ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
74.475 |
74.140 |
-0.335 |
-0.4% |
74.625 |
High |
74.570 |
74.250 |
-0.320 |
-0.4% |
74.745 |
Low |
73.685 |
73.875 |
0.190 |
0.3% |
73.515 |
Close |
74.106 |
74.168 |
0.062 |
0.1% |
74.106 |
Range |
0.885 |
0.375 |
-0.510 |
-57.6% |
1.230 |
ATR |
0.807 |
0.776 |
-0.031 |
-3.8% |
0.000 |
Volume |
25,812 |
14,003 |
-11,809 |
-45.8% |
114,243 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.223 |
75.070 |
74.374 |
|
R3 |
74.848 |
74.695 |
74.271 |
|
R2 |
74.473 |
74.473 |
74.237 |
|
R1 |
74.320 |
74.320 |
74.202 |
74.397 |
PP |
74.098 |
74.098 |
74.098 |
74.136 |
S1 |
73.945 |
73.945 |
74.134 |
74.022 |
S2 |
73.723 |
73.723 |
74.099 |
|
S3 |
73.348 |
73.570 |
74.065 |
|
S4 |
72.973 |
73.195 |
73.962 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.812 |
77.189 |
74.783 |
|
R3 |
76.582 |
75.959 |
74.444 |
|
R2 |
75.352 |
75.352 |
74.332 |
|
R1 |
74.729 |
74.729 |
74.219 |
74.426 |
PP |
74.122 |
74.122 |
74.122 |
73.970 |
S1 |
73.499 |
73.499 |
73.993 |
73.196 |
S2 |
72.892 |
72.892 |
73.881 |
|
S3 |
71.662 |
72.269 |
73.768 |
|
S4 |
70.432 |
71.039 |
73.430 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.570 |
73.515 |
1.055 |
1.4% |
0.642 |
0.9% |
62% |
False |
False |
21,322 |
10 |
75.390 |
73.515 |
1.875 |
2.5% |
0.775 |
1.0% |
35% |
False |
False |
25,905 |
20 |
75.645 |
73.515 |
2.130 |
2.9% |
0.830 |
1.1% |
31% |
False |
False |
29,490 |
40 |
77.175 |
73.515 |
3.660 |
4.9% |
0.756 |
1.0% |
18% |
False |
False |
29,452 |
60 |
77.175 |
73.515 |
3.660 |
4.9% |
0.714 |
1.0% |
18% |
False |
False |
26,555 |
80 |
77.175 |
73.325 |
3.850 |
5.2% |
0.703 |
0.9% |
22% |
False |
False |
19,980 |
100 |
77.250 |
73.325 |
3.925 |
5.3% |
0.641 |
0.9% |
21% |
False |
False |
15,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.844 |
2.618 |
75.232 |
1.618 |
74.857 |
1.000 |
74.625 |
0.618 |
74.482 |
HIGH |
74.250 |
0.618 |
74.107 |
0.500 |
74.063 |
0.382 |
74.018 |
LOW |
73.875 |
0.618 |
73.643 |
1.000 |
73.500 |
1.618 |
73.268 |
2.618 |
72.893 |
4.250 |
72.281 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
74.133 |
74.155 |
PP |
74.098 |
74.141 |
S1 |
74.063 |
74.128 |
|