ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
74.145 |
73.875 |
-0.270 |
-0.4% |
74.390 |
High |
74.310 |
74.545 |
0.235 |
0.3% |
75.390 |
Low |
73.515 |
73.810 |
0.295 |
0.4% |
73.905 |
Close |
73.758 |
74.315 |
0.557 |
0.8% |
74.743 |
Range |
0.795 |
0.735 |
-0.060 |
-7.5% |
1.485 |
ATR |
0.802 |
0.801 |
-0.001 |
-0.1% |
0.000 |
Volume |
21,323 |
26,526 |
5,203 |
24.4% |
169,291 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.428 |
76.107 |
74.719 |
|
R3 |
75.693 |
75.372 |
74.517 |
|
R2 |
74.958 |
74.958 |
74.450 |
|
R1 |
74.637 |
74.637 |
74.382 |
74.798 |
PP |
74.223 |
74.223 |
74.223 |
74.304 |
S1 |
73.902 |
73.902 |
74.248 |
74.063 |
S2 |
73.488 |
73.488 |
74.180 |
|
S3 |
72.753 |
73.167 |
74.113 |
|
S4 |
72.018 |
72.432 |
73.911 |
|
|
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 |
75.055 |
73.515 |
1.540 |
2.1% |
0.683 |
0.9% |
52% |
False |
False |
21,144 |
10 |
75.645 |
73.515 |
2.130 |
2.9% |
0.853 |
1.1% |
38% |
False |
False |
29,203 |
20 |
75.645 |
73.515 |
2.130 |
2.9% |
0.806 |
1.1% |
38% |
False |
False |
29,476 |
40 |
77.175 |
73.515 |
3.660 |
4.9% |
0.767 |
1.0% |
22% |
False |
False |
30,158 |
60 |
77.175 |
73.515 |
3.660 |
4.9% |
0.713 |
1.0% |
22% |
False |
False |
25,900 |
80 |
77.175 |
73.325 |
3.850 |
5.2% |
0.695 |
0.9% |
26% |
False |
False |
19,485 |
100 |
77.250 |
73.325 |
3.925 |
5.3% |
0.631 |
0.8% |
25% |
False |
False |
15,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.669 |
2.618 |
76.469 |
1.618 |
75.734 |
1.000 |
75.280 |
0.618 |
74.999 |
HIGH |
74.545 |
0.618 |
74.264 |
0.500 |
74.178 |
0.382 |
74.091 |
LOW |
73.810 |
0.618 |
73.356 |
1.000 |
73.075 |
1.618 |
72.621 |
2.618 |
71.886 |
4.250 |
70.686 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
74.269 |
74.220 |
PP |
74.223 |
74.125 |
S1 |
74.178 |
74.030 |
|