ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 03-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
74.825 |
75.175 |
0.350 |
0.5% |
74.810 |
High |
75.245 |
75.275 |
0.030 |
0.0% |
75.000 |
Low |
74.825 |
74.500 |
-0.325 |
-0.4% |
73.980 |
Close |
75.091 |
74.619 |
-0.472 |
-0.6% |
74.456 |
Range |
0.420 |
0.775 |
0.355 |
84.5% |
1.020 |
ATR |
0.522 |
0.540 |
0.018 |
3.5% |
0.000 |
Volume |
36 |
83 |
47 |
130.6% |
420 |
|
Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.123 |
76.646 |
75.045 |
|
R3 |
76.348 |
75.871 |
74.832 |
|
R2 |
75.573 |
75.573 |
74.761 |
|
R1 |
75.096 |
75.096 |
74.690 |
74.947 |
PP |
74.798 |
74.798 |
74.798 |
74.724 |
S1 |
74.321 |
74.321 |
74.548 |
74.172 |
S2 |
74.023 |
74.023 |
74.477 |
|
S3 |
73.248 |
73.546 |
74.406 |
|
S4 |
72.473 |
72.771 |
74.193 |
|
|
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 |
78.569 |
2.618 |
77.304 |
1.618 |
76.529 |
1.000 |
76.050 |
0.618 |
75.754 |
HIGH |
75.275 |
0.618 |
74.979 |
0.500 |
74.888 |
0.382 |
74.796 |
LOW |
74.500 |
0.618 |
74.021 |
1.000 |
73.725 |
1.618 |
73.246 |
2.618 |
72.471 |
4.250 |
71.206 |
|
|
Fisher Pivots for day following 03-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
74.888 |
74.773 |
PP |
74.798 |
74.721 |
S1 |
74.709 |
74.670 |
|