ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 28-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
76.795 |
76.080 |
-0.715 |
-0.9% |
75.940 |
High |
76.885 |
76.080 |
-0.805 |
-1.0% |
76.600 |
Low |
76.155 |
75.875 |
-0.280 |
-0.4% |
75.375 |
Close |
76.278 |
75.940 |
-0.338 |
-0.4% |
76.645 |
Range |
0.730 |
0.205 |
-0.525 |
-71.9% |
1.225 |
ATR |
|
|
|
|
|
Volume |
3 |
27 |
24 |
800.0% |
33 |
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.580 |
76.465 |
76.053 |
|
R3 |
76.375 |
76.260 |
75.996 |
|
R2 |
76.170 |
76.170 |
75.978 |
|
R1 |
76.055 |
76.055 |
75.959 |
76.010 |
PP |
75.965 |
75.965 |
75.965 |
75.943 |
S1 |
75.850 |
75.850 |
75.921 |
75.805 |
S2 |
75.760 |
75.760 |
75.902 |
|
S3 |
75.555 |
75.645 |
75.884 |
|
S4 |
75.350 |
75.440 |
75.827 |
|
|
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 |
76.951 |
2.618 |
76.617 |
1.618 |
76.412 |
1.000 |
76.285 |
0.618 |
76.207 |
HIGH |
76.080 |
0.618 |
76.002 |
0.500 |
75.978 |
0.382 |
75.953 |
LOW |
75.875 |
0.618 |
75.748 |
1.000 |
75.670 |
1.618 |
75.543 |
2.618 |
75.338 |
4.250 |
75.004 |
|
|
Fisher Pivots for day following 28-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
75.978 |
76.380 |
PP |
75.965 |
76.233 |
S1 |
75.953 |
76.087 |
|