ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 08-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
75.570 |
74.390 |
-1.180 |
-1.6% |
74.130 |
High |
75.645 |
75.215 |
-0.430 |
-0.6% |
75.645 |
Low |
74.670 |
74.150 |
-0.520 |
-0.7% |
73.755 |
Close |
74.802 |
74.938 |
0.136 |
0.2% |
74.802 |
Range |
0.975 |
1.065 |
0.090 |
9.2% |
1.890 |
ATR |
0.784 |
0.804 |
0.020 |
2.6% |
0.000 |
Volume |
34,317 |
38,485 |
4,168 |
12.1% |
178,849 |
|
Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.963 |
77.515 |
75.524 |
|
R3 |
76.898 |
76.450 |
75.231 |
|
R2 |
75.833 |
75.833 |
75.133 |
|
R1 |
75.385 |
75.385 |
75.036 |
75.609 |
PP |
74.768 |
74.768 |
74.768 |
74.880 |
S1 |
74.320 |
74.320 |
74.840 |
74.544 |
S2 |
73.703 |
73.703 |
74.743 |
|
S3 |
72.638 |
73.255 |
74.645 |
|
S4 |
71.573 |
72.190 |
74.352 |
|
|
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 |
74.020 |
1.625 |
2.2% |
0.982 |
1.3% |
56% |
False |
False |
37,109 |
10 |
75.645 |
73.585 |
2.060 |
2.7% |
0.886 |
1.2% |
66% |
False |
False |
33,076 |
20 |
77.175 |
73.585 |
3.590 |
4.8% |
0.798 |
1.1% |
38% |
False |
False |
32,194 |
40 |
77.175 |
73.585 |
3.590 |
4.8% |
0.740 |
1.0% |
38% |
False |
False |
30,500 |
60 |
77.175 |
73.585 |
3.590 |
4.8% |
0.682 |
0.9% |
38% |
False |
False |
22,286 |
80 |
77.175 |
73.325 |
3.850 |
5.1% |
0.664 |
0.9% |
42% |
False |
False |
16,750 |
100 |
77.250 |
73.325 |
3.925 |
5.2% |
0.595 |
0.8% |
41% |
False |
False |
13,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.741 |
2.618 |
78.003 |
1.618 |
76.938 |
1.000 |
76.280 |
0.618 |
75.873 |
HIGH |
75.215 |
0.618 |
74.808 |
0.500 |
74.683 |
0.382 |
74.557 |
LOW |
74.150 |
0.618 |
73.492 |
1.000 |
73.085 |
1.618 |
72.427 |
2.618 |
71.362 |
4.250 |
69.624 |
|
|
Fisher Pivots for day following 08-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
74.853 |
74.903 |
PP |
74.768 |
74.868 |
S1 |
74.683 |
74.833 |
|