ICE US Dollar Index Future December 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
74.750 |
74.790 |
0.040 |
0.1% |
74.810 |
| High |
75.000 |
75.000 |
0.000 |
0.0% |
75.000 |
| Low |
74.450 |
74.345 |
-0.105 |
-0.1% |
73.980 |
| Close |
74.811 |
74.456 |
-0.355 |
-0.5% |
74.456 |
| Range |
0.550 |
0.655 |
0.105 |
19.1% |
1.020 |
| ATR |
0.492 |
0.504 |
0.012 |
2.4% |
0.000 |
| Volume |
164 |
20 |
-144 |
-87.8% |
420 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.565 |
76.166 |
74.816 |
|
| R3 |
75.910 |
75.511 |
74.636 |
|
| R2 |
75.255 |
75.255 |
74.576 |
|
| R1 |
74.856 |
74.856 |
74.516 |
74.728 |
| PP |
74.600 |
74.600 |
74.600 |
74.537 |
| S1 |
74.201 |
74.201 |
74.396 |
74.073 |
| S2 |
73.945 |
73.945 |
74.336 |
|
| S3 |
73.290 |
73.546 |
74.276 |
|
| S4 |
72.635 |
72.891 |
74.096 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.539 |
77.017 |
75.017 |
|
| R3 |
76.519 |
75.997 |
74.737 |
|
| R2 |
75.499 |
75.499 |
74.643 |
|
| R1 |
74.977 |
74.977 |
74.550 |
74.728 |
| PP |
74.479 |
74.479 |
74.479 |
74.354 |
| S1 |
73.957 |
73.957 |
74.363 |
73.708 |
| S2 |
73.459 |
73.459 |
74.269 |
|
| S3 |
72.439 |
72.937 |
74.176 |
|
| S4 |
71.419 |
71.917 |
73.895 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.784 |
|
2.618 |
76.715 |
|
1.618 |
76.060 |
|
1.000 |
75.655 |
|
0.618 |
75.405 |
|
HIGH |
75.000 |
|
0.618 |
74.750 |
|
0.500 |
74.673 |
|
0.382 |
74.595 |
|
LOW |
74.345 |
|
0.618 |
73.940 |
|
1.000 |
73.690 |
|
1.618 |
73.285 |
|
2.618 |
72.630 |
|
4.250 |
71.561 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
74.673 |
74.490 |
| PP |
74.600 |
74.479 |
| S1 |
74.528 |
74.467 |
|