ICE US Dollar Index Future September 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
74.390 |
75.015 |
0.625 |
0.8% |
74.130 |
| High |
75.215 |
75.100 |
-0.115 |
-0.2% |
75.645 |
| Low |
74.150 |
73.990 |
-0.160 |
-0.2% |
73.755 |
| Close |
74.938 |
74.724 |
-0.214 |
-0.3% |
74.802 |
| Range |
1.065 |
1.110 |
0.045 |
4.2% |
1.890 |
| ATR |
0.804 |
0.826 |
0.022 |
2.7% |
0.000 |
| Volume |
38,485 |
39,240 |
755 |
2.0% |
178,849 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.935 |
77.439 |
75.335 |
|
| R3 |
76.825 |
76.329 |
75.029 |
|
| R2 |
75.715 |
75.715 |
74.928 |
|
| R1 |
75.219 |
75.219 |
74.826 |
74.912 |
| PP |
74.605 |
74.605 |
74.605 |
74.451 |
| S1 |
74.109 |
74.109 |
74.622 |
73.802 |
| S2 |
73.495 |
73.495 |
74.521 |
|
| S3 |
72.385 |
72.999 |
74.419 |
|
| S4 |
71.275 |
71.889 |
74.114 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.404 |
79.493 |
75.842 |
|
| R3 |
78.514 |
77.603 |
75.322 |
|
| R2 |
76.624 |
76.624 |
75.149 |
|
| R1 |
75.713 |
75.713 |
74.975 |
76.169 |
| PP |
74.734 |
74.734 |
74.734 |
74.962 |
| S1 |
73.823 |
73.823 |
74.629 |
74.279 |
| S2 |
72.844 |
72.844 |
74.456 |
|
| S3 |
70.954 |
71.933 |
74.282 |
|
| S4 |
69.064 |
70.043 |
73.763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.645 |
73.990 |
1.655 |
2.2% |
1.090 |
1.5% |
44% |
False |
True |
38,873 |
| 10 |
75.645 |
73.585 |
2.060 |
2.8% |
0.918 |
1.2% |
55% |
False |
False |
34,170 |
| 20 |
76.455 |
73.585 |
2.870 |
3.8% |
0.799 |
1.1% |
40% |
False |
False |
31,692 |
| 40 |
77.175 |
73.585 |
3.590 |
4.8% |
0.754 |
1.0% |
32% |
False |
False |
30,845 |
| 60 |
77.175 |
73.585 |
3.590 |
4.8% |
0.688 |
0.9% |
32% |
False |
False |
22,934 |
| 80 |
77.175 |
73.325 |
3.850 |
5.2% |
0.675 |
0.9% |
36% |
False |
False |
17,240 |
| 100 |
77.250 |
73.325 |
3.925 |
5.3% |
0.601 |
0.8% |
36% |
False |
False |
13,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.818 |
|
2.618 |
78.006 |
|
1.618 |
76.896 |
|
1.000 |
76.210 |
|
0.618 |
75.786 |
|
HIGH |
75.100 |
|
0.618 |
74.676 |
|
0.500 |
74.545 |
|
0.382 |
74.414 |
|
LOW |
73.990 |
|
0.618 |
73.304 |
|
1.000 |
72.880 |
|
1.618 |
72.194 |
|
2.618 |
71.084 |
|
4.250 |
69.273 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
74.664 |
74.818 |
| PP |
74.605 |
74.786 |
| S1 |
74.545 |
74.755 |
|