ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 22-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
77.840 |
79.385 |
1.545 |
2.0% |
78.557 |
High |
77.980 |
79.650 |
1.670 |
2.1% |
78.557 |
Low |
77.840 |
79.385 |
1.545 |
2.0% |
77.262 |
Close |
78.279 |
79.540 |
1.261 |
1.6% |
77.262 |
Range |
0.140 |
0.265 |
0.125 |
89.3% |
1.295 |
ATR |
0.410 |
0.479 |
0.069 |
16.7% |
0.000 |
Volume |
4 |
20 |
16 |
400.0% |
1,503 |
|
Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.320 |
80.195 |
79.686 |
|
R3 |
80.055 |
79.930 |
79.613 |
|
R2 |
79.790 |
79.790 |
79.589 |
|
R1 |
79.665 |
79.665 |
79.564 |
79.728 |
PP |
79.525 |
79.525 |
79.525 |
79.556 |
S1 |
79.400 |
79.400 |
79.516 |
79.463 |
S2 |
79.260 |
79.260 |
79.491 |
|
S3 |
78.995 |
79.135 |
79.467 |
|
S4 |
78.730 |
78.870 |
79.394 |
|
|
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 |
80.776 |
2.618 |
80.344 |
1.618 |
80.079 |
1.000 |
79.915 |
0.618 |
79.814 |
HIGH |
79.650 |
0.618 |
79.549 |
0.500 |
79.518 |
0.382 |
79.486 |
LOW |
79.385 |
0.618 |
79.221 |
1.000 |
79.120 |
1.618 |
78.956 |
2.618 |
78.691 |
4.250 |
78.259 |
|
|
Fisher Pivots for day following 22-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
79.533 |
79.272 |
PP |
79.525 |
79.003 |
S1 |
79.518 |
78.735 |
|