74.470 |
74.335 |
PP |
74.380 |
74.290 |
S1 |
74.289 |
74.244 |
|