ICE US Dollar Index Future September 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
75.015 |
74.130 |
-0.885 |
-1.2% |
74.130 |
| High |
75.100 |
74.925 |
-0.175 |
-0.2% |
75.645 |
| Low |
73.990 |
73.905 |
-0.085 |
-0.1% |
73.755 |
| Close |
74.724 |
74.769 |
0.045 |
0.1% |
74.802 |
| Range |
1.110 |
1.020 |
-0.090 |
-8.1% |
1.890 |
| ATR |
0.826 |
0.840 |
0.014 |
1.7% |
0.000 |
| Volume |
39,240 |
40,229 |
989 |
2.5% |
178,849 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.593 |
77.201 |
75.330 |
|
| R3 |
76.573 |
76.181 |
75.050 |
|
| R2 |
75.553 |
75.553 |
74.956 |
|
| R1 |
75.161 |
75.161 |
74.863 |
75.357 |
| PP |
74.533 |
74.533 |
74.533 |
74.631 |
| S1 |
74.141 |
74.141 |
74.676 |
74.337 |
| S2 |
73.513 |
73.513 |
74.582 |
|
| S3 |
72.493 |
73.121 |
74.489 |
|
| S4 |
71.473 |
72.101 |
74.208 |
|
|
| 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 |
73.905 |
1.740 |
2.3% |
1.140 |
1.5% |
50% |
False |
True |
41,782 |
| 10 |
75.645 |
73.755 |
1.890 |
2.5% |
0.940 |
1.3% |
54% |
False |
False |
34,902 |
| 20 |
76.115 |
73.585 |
2.530 |
3.4% |
0.795 |
1.1% |
47% |
False |
False |
31,844 |
| 40 |
77.175 |
73.585 |
3.590 |
4.8% |
0.769 |
1.0% |
33% |
False |
False |
31,375 |
| 60 |
77.175 |
73.585 |
3.590 |
4.8% |
0.697 |
0.9% |
33% |
False |
False |
23,599 |
| 80 |
77.175 |
73.325 |
3.850 |
5.1% |
0.679 |
0.9% |
38% |
False |
False |
17,743 |
| 100 |
77.250 |
73.325 |
3.925 |
5.2% |
0.610 |
0.8% |
37% |
False |
False |
14,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.260 |
|
2.618 |
77.595 |
|
1.618 |
76.575 |
|
1.000 |
75.945 |
|
0.618 |
75.555 |
|
HIGH |
74.925 |
|
0.618 |
74.535 |
|
0.500 |
74.415 |
|
0.382 |
74.295 |
|
LOW |
73.905 |
|
0.618 |
73.275 |
|
1.000 |
72.885 |
|
1.618 |
72.255 |
|
2.618 |
71.235 |
|
4.250 |
69.570 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
74.651 |
74.699 |
| PP |
74.533 |
74.630 |
| S1 |
74.415 |
74.560 |
|