ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 31-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
74.095 |
74.440 |
0.345 |
0.5% |
74.545 |
High |
74.575 |
74.570 |
-0.005 |
0.0% |
74.880 |
Low |
74.060 |
74.250 |
0.190 |
0.3% |
74.020 |
Close |
74.331 |
74.493 |
0.162 |
0.2% |
74.189 |
Range |
0.515 |
0.320 |
-0.195 |
-37.9% |
0.860 |
ATR |
0.587 |
0.568 |
-0.019 |
-3.3% |
0.000 |
Volume |
150 |
236 |
86 |
57.3% |
237 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.398 |
75.265 |
74.669 |
|
R3 |
75.078 |
74.945 |
74.581 |
|
R2 |
74.758 |
74.758 |
74.552 |
|
R1 |
74.625 |
74.625 |
74.522 |
74.692 |
PP |
74.438 |
74.438 |
74.438 |
74.471 |
S1 |
74.305 |
74.305 |
74.464 |
74.372 |
S2 |
74.118 |
74.118 |
74.434 |
|
S3 |
73.798 |
73.985 |
74.405 |
|
S4 |
73.478 |
73.665 |
74.317 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.943 |
76.426 |
74.662 |
|
R3 |
76.083 |
75.566 |
74.426 |
|
R2 |
75.223 |
75.223 |
74.347 |
|
R1 |
74.706 |
74.706 |
74.268 |
74.535 |
PP |
74.363 |
74.363 |
74.363 |
74.277 |
S1 |
73.846 |
73.846 |
74.110 |
73.675 |
S2 |
73.503 |
73.503 |
74.031 |
|
S3 |
72.643 |
72.986 |
73.953 |
|
S4 |
71.783 |
72.126 |
73.716 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.930 |
2.618 |
75.408 |
1.618 |
75.088 |
1.000 |
74.890 |
0.618 |
74.768 |
HIGH |
74.570 |
0.618 |
74.448 |
0.500 |
74.410 |
0.382 |
74.372 |
LOW |
74.250 |
0.618 |
74.052 |
1.000 |
73.930 |
1.618 |
73.732 |
2.618 |
73.412 |
4.250 |
72.890 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
74.465 |
74.408 |
PP |
74.438 |
74.323 |
S1 |
74.410 |
74.238 |
|