ICE US Dollar Index Future September 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
75.940 |
75.580 |
-0.360 |
-0.5% |
73.785 |
| High |
75.965 |
76.405 |
0.440 |
0.6% |
74.865 |
| Low |
75.320 |
75.570 |
0.250 |
0.3% |
73.565 |
| Close |
75.566 |
76.352 |
0.786 |
1.0% |
74.839 |
| Range |
0.645 |
0.835 |
0.190 |
29.5% |
1.300 |
| ATR |
0.722 |
0.730 |
0.008 |
1.2% |
0.000 |
| Volume |
32,087 |
32,569 |
482 |
1.5% |
107,696 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.614 |
78.318 |
76.811 |
|
| R3 |
77.779 |
77.483 |
76.582 |
|
| R2 |
76.944 |
76.944 |
76.505 |
|
| R1 |
76.648 |
76.648 |
76.429 |
76.796 |
| PP |
76.109 |
76.109 |
76.109 |
76.183 |
| S1 |
75.813 |
75.813 |
76.275 |
75.961 |
| S2 |
75.274 |
75.274 |
76.199 |
|
| S3 |
74.439 |
74.978 |
76.122 |
|
| S4 |
73.604 |
74.143 |
75.893 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.323 |
77.881 |
75.554 |
|
| R3 |
77.023 |
76.581 |
75.197 |
|
| R2 |
75.723 |
75.723 |
75.077 |
|
| R1 |
75.281 |
75.281 |
74.958 |
75.502 |
| PP |
74.423 |
74.423 |
74.423 |
74.534 |
| S1 |
73.981 |
73.981 |
74.720 |
74.202 |
| S2 |
73.123 |
73.123 |
74.601 |
|
| S3 |
71.823 |
72.681 |
74.482 |
|
| S4 |
70.523 |
71.381 |
74.124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.405 |
74.200 |
2.205 |
2.9% |
0.821 |
1.1% |
98% |
True |
False |
32,816 |
| 10 |
76.405 |
73.565 |
2.840 |
3.7% |
0.678 |
0.9% |
98% |
True |
False |
27,407 |
| 20 |
76.405 |
73.515 |
2.890 |
3.8% |
0.674 |
0.9% |
98% |
True |
False |
24,784 |
| 40 |
76.405 |
73.515 |
2.890 |
3.8% |
0.735 |
1.0% |
98% |
True |
False |
28,314 |
| 60 |
77.175 |
73.515 |
3.660 |
4.8% |
0.737 |
1.0% |
78% |
False |
False |
29,178 |
| 80 |
77.175 |
73.515 |
3.660 |
4.8% |
0.691 |
0.9% |
78% |
False |
False |
23,895 |
| 100 |
77.175 |
73.325 |
3.850 |
5.0% |
0.678 |
0.9% |
79% |
False |
False |
19,151 |
| 120 |
77.250 |
73.325 |
3.925 |
5.1% |
0.620 |
0.8% |
77% |
False |
False |
15,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.954 |
|
2.618 |
78.591 |
|
1.618 |
77.756 |
|
1.000 |
77.240 |
|
0.618 |
76.921 |
|
HIGH |
76.405 |
|
0.618 |
76.086 |
|
0.500 |
75.988 |
|
0.382 |
75.889 |
|
LOW |
75.570 |
|
0.618 |
75.054 |
|
1.000 |
74.735 |
|
1.618 |
74.219 |
|
2.618 |
73.384 |
|
4.250 |
72.021 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
76.231 |
76.081 |
| PP |
76.109 |
75.809 |
| S1 |
75.988 |
75.538 |
|