ICE US Dollar Index Future December 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
76.980 |
76.650 |
-0.330 |
-0.4% |
74.955 |
| High |
77.420 |
76.790 |
-0.630 |
-0.8% |
76.080 |
| Low |
76.660 |
75.875 |
-0.785 |
-1.0% |
74.955 |
| Close |
76.674 |
76.007 |
-0.667 |
-0.9% |
75.944 |
| Range |
0.760 |
0.915 |
0.155 |
20.4% |
1.125 |
| ATR |
0.495 |
0.525 |
0.030 |
6.1% |
0.000 |
| Volume |
176 |
412 |
236 |
134.1% |
38 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.969 |
78.403 |
76.510 |
|
| R3 |
78.054 |
77.488 |
76.259 |
|
| R2 |
77.139 |
77.139 |
76.175 |
|
| R1 |
76.573 |
76.573 |
76.091 |
76.399 |
| PP |
76.224 |
76.224 |
76.224 |
76.137 |
| S1 |
75.658 |
75.658 |
75.923 |
75.484 |
| S2 |
75.309 |
75.309 |
75.839 |
|
| S3 |
74.394 |
74.743 |
75.755 |
|
| S4 |
73.479 |
73.828 |
75.504 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.035 |
78.614 |
76.563 |
|
| R3 |
77.910 |
77.489 |
76.253 |
|
| R2 |
76.785 |
76.785 |
76.150 |
|
| R1 |
76.364 |
76.364 |
76.047 |
76.575 |
| PP |
75.660 |
75.660 |
75.660 |
75.765 |
| S1 |
75.239 |
75.239 |
75.841 |
75.450 |
| S2 |
74.535 |
74.535 |
75.738 |
|
| S3 |
73.410 |
74.114 |
75.635 |
|
| S4 |
72.285 |
72.989 |
75.325 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.679 |
|
2.618 |
79.185 |
|
1.618 |
78.270 |
|
1.000 |
77.705 |
|
0.618 |
77.355 |
|
HIGH |
76.790 |
|
0.618 |
76.440 |
|
0.500 |
76.333 |
|
0.382 |
76.225 |
|
LOW |
75.875 |
|
0.618 |
75.310 |
|
1.000 |
74.960 |
|
1.618 |
74.395 |
|
2.618 |
73.480 |
|
4.250 |
71.986 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
76.333 |
76.648 |
| PP |
76.224 |
76.434 |
| S1 |
76.116 |
76.221 |
|