ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
78.820 |
78.320 |
-0.500 |
-0.6% |
77.560 |
High |
78.995 |
78.660 |
-0.335 |
-0.4% |
79.400 |
Low |
77.930 |
77.835 |
-0.095 |
-0.1% |
77.235 |
Close |
78.028 |
78.429 |
0.401 |
0.5% |
79.228 |
Range |
1.065 |
0.825 |
-0.240 |
-22.5% |
2.165 |
ATR |
0.845 |
0.843 |
-0.001 |
-0.2% |
0.000 |
Volume |
31,884 |
32,959 |
1,075 |
3.4% |
190,591 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.783 |
80.431 |
78.883 |
|
R3 |
79.958 |
79.606 |
78.656 |
|
R2 |
79.133 |
79.133 |
78.580 |
|
R1 |
78.781 |
78.781 |
78.505 |
78.957 |
PP |
78.308 |
78.308 |
78.308 |
78.396 |
S1 |
77.956 |
77.956 |
78.353 |
78.132 |
S2 |
77.483 |
77.483 |
78.278 |
|
S3 |
76.658 |
77.131 |
78.202 |
|
S4 |
75.833 |
76.306 |
77.975 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.116 |
84.337 |
80.419 |
|
R3 |
82.951 |
82.172 |
79.823 |
|
R2 |
80.786 |
80.786 |
79.625 |
|
R1 |
80.007 |
80.007 |
79.426 |
80.397 |
PP |
78.621 |
78.621 |
78.621 |
78.816 |
S1 |
77.842 |
77.842 |
79.030 |
78.232 |
S2 |
76.456 |
76.456 |
78.831 |
|
S3 |
74.291 |
75.677 |
78.633 |
|
S4 |
72.126 |
73.512 |
78.037 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.645 |
77.835 |
1.810 |
2.3% |
0.928 |
1.2% |
33% |
False |
True |
35,774 |
10 |
79.645 |
76.585 |
3.060 |
3.9% |
0.866 |
1.1% |
60% |
False |
False |
36,045 |
20 |
79.645 |
74.250 |
5.395 |
6.9% |
0.830 |
1.1% |
77% |
False |
False |
23,831 |
40 |
79.645 |
73.900 |
5.745 |
7.3% |
0.737 |
0.9% |
79% |
False |
False |
11,969 |
60 |
79.645 |
73.900 |
5.745 |
7.3% |
0.650 |
0.8% |
79% |
False |
False |
8,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.166 |
2.618 |
80.820 |
1.618 |
79.995 |
1.000 |
79.485 |
0.618 |
79.170 |
HIGH |
78.660 |
0.618 |
78.345 |
0.500 |
78.248 |
0.382 |
78.150 |
LOW |
77.835 |
0.618 |
77.325 |
1.000 |
77.010 |
1.618 |
76.500 |
2.618 |
75.675 |
4.250 |
74.329 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
78.369 |
78.740 |
PP |
78.308 |
78.636 |
S1 |
78.248 |
78.533 |
|