ICE US Dollar Index Future December 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
76.600 |
76.445 |
-0.155 |
-0.2% |
75.940 |
| High |
76.600 |
76.600 |
0.000 |
0.0% |
76.600 |
| Low |
76.600 |
76.445 |
-0.155 |
-0.2% |
75.375 |
| Close |
76.344 |
76.645 |
0.301 |
0.4% |
76.645 |
| Range |
0.000 |
0.155 |
0.155 |
|
1.225 |
| ATR |
|
|
|
|
|
| Volume |
5 |
1 |
-4 |
-80.0% |
33 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.028 |
76.992 |
76.730 |
|
| R3 |
76.873 |
76.837 |
76.688 |
|
| R2 |
76.718 |
76.718 |
76.673 |
|
| R1 |
76.682 |
76.682 |
76.659 |
76.700 |
| PP |
76.563 |
76.563 |
76.563 |
76.573 |
| S1 |
76.527 |
76.527 |
76.631 |
76.545 |
| S2 |
76.408 |
76.408 |
76.617 |
|
| S3 |
76.253 |
76.372 |
76.602 |
|
| S4 |
76.098 |
76.217 |
76.560 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.882 |
79.488 |
77.319 |
|
| R3 |
78.657 |
78.263 |
76.982 |
|
| R2 |
77.432 |
77.432 |
76.870 |
|
| R1 |
77.038 |
77.038 |
76.757 |
77.235 |
| PP |
76.207 |
76.207 |
76.207 |
76.305 |
| S1 |
75.813 |
75.813 |
76.533 |
76.010 |
| S2 |
74.982 |
74.982 |
76.420 |
|
| S3 |
73.757 |
74.588 |
76.308 |
|
| S4 |
72.532 |
73.363 |
75.971 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.259 |
|
2.618 |
77.006 |
|
1.618 |
76.851 |
|
1.000 |
76.755 |
|
0.618 |
76.696 |
|
HIGH |
76.600 |
|
0.618 |
76.541 |
|
0.500 |
76.523 |
|
0.382 |
76.504 |
|
LOW |
76.445 |
|
0.618 |
76.349 |
|
1.000 |
76.290 |
|
1.618 |
76.194 |
|
2.618 |
76.039 |
|
4.250 |
75.786 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
76.604 |
76.426 |
| PP |
76.563 |
76.207 |
| S1 |
76.523 |
75.988 |
|