ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
75.990 |
76.675 |
0.685 |
0.9% |
75.740 |
High |
76.765 |
77.775 |
1.010 |
1.3% |
77.775 |
Low |
75.945 |
76.510 |
0.565 |
0.7% |
75.010 |
Close |
76.710 |
77.720 |
1.010 |
1.3% |
77.720 |
Range |
0.820 |
1.265 |
0.445 |
54.3% |
2.765 |
ATR |
0.652 |
0.696 |
0.044 |
6.7% |
0.000 |
Volume |
5,592 |
13,629 |
8,037 |
143.7% |
24,554 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.130 |
80.690 |
78.416 |
|
R3 |
79.865 |
79.425 |
78.068 |
|
R2 |
78.600 |
78.600 |
77.952 |
|
R1 |
78.160 |
78.160 |
77.836 |
78.380 |
PP |
77.335 |
77.335 |
77.335 |
77.445 |
S1 |
76.895 |
76.895 |
77.604 |
77.115 |
S2 |
76.070 |
76.070 |
77.488 |
|
S3 |
74.805 |
75.630 |
77.372 |
|
S4 |
73.540 |
74.365 |
77.024 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.130 |
84.190 |
79.241 |
|
R3 |
82.365 |
81.425 |
78.480 |
|
R2 |
79.600 |
79.600 |
78.227 |
|
R1 |
78.660 |
78.660 |
77.973 |
79.130 |
PP |
76.835 |
76.835 |
76.835 |
77.070 |
S1 |
75.895 |
75.895 |
77.467 |
76.365 |
S2 |
74.070 |
74.070 |
77.213 |
|
S3 |
71.305 |
73.130 |
76.960 |
|
S4 |
68.540 |
70.365 |
76.199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.775 |
74.600 |
3.175 |
4.1% |
0.943 |
1.2% |
98% |
True |
False |
5,112 |
10 |
77.775 |
73.900 |
3.875 |
5.0% |
0.724 |
0.9% |
99% |
True |
False |
2,687 |
20 |
77.775 |
73.900 |
3.875 |
5.0% |
0.616 |
0.8% |
99% |
True |
False |
1,383 |
40 |
77.775 |
73.900 |
3.875 |
5.0% |
0.623 |
0.8% |
99% |
True |
False |
739 |
60 |
77.775 |
73.900 |
3.875 |
5.0% |
0.514 |
0.7% |
99% |
True |
False |
507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.151 |
2.618 |
81.087 |
1.618 |
79.822 |
1.000 |
79.040 |
0.618 |
78.557 |
HIGH |
77.775 |
0.618 |
77.292 |
0.500 |
77.143 |
0.382 |
76.993 |
LOW |
76.510 |
0.618 |
75.728 |
1.000 |
75.245 |
1.618 |
74.463 |
2.618 |
73.198 |
4.250 |
71.134 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
77.528 |
77.398 |
PP |
77.335 |
77.075 |
S1 |
77.143 |
76.753 |
|