ICE US Dollar Index Future December 2011
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
78.490 |
78.875 |
0.385 |
0.5% |
78.735 |
High |
79.090 |
79.185 |
0.095 |
0.1% |
79.185 |
Low |
78.150 |
78.485 |
0.335 |
0.4% |
78.150 |
Close |
78.912 |
78.681 |
-0.231 |
-0.3% |
78.681 |
Range |
0.940 |
0.700 |
-0.240 |
-25.5% |
1.035 |
ATR |
0.777 |
0.771 |
-0.005 |
-0.7% |
0.000 |
Volume |
22,613 |
14,953 |
-7,660 |
-33.9% |
90,562 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.884 |
80.482 |
79.066 |
|
R3 |
80.184 |
79.782 |
78.874 |
|
R2 |
79.484 |
79.484 |
78.809 |
|
R1 |
79.082 |
79.082 |
78.745 |
78.933 |
PP |
78.784 |
78.784 |
78.784 |
78.709 |
S1 |
78.382 |
78.382 |
78.617 |
78.233 |
S2 |
78.084 |
78.084 |
78.553 |
|
S3 |
77.384 |
77.682 |
78.489 |
|
S4 |
76.684 |
76.982 |
78.296 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.777 |
81.264 |
79.250 |
|
R3 |
80.742 |
80.229 |
78.966 |
|
R2 |
79.707 |
79.707 |
78.871 |
|
R1 |
79.194 |
79.194 |
78.776 |
78.933 |
PP |
78.672 |
78.672 |
78.672 |
78.542 |
S1 |
78.159 |
78.159 |
78.586 |
77.898 |
S2 |
77.637 |
77.637 |
78.491 |
|
S3 |
76.602 |
77.124 |
78.396 |
|
S4 |
75.567 |
76.089 |
78.112 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.185 |
78.150 |
1.035 |
1.3% |
0.613 |
0.8% |
51% |
True |
False |
18,112 |
10 |
79.580 |
78.010 |
1.570 |
2.0% |
0.736 |
0.9% |
43% |
False |
False |
20,856 |
20 |
79.875 |
76.920 |
2.955 |
3.8% |
0.729 |
0.9% |
60% |
False |
False |
21,731 |
40 |
79.875 |
74.860 |
5.015 |
6.4% |
0.805 |
1.0% |
76% |
False |
False |
26,437 |
60 |
80.430 |
74.860 |
5.570 |
7.1% |
0.828 |
1.1% |
69% |
False |
False |
28,429 |
80 |
80.430 |
73.900 |
6.530 |
8.3% |
0.793 |
1.0% |
73% |
False |
False |
23,333 |
100 |
80.430 |
73.900 |
6.530 |
8.3% |
0.765 |
1.0% |
73% |
False |
False |
18,687 |
120 |
80.430 |
73.900 |
6.530 |
8.3% |
0.694 |
0.9% |
73% |
False |
False |
15,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.160 |
2.618 |
81.018 |
1.618 |
80.318 |
1.000 |
79.885 |
0.618 |
79.618 |
HIGH |
79.185 |
0.618 |
78.918 |
0.500 |
78.835 |
0.382 |
78.752 |
LOW |
78.485 |
0.618 |
78.052 |
1.000 |
77.785 |
1.618 |
77.352 |
2.618 |
76.652 |
4.250 |
75.510 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
78.835 |
78.677 |
PP |
78.784 |
78.672 |
S1 |
78.732 |
78.668 |
|