ICE US Dollar Index Future December 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 |
76.330 |
75.990 |
-0.340 |
-0.4% |
74.120 |
| High |
76.330 |
76.765 |
0.435 |
0.6% |
75.175 |
| Low |
75.730 |
75.945 |
0.215 |
0.3% |
73.900 |
| Close |
75.946 |
76.710 |
0.764 |
1.0% |
75.140 |
| Range |
0.600 |
0.820 |
0.220 |
36.7% |
1.275 |
| ATR |
0.640 |
0.652 |
0.013 |
2.0% |
0.000 |
| Volume |
2,014 |
5,592 |
3,578 |
177.7% |
2,242 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.933 |
78.642 |
77.161 |
|
| R3 |
78.113 |
77.822 |
76.936 |
|
| R2 |
77.293 |
77.293 |
76.860 |
|
| R1 |
77.002 |
77.002 |
76.785 |
77.148 |
| PP |
76.473 |
76.473 |
76.473 |
76.546 |
| S1 |
76.182 |
76.182 |
76.635 |
76.328 |
| S2 |
75.653 |
75.653 |
76.560 |
|
| S3 |
74.833 |
75.362 |
76.485 |
|
| S4 |
74.013 |
74.542 |
76.259 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.563 |
78.127 |
75.841 |
|
| R3 |
77.288 |
76.852 |
75.491 |
|
| R2 |
76.013 |
76.013 |
75.374 |
|
| R1 |
75.577 |
75.577 |
75.257 |
75.795 |
| PP |
74.738 |
74.738 |
74.738 |
74.848 |
| S1 |
74.302 |
74.302 |
75.023 |
74.520 |
| S2 |
73.463 |
73.463 |
74.906 |
|
| S3 |
72.188 |
73.027 |
74.789 |
|
| S4 |
70.913 |
71.752 |
74.439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.765 |
74.550 |
2.215 |
2.9% |
0.806 |
1.1% |
98% |
True |
False |
2,536 |
| 10 |
76.765 |
73.900 |
2.865 |
3.7% |
0.652 |
0.8% |
98% |
True |
False |
1,328 |
| 20 |
76.765 |
73.900 |
2.865 |
3.7% |
0.597 |
0.8% |
98% |
True |
False |
709 |
| 40 |
76.765 |
73.900 |
2.865 |
3.7% |
0.591 |
0.8% |
98% |
True |
False |
401 |
| 60 |
77.420 |
73.900 |
3.520 |
4.6% |
0.497 |
0.6% |
80% |
False |
False |
280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.250 |
|
2.618 |
78.912 |
|
1.618 |
78.092 |
|
1.000 |
77.585 |
|
0.618 |
77.272 |
|
HIGH |
76.765 |
|
0.618 |
76.452 |
|
0.500 |
76.355 |
|
0.382 |
76.258 |
|
LOW |
75.945 |
|
0.618 |
75.438 |
|
1.000 |
75.125 |
|
1.618 |
74.618 |
|
2.618 |
73.798 |
|
4.250 |
72.460 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
76.592 |
76.436 |
| PP |
76.473 |
76.162 |
| S1 |
76.355 |
75.888 |
|