ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 21-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
77.875 |
77.840 |
-0.035 |
0.0% |
78.557 |
High |
77.900 |
77.980 |
0.080 |
0.1% |
78.557 |
Low |
77.820 |
77.840 |
0.020 |
0.0% |
77.262 |
Close |
77.948 |
78.279 |
0.331 |
0.4% |
77.262 |
Range |
0.080 |
0.140 |
0.060 |
75.0% |
1.295 |
ATR |
0.431 |
0.410 |
-0.021 |
-4.8% |
0.000 |
Volume |
1 |
4 |
3 |
300.0% |
1,503 |
|
Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.453 |
78.506 |
78.356 |
|
R3 |
78.313 |
78.366 |
78.318 |
|
R2 |
78.173 |
78.173 |
78.305 |
|
R1 |
78.226 |
78.226 |
78.292 |
78.200 |
PP |
78.033 |
78.033 |
78.033 |
78.020 |
S1 |
78.086 |
78.086 |
78.266 |
78.060 |
S2 |
77.893 |
77.893 |
78.253 |
|
S3 |
77.753 |
77.946 |
78.241 |
|
S4 |
77.613 |
77.806 |
78.202 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.579 |
80.715 |
77.974 |
|
R3 |
80.284 |
79.420 |
77.618 |
|
R2 |
78.989 |
78.989 |
77.499 |
|
R1 |
78.125 |
78.125 |
77.381 |
77.910 |
PP |
77.694 |
77.694 |
77.694 |
77.586 |
S1 |
76.830 |
76.830 |
77.143 |
76.615 |
S2 |
76.399 |
76.399 |
77.025 |
|
S3 |
75.104 |
75.535 |
76.906 |
|
S4 |
73.809 |
74.240 |
76.550 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.575 |
2.618 |
78.347 |
1.618 |
78.207 |
1.000 |
78.120 |
0.618 |
78.067 |
HIGH |
77.980 |
0.618 |
77.927 |
0.500 |
77.910 |
0.382 |
77.893 |
LOW |
77.840 |
0.618 |
77.753 |
1.000 |
77.700 |
1.618 |
77.613 |
2.618 |
77.473 |
4.250 |
77.245 |
|
|
Fisher Pivots for day following 21-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
78.156 |
78.153 |
PP |
78.033 |
78.026 |
S1 |
77.910 |
77.900 |
|