ICE US Dollar Index Future December 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
77.980 |
77.850 |
-0.130 |
-0.2% |
75.740 |
| High |
78.295 |
78.210 |
-0.085 |
-0.1% |
77.775 |
| Low |
77.645 |
77.380 |
-0.265 |
-0.3% |
75.010 |
| Close |
78.167 |
77.487 |
-0.680 |
-0.9% |
77.720 |
| Range |
0.650 |
0.830 |
0.180 |
27.7% |
2.765 |
| ATR |
0.693 |
0.703 |
0.010 |
1.4% |
0.000 |
| Volume |
21,828 |
30,498 |
8,670 |
39.7% |
24,554 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.182 |
79.665 |
77.944 |
|
| R3 |
79.352 |
78.835 |
77.715 |
|
| R2 |
78.522 |
78.522 |
77.639 |
|
| R1 |
78.005 |
78.005 |
77.563 |
77.849 |
| PP |
77.692 |
77.692 |
77.692 |
77.614 |
| S1 |
77.175 |
77.175 |
77.411 |
77.019 |
| S2 |
76.862 |
76.862 |
77.335 |
|
| S3 |
76.032 |
76.345 |
77.259 |
|
| S4 |
75.202 |
75.515 |
77.031 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.130 |
84.190 |
79.241 |
|
| R3 |
82.365 |
81.425 |
78.480 |
|
| R2 |
79.600 |
79.600 |
78.227 |
|
| R1 |
78.660 |
78.660 |
77.973 |
79.130 |
| PP |
76.835 |
76.835 |
76.835 |
77.070 |
| S1 |
75.895 |
75.895 |
77.467 |
76.365 |
| S2 |
74.070 |
74.070 |
77.213 |
|
| S3 |
71.305 |
73.130 |
76.960 |
|
| S4 |
68.540 |
70.365 |
76.199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.295 |
75.730 |
2.565 |
3.3% |
0.833 |
1.1% |
68% |
False |
False |
14,712 |
| 10 |
78.295 |
74.060 |
4.235 |
5.5% |
0.761 |
1.0% |
81% |
False |
False |
7,902 |
| 20 |
78.295 |
73.900 |
4.395 |
5.7% |
0.632 |
0.8% |
82% |
False |
False |
3,985 |
| 40 |
78.295 |
73.900 |
4.395 |
5.7% |
0.642 |
0.8% |
82% |
False |
False |
2,044 |
| 60 |
78.295 |
73.900 |
4.395 |
5.7% |
0.532 |
0.7% |
82% |
False |
False |
1,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.738 |
|
2.618 |
80.383 |
|
1.618 |
79.553 |
|
1.000 |
79.040 |
|
0.618 |
78.723 |
|
HIGH |
78.210 |
|
0.618 |
77.893 |
|
0.500 |
77.795 |
|
0.382 |
77.697 |
|
LOW |
77.380 |
|
0.618 |
76.867 |
|
1.000 |
76.550 |
|
1.618 |
76.037 |
|
2.618 |
75.207 |
|
4.250 |
73.853 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
77.795 |
77.459 |
| PP |
77.692 |
77.431 |
| S1 |
77.590 |
77.403 |
|