ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 10-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
79.050 |
79.075 |
0.025 |
0.0% |
79.440 |
High |
79.250 |
79.180 |
-0.070 |
-0.1% |
80.430 |
Low |
78.450 |
77.670 |
-0.780 |
-1.0% |
78.450 |
Close |
79.149 |
77.811 |
-1.338 |
-1.7% |
79.149 |
Range |
0.800 |
1.510 |
0.710 |
88.8% |
1.980 |
ATR |
0.880 |
0.925 |
0.045 |
5.1% |
0.000 |
Volume |
35,469 |
25,659 |
-9,810 |
-27.7% |
171,449 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.750 |
81.791 |
78.642 |
|
R3 |
81.240 |
80.281 |
78.226 |
|
R2 |
79.730 |
79.730 |
78.088 |
|
R1 |
78.771 |
78.771 |
77.949 |
78.496 |
PP |
78.220 |
78.220 |
78.220 |
78.083 |
S1 |
77.261 |
77.261 |
77.673 |
76.986 |
S2 |
76.710 |
76.710 |
77.534 |
|
S3 |
75.200 |
75.751 |
77.396 |
|
S4 |
73.690 |
74.241 |
76.981 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.283 |
84.196 |
80.238 |
|
R3 |
83.303 |
82.216 |
79.694 |
|
R2 |
81.323 |
81.323 |
79.512 |
|
R1 |
80.236 |
80.236 |
79.331 |
79.790 |
PP |
79.343 |
79.343 |
79.343 |
79.120 |
S1 |
78.256 |
78.256 |
78.968 |
77.810 |
S2 |
77.363 |
77.363 |
78.786 |
|
S3 |
75.383 |
76.276 |
78.605 |
|
S4 |
73.403 |
74.296 |
78.060 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.430 |
77.670 |
2.760 |
3.5% |
0.999 |
1.3% |
5% |
False |
True |
32,791 |
10 |
80.430 |
77.670 |
2.760 |
3.5% |
0.947 |
1.2% |
5% |
False |
True |
31,803 |
20 |
80.430 |
76.585 |
3.845 |
4.9% |
0.896 |
1.2% |
32% |
False |
False |
34,072 |
40 |
80.430 |
73.900 |
6.530 |
8.4% |
0.763 |
1.0% |
60% |
False |
False |
18,268 |
60 |
80.430 |
73.900 |
6.530 |
8.4% |
0.719 |
0.9% |
60% |
False |
False |
12,213 |
80 |
80.430 |
73.900 |
6.530 |
8.4% |
0.614 |
0.8% |
60% |
False |
False |
9,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.598 |
2.618 |
83.133 |
1.618 |
81.623 |
1.000 |
80.690 |
0.618 |
80.113 |
HIGH |
79.180 |
0.618 |
78.603 |
0.500 |
78.425 |
0.382 |
78.247 |
LOW |
77.670 |
0.618 |
76.737 |
1.000 |
76.160 |
1.618 |
75.227 |
2.618 |
73.717 |
4.250 |
71.253 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
78.425 |
78.825 |
PP |
78.220 |
78.487 |
S1 |
78.016 |
78.149 |
|