ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 18-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
78.580 |
78.540 |
-0.040 |
-0.1% |
76.975 |
High |
78.690 |
78.560 |
-0.130 |
-0.2% |
78.690 |
Low |
78.135 |
77.740 |
-0.395 |
-0.5% |
76.925 |
Close |
78.489 |
78.255 |
-0.234 |
-0.3% |
78.255 |
Range |
0.555 |
0.820 |
0.265 |
47.7% |
1.765 |
ATR |
0.860 |
0.857 |
-0.003 |
-0.3% |
0.000 |
Volume |
23,037 |
25,826 |
2,789 |
12.1% |
119,554 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.645 |
80.270 |
78.706 |
|
R3 |
79.825 |
79.450 |
78.481 |
|
R2 |
79.005 |
79.005 |
78.405 |
|
R1 |
78.630 |
78.630 |
78.330 |
78.408 |
PP |
78.185 |
78.185 |
78.185 |
78.074 |
S1 |
77.810 |
77.810 |
78.180 |
77.588 |
S2 |
77.365 |
77.365 |
78.105 |
|
S3 |
76.545 |
76.990 |
78.030 |
|
S4 |
75.725 |
76.170 |
77.804 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.252 |
82.518 |
79.226 |
|
R3 |
81.487 |
80.753 |
78.740 |
|
R2 |
79.722 |
79.722 |
78.579 |
|
R1 |
78.988 |
78.988 |
78.417 |
79.355 |
PP |
77.957 |
77.957 |
77.957 |
78.140 |
S1 |
77.223 |
77.223 |
78.093 |
77.590 |
S2 |
76.192 |
76.192 |
77.931 |
|
S3 |
74.427 |
75.458 |
77.770 |
|
S4 |
72.662 |
73.693 |
77.284 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.690 |
76.925 |
1.765 |
2.3% |
0.710 |
0.9% |
75% |
False |
False |
23,910 |
10 |
78.690 |
76.675 |
2.015 |
2.6% |
0.820 |
1.0% |
78% |
False |
False |
23,632 |
20 |
78.690 |
74.860 |
3.830 |
4.9% |
0.864 |
1.1% |
89% |
False |
False |
28,915 |
40 |
80.430 |
74.860 |
5.570 |
7.1% |
0.873 |
1.1% |
61% |
False |
False |
29,602 |
60 |
80.430 |
73.900 |
6.530 |
8.3% |
0.838 |
1.1% |
67% |
False |
False |
26,137 |
80 |
80.430 |
73.900 |
6.530 |
8.3% |
0.794 |
1.0% |
67% |
False |
False |
19,628 |
100 |
80.430 |
73.900 |
6.530 |
8.3% |
0.716 |
0.9% |
67% |
False |
False |
15,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.045 |
2.618 |
80.707 |
1.618 |
79.887 |
1.000 |
79.380 |
0.618 |
79.067 |
HIGH |
78.560 |
0.618 |
78.247 |
0.500 |
78.150 |
0.382 |
78.053 |
LOW |
77.740 |
0.618 |
77.233 |
1.000 |
76.920 |
1.618 |
76.413 |
2.618 |
75.593 |
4.250 |
74.255 |
|
|
Fisher Pivots for day following 18-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
78.220 |
78.242 |
PP |
78.185 |
78.228 |
S1 |
78.150 |
78.215 |
|