ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 02-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
74.620 |
74.925 |
0.305 |
0.4% |
74.120 |
High |
75.130 |
75.175 |
0.045 |
0.1% |
75.175 |
Low |
74.550 |
74.600 |
0.050 |
0.1% |
73.900 |
Close |
74.892 |
75.140 |
0.248 |
0.3% |
75.140 |
Range |
0.580 |
0.575 |
-0.005 |
-0.9% |
1.275 |
ATR |
0.573 |
0.573 |
0.000 |
0.0% |
0.000 |
Volume |
749 |
1,009 |
260 |
34.7% |
2,242 |
|
Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.697 |
76.493 |
75.456 |
|
R3 |
76.122 |
75.918 |
75.298 |
|
R2 |
75.547 |
75.547 |
75.245 |
|
R1 |
75.343 |
75.343 |
75.193 |
75.445 |
PP |
74.972 |
74.972 |
74.972 |
75.023 |
S1 |
74.768 |
74.768 |
75.087 |
74.870 |
S2 |
74.397 |
74.397 |
75.035 |
|
S3 |
73.822 |
74.193 |
74.982 |
|
S4 |
73.247 |
73.618 |
74.824 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.563 |
78.127 |
75.841 |
|
R3 |
77.288 |
76.852 |
75.491 |
|
R2 |
76.013 |
76.013 |
75.374 |
|
R1 |
75.577 |
75.577 |
75.257 |
75.795 |
PP |
74.738 |
74.738 |
74.738 |
74.848 |
S1 |
74.302 |
74.302 |
75.023 |
74.520 |
S2 |
73.463 |
73.463 |
74.906 |
|
S3 |
72.188 |
73.027 |
74.789 |
|
S4 |
70.913 |
71.752 |
74.439 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.175 |
73.900 |
1.275 |
1.7% |
0.458 |
0.6% |
97% |
True |
False |
448 |
10 |
75.175 |
73.900 |
1.275 |
1.7% |
0.473 |
0.6% |
97% |
True |
False |
247 |
20 |
75.760 |
73.900 |
1.860 |
2.5% |
0.571 |
0.8% |
67% |
False |
False |
193 |
40 |
77.420 |
73.900 |
3.520 |
4.7% |
0.578 |
0.8% |
35% |
False |
False |
143 |
60 |
77.420 |
73.900 |
3.520 |
4.7% |
0.459 |
0.6% |
35% |
False |
False |
98 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.619 |
2.618 |
76.680 |
1.618 |
76.105 |
1.000 |
75.750 |
0.618 |
75.530 |
HIGH |
75.175 |
0.618 |
74.955 |
0.500 |
74.888 |
0.382 |
74.820 |
LOW |
74.600 |
0.618 |
74.245 |
1.000 |
74.025 |
1.618 |
73.670 |
2.618 |
73.095 |
4.250 |
72.156 |
|
|
Fisher Pivots for day following 02-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
75.056 |
74.998 |
PP |
74.972 |
74.855 |
S1 |
74.888 |
74.713 |
|