ICE US Dollar Index Future March 2012
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
79.875 |
79.375 |
-0.500 |
-0.6% |
79.720 |
| High |
79.875 |
79.435 |
-0.440 |
-0.6% |
80.490 |
| Low |
79.470 |
79.375 |
-0.095 |
-0.1% |
79.375 |
| Close |
79.543 |
79.604 |
0.061 |
0.1% |
79.604 |
| Range |
0.405 |
0.060 |
-0.345 |
-85.2% |
1.115 |
| ATR |
0.493 |
0.469 |
-0.023 |
-4.7% |
0.000 |
| Volume |
4 |
5 |
1 |
25.0% |
14 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.651 |
79.688 |
79.637 |
|
| R3 |
79.591 |
79.628 |
79.621 |
|
| R2 |
79.531 |
79.531 |
79.615 |
|
| R1 |
79.568 |
79.568 |
79.610 |
79.550 |
| PP |
79.471 |
79.471 |
79.471 |
79.462 |
| S1 |
79.508 |
79.508 |
79.599 |
79.490 |
| S2 |
79.411 |
79.411 |
79.593 |
|
| S3 |
79.351 |
79.448 |
79.588 |
|
| S4 |
79.291 |
79.388 |
79.571 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.168 |
82.501 |
80.217 |
|
| R3 |
82.053 |
81.386 |
79.911 |
|
| R2 |
80.938 |
80.938 |
79.808 |
|
| R1 |
80.271 |
80.271 |
79.706 |
80.047 |
| PP |
79.823 |
79.823 |
79.823 |
79.711 |
| S1 |
79.156 |
79.156 |
79.502 |
78.932 |
| S2 |
78.708 |
78.708 |
79.400 |
|
| S3 |
77.593 |
78.041 |
79.297 |
|
| S4 |
76.478 |
76.926 |
78.991 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.690 |
|
2.618 |
79.592 |
|
1.618 |
79.532 |
|
1.000 |
79.495 |
|
0.618 |
79.472 |
|
HIGH |
79.435 |
|
0.618 |
79.412 |
|
0.500 |
79.405 |
|
0.382 |
79.398 |
|
LOW |
79.375 |
|
0.618 |
79.338 |
|
1.000 |
79.315 |
|
1.618 |
79.278 |
|
2.618 |
79.218 |
|
4.250 |
79.120 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
79.538 |
79.875 |
| PP |
79.471 |
79.785 |
| S1 |
79.405 |
79.694 |
|