ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 07-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
75.740 |
76.330 |
0.590 |
0.8% |
74.120 |
High |
76.465 |
76.330 |
-0.135 |
-0.2% |
75.175 |
Low |
75.010 |
75.730 |
0.720 |
1.0% |
73.900 |
Close |
76.412 |
75.946 |
-0.466 |
-0.6% |
75.140 |
Range |
1.455 |
0.600 |
-0.855 |
-58.8% |
1.275 |
ATR |
0.636 |
0.640 |
0.003 |
0.5% |
0.000 |
Volume |
3,319 |
2,014 |
-1,305 |
-39.3% |
2,242 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.802 |
77.474 |
76.276 |
|
R3 |
77.202 |
76.874 |
76.111 |
|
R2 |
76.602 |
76.602 |
76.056 |
|
R1 |
76.274 |
76.274 |
76.001 |
76.138 |
PP |
76.002 |
76.002 |
76.002 |
75.934 |
S1 |
75.674 |
75.674 |
75.891 |
75.538 |
S2 |
75.402 |
75.402 |
75.836 |
|
S3 |
74.802 |
75.074 |
75.781 |
|
S4 |
74.202 |
74.474 |
75.616 |
|
|
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 |
76.465 |
74.250 |
2.215 |
2.9% |
0.706 |
0.9% |
77% |
False |
False |
1,465 |
10 |
76.465 |
73.900 |
2.565 |
3.4% |
0.612 |
0.8% |
80% |
False |
False |
771 |
20 |
76.465 |
73.900 |
2.565 |
3.4% |
0.602 |
0.8% |
80% |
False |
False |
443 |
40 |
76.790 |
73.900 |
2.890 |
3.8% |
0.593 |
0.8% |
71% |
False |
False |
272 |
60 |
77.420 |
73.900 |
3.520 |
4.6% |
0.487 |
0.6% |
58% |
False |
False |
187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.880 |
2.618 |
77.901 |
1.618 |
77.301 |
1.000 |
76.930 |
0.618 |
76.701 |
HIGH |
76.330 |
0.618 |
76.101 |
0.500 |
76.030 |
0.382 |
75.959 |
LOW |
75.730 |
0.618 |
75.359 |
1.000 |
75.130 |
1.618 |
74.759 |
2.618 |
74.159 |
4.250 |
73.180 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
76.030 |
75.808 |
PP |
76.002 |
75.670 |
S1 |
75.974 |
75.533 |
|