ICE US Dollar Index Future September 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
74.535 |
74.925 |
0.390 |
0.5% |
76.190 |
| High |
75.050 |
75.535 |
0.485 |
0.6% |
76.590 |
| Low |
74.535 |
74.770 |
0.235 |
0.3% |
74.505 |
| Close |
74.985 |
75.440 |
0.455 |
0.6% |
74.674 |
| Range |
0.515 |
0.765 |
0.250 |
48.5% |
2.085 |
| ATR |
0.654 |
0.662 |
0.008 |
1.2% |
0.000 |
| Volume |
17,340 |
19,823 |
2,483 |
14.3% |
148,338 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.543 |
77.257 |
75.861 |
|
| R3 |
76.778 |
76.492 |
75.650 |
|
| R2 |
76.013 |
76.013 |
75.580 |
|
| R1 |
75.727 |
75.727 |
75.510 |
75.870 |
| PP |
75.248 |
75.248 |
75.248 |
75.320 |
| S1 |
74.962 |
74.962 |
75.370 |
75.105 |
| S2 |
74.483 |
74.483 |
75.300 |
|
| S3 |
73.718 |
74.197 |
75.230 |
|
| S4 |
72.953 |
73.432 |
75.019 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.511 |
80.178 |
75.821 |
|
| R3 |
79.426 |
78.093 |
75.247 |
|
| R2 |
77.341 |
77.341 |
75.056 |
|
| R1 |
76.008 |
76.008 |
74.865 |
75.632 |
| PP |
75.256 |
75.256 |
75.256 |
75.069 |
| S1 |
73.923 |
73.923 |
74.483 |
73.547 |
| S2 |
73.171 |
73.171 |
74.292 |
|
| S3 |
71.086 |
71.838 |
74.101 |
|
| S4 |
69.001 |
69.753 |
73.527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.540 |
74.505 |
1.035 |
1.4% |
0.550 |
0.7% |
90% |
False |
False |
24,708 |
| 10 |
76.590 |
74.505 |
2.085 |
2.8% |
0.648 |
0.9% |
45% |
False |
False |
28,012 |
| 20 |
76.590 |
73.920 |
2.670 |
3.5% |
0.670 |
0.9% |
57% |
False |
False |
28,613 |
| 40 |
77.015 |
73.880 |
3.135 |
4.2% |
0.638 |
0.8% |
50% |
False |
False |
15,119 |
| 60 |
77.015 |
73.325 |
3.690 |
4.9% |
0.601 |
0.8% |
57% |
False |
False |
10,109 |
| 80 |
77.515 |
73.325 |
4.190 |
5.6% |
0.527 |
0.7% |
50% |
False |
False |
7,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.786 |
|
2.618 |
77.538 |
|
1.618 |
76.773 |
|
1.000 |
76.300 |
|
0.618 |
76.008 |
|
HIGH |
75.535 |
|
0.618 |
75.243 |
|
0.500 |
75.153 |
|
0.382 |
75.062 |
|
LOW |
74.770 |
|
0.618 |
74.297 |
|
1.000 |
74.005 |
|
1.618 |
73.532 |
|
2.618 |
72.767 |
|
4.250 |
71.519 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
75.344 |
75.300 |
| PP |
75.248 |
75.160 |
| S1 |
75.153 |
75.020 |
|