ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
74.000 |
74.145 |
0.145 |
0.2% |
74.390 |
High |
74.265 |
74.310 |
0.045 |
0.1% |
75.390 |
Low |
73.845 |
73.515 |
-0.330 |
-0.4% |
73.905 |
Close |
74.093 |
73.758 |
-0.335 |
-0.5% |
74.743 |
Range |
0.420 |
0.795 |
0.375 |
89.3% |
1.485 |
ATR |
0.802 |
0.802 |
-0.001 |
-0.1% |
0.000 |
Volume |
18,950 |
21,323 |
2,373 |
12.5% |
169,291 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.246 |
75.797 |
74.195 |
|
R3 |
75.451 |
75.002 |
73.977 |
|
R2 |
74.656 |
74.656 |
73.904 |
|
R1 |
74.207 |
74.207 |
73.831 |
74.034 |
PP |
73.861 |
73.861 |
73.861 |
73.775 |
S1 |
73.412 |
73.412 |
73.685 |
73.239 |
S2 |
73.066 |
73.066 |
73.612 |
|
S3 |
72.271 |
72.617 |
73.539 |
|
S4 |
71.476 |
71.822 |
73.321 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.134 |
78.424 |
75.560 |
|
R3 |
77.649 |
76.939 |
75.151 |
|
R2 |
76.164 |
76.164 |
75.015 |
|
R1 |
75.454 |
75.454 |
74.879 |
75.809 |
PP |
74.679 |
74.679 |
74.679 |
74.857 |
S1 |
73.969 |
73.969 |
74.607 |
74.324 |
S2 |
73.194 |
73.194 |
74.471 |
|
S3 |
71.709 |
72.484 |
74.335 |
|
S4 |
70.224 |
70.999 |
73.926 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.390 |
73.515 |
1.875 |
2.5% |
0.724 |
1.0% |
13% |
False |
True |
22,648 |
10 |
75.645 |
73.515 |
2.130 |
2.9% |
0.932 |
1.3% |
11% |
False |
True |
32,215 |
20 |
75.645 |
73.515 |
2.130 |
2.9% |
0.832 |
1.1% |
11% |
False |
True |
30,378 |
40 |
77.175 |
73.515 |
3.660 |
5.0% |
0.760 |
1.0% |
7% |
False |
True |
30,159 |
60 |
77.175 |
73.515 |
3.660 |
5.0% |
0.710 |
1.0% |
7% |
False |
True |
25,461 |
80 |
77.175 |
73.325 |
3.850 |
5.2% |
0.694 |
0.9% |
11% |
False |
False |
19,153 |
100 |
77.250 |
73.325 |
3.925 |
5.3% |
0.627 |
0.9% |
11% |
False |
False |
15,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.689 |
2.618 |
76.391 |
1.618 |
75.596 |
1.000 |
75.105 |
0.618 |
74.801 |
HIGH |
74.310 |
0.618 |
74.006 |
0.500 |
73.913 |
0.382 |
73.819 |
LOW |
73.515 |
0.618 |
73.024 |
1.000 |
72.720 |
1.618 |
72.229 |
2.618 |
71.434 |
4.250 |
70.136 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
73.913 |
74.130 |
PP |
73.861 |
74.006 |
S1 |
73.810 |
73.882 |
|