ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 17-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
78.175 |
78.580 |
0.405 |
0.5% |
77.125 |
High |
78.605 |
78.690 |
0.085 |
0.1% |
78.420 |
Low |
78.040 |
78.135 |
0.095 |
0.1% |
76.675 |
Close |
78.206 |
78.489 |
0.283 |
0.4% |
77.131 |
Range |
0.565 |
0.555 |
-0.010 |
-1.8% |
1.745 |
ATR |
0.884 |
0.860 |
-0.023 |
-2.7% |
0.000 |
Volume |
26,317 |
23,037 |
-3,280 |
-12.5% |
116,773 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.103 |
79.851 |
78.794 |
|
R3 |
79.548 |
79.296 |
78.642 |
|
R2 |
78.993 |
78.993 |
78.591 |
|
R1 |
78.741 |
78.741 |
78.540 |
78.590 |
PP |
78.438 |
78.438 |
78.438 |
78.362 |
S1 |
78.186 |
78.186 |
78.438 |
78.035 |
S2 |
77.883 |
77.883 |
78.387 |
|
S3 |
77.328 |
77.631 |
78.336 |
|
S4 |
76.773 |
77.076 |
78.184 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.644 |
81.632 |
78.091 |
|
R3 |
80.899 |
79.887 |
77.611 |
|
R2 |
79.154 |
79.154 |
77.451 |
|
R1 |
78.142 |
78.142 |
77.291 |
78.648 |
PP |
77.409 |
77.409 |
77.409 |
77.662 |
S1 |
76.397 |
76.397 |
76.971 |
76.903 |
S2 |
75.664 |
75.664 |
76.811 |
|
S3 |
73.919 |
74.652 |
76.651 |
|
S4 |
72.174 |
72.907 |
76.171 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.690 |
76.920 |
1.770 |
2.3% |
0.754 |
1.0% |
89% |
True |
False |
22,149 |
10 |
78.690 |
76.675 |
2.015 |
2.6% |
0.811 |
1.0% |
90% |
True |
False |
24,408 |
20 |
78.690 |
74.860 |
3.830 |
4.9% |
0.875 |
1.1% |
95% |
True |
False |
29,301 |
40 |
80.430 |
74.860 |
5.570 |
7.1% |
0.871 |
1.1% |
65% |
False |
False |
29,864 |
60 |
80.430 |
73.900 |
6.530 |
8.3% |
0.834 |
1.1% |
70% |
False |
False |
25,708 |
80 |
80.430 |
73.900 |
6.530 |
8.3% |
0.791 |
1.0% |
70% |
False |
False |
19,307 |
100 |
80.430 |
73.900 |
6.530 |
8.3% |
0.711 |
0.9% |
70% |
False |
False |
15,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.049 |
2.618 |
80.143 |
1.618 |
79.588 |
1.000 |
79.245 |
0.618 |
79.033 |
HIGH |
78.690 |
0.618 |
78.478 |
0.500 |
78.413 |
0.382 |
78.347 |
LOW |
78.135 |
0.618 |
77.792 |
1.000 |
77.580 |
1.618 |
77.237 |
2.618 |
76.682 |
4.250 |
75.776 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
78.464 |
78.378 |
PP |
78.438 |
78.266 |
S1 |
78.413 |
78.155 |
|