ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
77.771 |
77.680 |
-0.091 |
-0.1% |
75.893 |
High |
77.771 |
77.680 |
-0.091 |
-0.1% |
78.050 |
Low |
77.771 |
77.375 |
-0.396 |
-0.5% |
75.893 |
Close |
77.771 |
77.262 |
-0.509 |
-0.7% |
78.050 |
Range |
0.000 |
0.305 |
0.305 |
|
2.157 |
ATR |
|
|
|
|
|
Volume |
500 |
500 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.354 |
78.113 |
77.430 |
|
R3 |
78.049 |
77.808 |
77.346 |
|
R2 |
77.744 |
77.744 |
77.318 |
|
R1 |
77.503 |
77.503 |
77.290 |
77.471 |
PP |
77.439 |
77.439 |
77.439 |
77.423 |
S1 |
77.198 |
77.198 |
77.234 |
77.166 |
S2 |
77.134 |
77.134 |
77.206 |
|
S3 |
76.829 |
76.893 |
77.178 |
|
S4 |
76.524 |
76.588 |
77.094 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.802 |
83.083 |
79.236 |
|
R3 |
81.645 |
80.926 |
78.643 |
|
R2 |
79.488 |
79.488 |
78.445 |
|
R1 |
78.769 |
78.769 |
78.248 |
79.129 |
PP |
77.331 |
77.331 |
77.331 |
77.511 |
S1 |
76.612 |
76.612 |
77.852 |
76.972 |
S2 |
75.174 |
75.174 |
77.655 |
|
S3 |
73.017 |
74.455 |
77.457 |
|
S4 |
70.860 |
72.298 |
76.864 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.976 |
2.618 |
78.478 |
1.618 |
78.173 |
1.000 |
77.985 |
0.618 |
77.868 |
HIGH |
77.680 |
0.618 |
77.563 |
0.500 |
77.528 |
0.382 |
77.492 |
LOW |
77.375 |
0.618 |
77.187 |
1.000 |
77.070 |
1.618 |
76.882 |
2.618 |
76.577 |
4.250 |
76.079 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
77.528 |
77.626 |
PP |
77.439 |
77.505 |
S1 |
77.351 |
77.383 |
|