ICE US Dollar Index Future December 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
74.790 |
74.460 |
-0.330 |
-0.4% |
74.810 |
| High |
75.000 |
75.140 |
0.140 |
0.2% |
75.000 |
| Low |
74.345 |
74.270 |
-0.075 |
-0.1% |
73.980 |
| Close |
74.456 |
74.876 |
0.420 |
0.6% |
74.456 |
| Range |
0.655 |
0.870 |
0.215 |
32.8% |
1.020 |
| ATR |
0.504 |
0.530 |
0.026 |
5.2% |
0.000 |
| Volume |
20 |
79 |
59 |
295.0% |
420 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.372 |
76.994 |
75.355 |
|
| R3 |
76.502 |
76.124 |
75.115 |
|
| R2 |
75.632 |
75.632 |
75.036 |
|
| R1 |
75.254 |
75.254 |
74.956 |
75.443 |
| PP |
74.762 |
74.762 |
74.762 |
74.857 |
| S1 |
74.384 |
74.384 |
74.796 |
74.573 |
| S2 |
73.892 |
73.892 |
74.717 |
|
| S3 |
73.022 |
73.514 |
74.637 |
|
| S4 |
72.152 |
72.644 |
74.398 |
|
|
| 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 |
78.838 |
|
2.618 |
77.418 |
|
1.618 |
76.548 |
|
1.000 |
76.010 |
|
0.618 |
75.678 |
|
HIGH |
75.140 |
|
0.618 |
74.808 |
|
0.500 |
74.705 |
|
0.382 |
74.602 |
|
LOW |
74.270 |
|
0.618 |
73.732 |
|
1.000 |
73.400 |
|
1.618 |
72.862 |
|
2.618 |
71.992 |
|
4.250 |
70.573 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
74.819 |
74.819 |
| PP |
74.762 |
74.762 |
| S1 |
74.705 |
74.705 |
|