ICE US Dollar Index Future December 2011
| Trading Metrics calculated at close of trading on 04-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
04-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
75.230 |
74.955 |
-0.275 |
-0.4% |
76.795 |
| High |
75.295 |
75.170 |
-0.125 |
-0.2% |
76.885 |
| Low |
75.000 |
74.955 |
-0.045 |
-0.1% |
75.000 |
| Close |
75.134 |
75.030 |
-0.104 |
-0.1% |
75.134 |
| Range |
0.295 |
0.215 |
-0.080 |
-27.1% |
1.885 |
| ATR |
0.492 |
0.472 |
-0.020 |
-4.0% |
0.000 |
| Volume |
20 |
19 |
-1 |
-5.0% |
58 |
|
| Daily Pivots for day following 04-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.697 |
75.578 |
75.148 |
|
| R3 |
75.482 |
75.363 |
75.089 |
|
| R2 |
75.267 |
75.267 |
75.069 |
|
| R1 |
75.148 |
75.148 |
75.050 |
75.208 |
| PP |
75.052 |
75.052 |
75.052 |
75.081 |
| S1 |
74.933 |
74.933 |
75.010 |
74.993 |
| S2 |
74.837 |
74.837 |
74.991 |
|
| S3 |
74.622 |
74.718 |
74.971 |
|
| S4 |
74.407 |
74.503 |
74.912 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.328 |
80.116 |
76.171 |
|
| R3 |
79.443 |
78.231 |
75.652 |
|
| R2 |
77.558 |
77.558 |
75.480 |
|
| R1 |
76.346 |
76.346 |
75.307 |
76.010 |
| PP |
75.673 |
75.673 |
75.673 |
75.505 |
| S1 |
74.461 |
74.461 |
74.961 |
74.125 |
| S2 |
73.788 |
73.788 |
74.788 |
|
| S3 |
71.903 |
72.576 |
74.616 |
|
| S4 |
70.018 |
70.691 |
74.097 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.084 |
|
2.618 |
75.733 |
|
1.618 |
75.518 |
|
1.000 |
75.385 |
|
0.618 |
75.303 |
|
HIGH |
75.170 |
|
0.618 |
75.088 |
|
0.500 |
75.063 |
|
0.382 |
75.037 |
|
LOW |
74.955 |
|
0.618 |
74.822 |
|
1.000 |
74.740 |
|
1.618 |
74.607 |
|
2.618 |
74.392 |
|
4.250 |
74.041 |
|
|
| Fisher Pivots for day following 04-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
75.063 |
75.165 |
| PP |
75.052 |
75.120 |
| S1 |
75.041 |
75.075 |
|