ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 05-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
74.080 |
75.570 |
1.490 |
2.0% |
74.130 |
High |
75.550 |
75.645 |
0.095 |
0.1% |
75.645 |
Low |
74.020 |
74.670 |
0.650 |
0.9% |
73.755 |
Close |
75.360 |
74.802 |
-0.558 |
-0.7% |
74.802 |
Range |
1.530 |
0.975 |
-0.555 |
-36.3% |
1.890 |
ATR |
0.769 |
0.784 |
0.015 |
1.9% |
0.000 |
Volume |
56,639 |
34,317 |
-22,322 |
-39.4% |
178,849 |
|
Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.964 |
77.358 |
75.338 |
|
R3 |
76.989 |
76.383 |
75.070 |
|
R2 |
76.014 |
76.014 |
74.981 |
|
R1 |
75.408 |
75.408 |
74.891 |
75.224 |
PP |
75.039 |
75.039 |
75.039 |
74.947 |
S1 |
74.433 |
74.433 |
74.713 |
74.249 |
S2 |
74.064 |
74.064 |
74.623 |
|
S3 |
73.089 |
73.458 |
74.534 |
|
S4 |
72.114 |
72.483 |
74.266 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.404 |
79.493 |
75.842 |
|
R3 |
78.514 |
77.603 |
75.322 |
|
R2 |
76.624 |
76.624 |
75.149 |
|
R1 |
75.713 |
75.713 |
74.975 |
76.169 |
PP |
74.734 |
74.734 |
74.734 |
74.962 |
S1 |
73.823 |
73.823 |
74.629 |
74.279 |
S2 |
72.844 |
72.844 |
74.456 |
|
S3 |
70.954 |
71.933 |
74.282 |
|
S4 |
69.064 |
70.043 |
73.763 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.645 |
73.755 |
1.890 |
2.5% |
0.967 |
1.3% |
55% |
True |
False |
35,769 |
10 |
75.645 |
73.585 |
2.060 |
2.8% |
0.813 |
1.1% |
59% |
True |
False |
30,962 |
20 |
77.175 |
73.585 |
3.590 |
4.8% |
0.795 |
1.1% |
34% |
False |
False |
32,072 |
40 |
77.175 |
73.585 |
3.590 |
4.8% |
0.736 |
1.0% |
34% |
False |
False |
30,445 |
60 |
77.175 |
73.585 |
3.590 |
4.8% |
0.683 |
0.9% |
34% |
False |
False |
21,649 |
80 |
77.175 |
73.325 |
3.850 |
5.1% |
0.655 |
0.9% |
38% |
False |
False |
16,269 |
100 |
77.260 |
73.325 |
3.935 |
5.3% |
0.590 |
0.8% |
38% |
False |
False |
13,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.789 |
2.618 |
78.198 |
1.618 |
77.223 |
1.000 |
76.620 |
0.618 |
76.248 |
HIGH |
75.645 |
0.618 |
75.273 |
0.500 |
75.158 |
0.382 |
75.042 |
LOW |
74.670 |
0.618 |
74.067 |
1.000 |
73.695 |
1.618 |
73.092 |
2.618 |
72.117 |
4.250 |
70.526 |
|
|
Fisher Pivots for day following 05-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
75.158 |
74.833 |
PP |
75.039 |
74.822 |
S1 |
74.921 |
74.812 |
|