ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
75.920 |
75.400 |
-0.520 |
-0.7% |
76.255 |
High |
76.005 |
75.520 |
-0.485 |
-0.6% |
77.420 |
Low |
75.560 |
74.770 |
-0.790 |
-1.0% |
75.875 |
Close |
75.559 |
74.681 |
-0.878 |
-1.2% |
75.970 |
Range |
0.445 |
0.750 |
0.305 |
68.5% |
1.545 |
ATR |
0.477 |
0.499 |
0.022 |
4.7% |
0.000 |
Volume |
26 |
30 |
4 |
15.4% |
761 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.240 |
76.711 |
75.094 |
|
R3 |
76.490 |
75.961 |
74.887 |
|
R2 |
75.740 |
75.740 |
74.819 |
|
R1 |
75.211 |
75.211 |
74.750 |
75.101 |
PP |
74.990 |
74.990 |
74.990 |
74.935 |
S1 |
74.461 |
74.461 |
74.612 |
74.351 |
S2 |
74.240 |
74.240 |
74.544 |
|
S3 |
73.490 |
73.711 |
74.475 |
|
S4 |
72.740 |
72.961 |
74.269 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.057 |
80.058 |
76.820 |
|
R3 |
79.512 |
78.513 |
76.395 |
|
R2 |
77.967 |
77.967 |
76.253 |
|
R1 |
76.968 |
76.968 |
76.112 |
76.695 |
PP |
76.422 |
76.422 |
76.422 |
76.285 |
S1 |
75.423 |
75.423 |
75.828 |
75.150 |
S2 |
74.877 |
74.877 |
75.687 |
|
S3 |
73.332 |
73.878 |
75.545 |
|
S4 |
71.787 |
72.333 |
75.120 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.708 |
2.618 |
77.484 |
1.618 |
76.734 |
1.000 |
76.270 |
0.618 |
75.984 |
HIGH |
75.520 |
0.618 |
75.234 |
0.500 |
75.145 |
0.382 |
75.057 |
LOW |
74.770 |
0.618 |
74.307 |
1.000 |
74.020 |
1.618 |
73.557 |
2.618 |
72.807 |
4.250 |
71.583 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
75.145 |
75.420 |
PP |
74.990 |
75.174 |
S1 |
74.836 |
74.927 |
|