ICE US Dollar Index Future September 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
75.215 |
75.560 |
0.345 |
0.5% |
74.535 |
| High |
75.730 |
76.555 |
0.825 |
1.1% |
75.745 |
| Low |
75.130 |
75.540 |
0.410 |
0.5% |
74.535 |
| Close |
75.514 |
76.374 |
0.860 |
1.1% |
75.514 |
| Range |
0.600 |
1.015 |
0.415 |
69.2% |
1.210 |
| ATR |
0.653 |
0.681 |
0.028 |
4.2% |
0.000 |
| Volume |
32,099 |
36,062 |
3,963 |
12.3% |
90,758 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.201 |
78.803 |
76.932 |
|
| R3 |
78.186 |
77.788 |
76.653 |
|
| R2 |
77.171 |
77.171 |
76.560 |
|
| R1 |
76.773 |
76.773 |
76.467 |
76.972 |
| PP |
76.156 |
76.156 |
76.156 |
76.256 |
| S1 |
75.758 |
75.758 |
76.281 |
75.957 |
| S2 |
75.141 |
75.141 |
76.188 |
|
| S3 |
74.126 |
74.743 |
76.095 |
|
| S4 |
73.111 |
73.728 |
75.816 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.895 |
78.414 |
76.180 |
|
| R3 |
77.685 |
77.204 |
75.847 |
|
| R2 |
76.475 |
76.475 |
75.736 |
|
| R1 |
75.994 |
75.994 |
75.625 |
76.235 |
| PP |
75.265 |
75.265 |
75.265 |
75.385 |
| S1 |
74.784 |
74.784 |
75.403 |
75.025 |
| S2 |
74.055 |
74.055 |
75.292 |
|
| S3 |
72.845 |
73.574 |
75.181 |
|
| S4 |
71.635 |
72.364 |
74.849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.555 |
74.535 |
2.020 |
2.6% |
0.698 |
0.9% |
91% |
True |
False |
25,364 |
| 10 |
76.590 |
74.505 |
2.085 |
2.7% |
0.654 |
0.9% |
90% |
False |
False |
27,515 |
| 20 |
76.590 |
74.505 |
2.085 |
2.7% |
0.682 |
0.9% |
90% |
False |
False |
28,806 |
| 40 |
77.015 |
73.880 |
3.135 |
4.1% |
0.624 |
0.8% |
80% |
False |
False |
17,332 |
| 60 |
77.015 |
73.325 |
3.690 |
4.8% |
0.620 |
0.8% |
83% |
False |
False |
11,602 |
| 80 |
77.250 |
73.325 |
3.925 |
5.1% |
0.544 |
0.7% |
78% |
False |
False |
8,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.869 |
|
2.618 |
79.212 |
|
1.618 |
78.197 |
|
1.000 |
77.570 |
|
0.618 |
77.182 |
|
HIGH |
76.555 |
|
0.618 |
76.167 |
|
0.500 |
76.048 |
|
0.382 |
75.928 |
|
LOW |
75.540 |
|
0.618 |
74.913 |
|
1.000 |
74.525 |
|
1.618 |
73.898 |
|
2.618 |
72.883 |
|
4.250 |
71.226 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
76.265 |
76.197 |
| PP |
76.156 |
76.020 |
| S1 |
76.048 |
75.843 |
|