ICE US Dollar Index Future September 2011
Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
74.140 |
74.245 |
0.105 |
0.1% |
74.625 |
High |
74.250 |
74.260 |
0.010 |
0.0% |
74.745 |
Low |
73.875 |
73.635 |
-0.240 |
-0.3% |
73.515 |
Close |
74.168 |
73.961 |
-0.207 |
-0.3% |
74.106 |
Range |
0.375 |
0.625 |
0.250 |
66.7% |
1.230 |
ATR |
0.776 |
0.765 |
-0.011 |
-1.4% |
0.000 |
Volume |
14,003 |
21,724 |
7,721 |
55.1% |
114,243 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.827 |
75.519 |
74.305 |
|
R3 |
75.202 |
74.894 |
74.133 |
|
R2 |
74.577 |
74.577 |
74.076 |
|
R1 |
74.269 |
74.269 |
74.018 |
74.111 |
PP |
73.952 |
73.952 |
73.952 |
73.873 |
S1 |
73.644 |
73.644 |
73.904 |
73.486 |
S2 |
73.327 |
73.327 |
73.846 |
|
S3 |
72.702 |
73.019 |
73.789 |
|
S4 |
72.077 |
72.394 |
73.617 |
|
|
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% |
0.683 |
0.9% |
42% |
False |
False |
21,877 |
10 |
75.390 |
73.515 |
1.875 |
2.5% |
0.726 |
1.0% |
24% |
False |
False |
24,153 |
20 |
75.645 |
73.515 |
2.130 |
2.9% |
0.822 |
1.1% |
21% |
False |
False |
29,162 |
40 |
77.175 |
73.515 |
3.660 |
4.9% |
0.750 |
1.0% |
12% |
False |
False |
29,112 |
60 |
77.175 |
73.515 |
3.660 |
4.9% |
0.722 |
1.0% |
12% |
False |
False |
26,908 |
80 |
77.175 |
73.370 |
3.805 |
5.1% |
0.705 |
1.0% |
16% |
False |
False |
20,251 |
100 |
77.175 |
73.325 |
3.850 |
5.2% |
0.641 |
0.9% |
17% |
False |
False |
16,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.916 |
2.618 |
75.896 |
1.618 |
75.271 |
1.000 |
74.885 |
0.618 |
74.646 |
HIGH |
74.260 |
0.618 |
74.021 |
0.500 |
73.948 |
0.382 |
73.874 |
LOW |
73.635 |
0.618 |
73.249 |
1.000 |
73.010 |
1.618 |
72.624 |
2.618 |
71.999 |
4.250 |
70.979 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
73.957 |
74.103 |
PP |
73.952 |
74.055 |
S1 |
73.948 |
74.008 |
|