ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
78.540 |
78.230 |
-0.310 |
-0.4% |
76.975 |
High |
78.560 |
78.710 |
0.150 |
0.2% |
78.690 |
Low |
77.740 |
78.145 |
0.405 |
0.5% |
76.925 |
Close |
78.255 |
78.463 |
0.208 |
0.3% |
78.255 |
Range |
0.820 |
0.565 |
-0.255 |
-31.1% |
1.765 |
ATR |
0.857 |
0.836 |
-0.021 |
-2.4% |
0.000 |
Volume |
25,826 |
21,501 |
-4,325 |
-16.7% |
119,554 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.134 |
79.864 |
78.774 |
|
R3 |
79.569 |
79.299 |
78.618 |
|
R2 |
79.004 |
79.004 |
78.567 |
|
R1 |
78.734 |
78.734 |
78.515 |
78.869 |
PP |
78.439 |
78.439 |
78.439 |
78.507 |
S1 |
78.169 |
78.169 |
78.411 |
78.304 |
S2 |
77.874 |
77.874 |
78.359 |
|
S3 |
77.309 |
77.604 |
78.308 |
|
S4 |
76.744 |
77.039 |
78.152 |
|
|
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 |
78.710 |
77.620 |
1.090 |
1.4% |
0.640 |
0.8% |
77% |
True |
False |
24,377 |
10 |
78.710 |
76.675 |
2.035 |
2.6% |
0.817 |
1.0% |
88% |
True |
False |
23,713 |
20 |
78.710 |
74.860 |
3.850 |
4.9% |
0.863 |
1.1% |
94% |
True |
False |
28,395 |
40 |
80.430 |
74.860 |
5.570 |
7.1% |
0.863 |
1.1% |
65% |
False |
False |
29,441 |
60 |
80.430 |
73.900 |
6.530 |
8.3% |
0.834 |
1.1% |
70% |
False |
False |
26,494 |
80 |
80.430 |
73.900 |
6.530 |
8.3% |
0.793 |
1.0% |
70% |
False |
False |
19,896 |
100 |
80.430 |
73.900 |
6.530 |
8.3% |
0.719 |
0.9% |
70% |
False |
False |
15,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.111 |
2.618 |
80.189 |
1.618 |
79.624 |
1.000 |
79.275 |
0.618 |
79.059 |
HIGH |
78.710 |
0.618 |
78.494 |
0.500 |
78.428 |
0.382 |
78.361 |
LOW |
78.145 |
0.618 |
77.796 |
1.000 |
77.580 |
1.618 |
77.231 |
2.618 |
76.666 |
4.250 |
75.744 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
78.451 |
78.384 |
PP |
78.439 |
78.304 |
S1 |
78.428 |
78.225 |
|