ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 27-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
79.810 |
78.875 |
-0.935 |
-1.2% |
77.875 |
High |
80.150 |
78.875 |
-1.275 |
-1.6% |
79.650 |
Low |
79.315 |
78.530 |
-0.785 |
-1.0% |
77.820 |
Close |
79.573 |
78.578 |
-0.995 |
-1.3% |
79.668 |
Range |
0.835 |
0.345 |
-0.490 |
-58.7% |
1.830 |
ATR |
0.491 |
0.530 |
0.039 |
8.0% |
0.000 |
Volume |
1 |
12 |
11 |
1,100.0% |
34 |
|
Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.696 |
79.482 |
78.768 |
|
R3 |
79.351 |
79.137 |
78.673 |
|
R2 |
79.006 |
79.006 |
78.641 |
|
R1 |
78.792 |
78.792 |
78.610 |
78.727 |
PP |
78.661 |
78.661 |
78.661 |
78.628 |
S1 |
78.447 |
78.447 |
78.546 |
78.382 |
S2 |
78.316 |
78.316 |
78.515 |
|
S3 |
77.971 |
78.102 |
78.483 |
|
S4 |
77.626 |
77.757 |
78.388 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.536 |
83.932 |
80.675 |
|
R3 |
82.706 |
82.102 |
80.171 |
|
R2 |
80.876 |
80.876 |
80.004 |
|
R1 |
80.272 |
80.272 |
79.836 |
80.574 |
PP |
79.046 |
79.046 |
79.046 |
79.197 |
S1 |
78.442 |
78.442 |
79.500 |
78.744 |
S2 |
77.216 |
77.216 |
79.333 |
|
S3 |
75.386 |
76.612 |
79.165 |
|
S4 |
73.556 |
74.782 |
78.662 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.341 |
2.618 |
79.778 |
1.618 |
79.433 |
1.000 |
79.220 |
0.618 |
79.088 |
HIGH |
78.875 |
0.618 |
78.743 |
0.500 |
78.703 |
0.382 |
78.662 |
LOW |
78.530 |
0.618 |
78.317 |
1.000 |
78.185 |
1.618 |
77.972 |
2.618 |
77.627 |
4.250 |
77.064 |
|
|
Fisher Pivots for day following 27-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
78.703 |
79.340 |
PP |
78.661 |
79.086 |
S1 |
78.620 |
78.832 |
|