ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
77.590 |
77.375 |
-0.215 |
-0.3% |
78.875 |
High |
78.090 |
77.375 |
-0.715 |
-0.9% |
78.875 |
Low |
77.590 |
77.220 |
-0.370 |
-0.5% |
77.220 |
Close |
77.699 |
77.317 |
-0.382 |
-0.5% |
77.317 |
Range |
0.500 |
0.155 |
-0.345 |
-69.0% |
1.655 |
ATR |
0.508 |
0.506 |
-0.002 |
-0.4% |
0.000 |
Volume |
24 |
10 |
-14 |
-58.3% |
73 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.769 |
77.698 |
77.402 |
|
R3 |
77.614 |
77.543 |
77.360 |
|
R2 |
77.459 |
77.459 |
77.345 |
|
R1 |
77.388 |
77.388 |
77.331 |
77.346 |
PP |
77.304 |
77.304 |
77.304 |
77.283 |
S1 |
77.233 |
77.233 |
77.303 |
77.191 |
S2 |
77.149 |
77.149 |
77.289 |
|
S3 |
76.994 |
77.078 |
77.274 |
|
S4 |
76.839 |
76.923 |
77.232 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.769 |
81.698 |
78.227 |
|
R3 |
81.114 |
80.043 |
77.772 |
|
R2 |
79.459 |
79.459 |
77.620 |
|
R1 |
78.388 |
78.388 |
77.469 |
78.096 |
PP |
77.804 |
77.804 |
77.804 |
77.658 |
S1 |
76.733 |
76.733 |
77.165 |
76.441 |
S2 |
76.149 |
76.149 |
77.014 |
|
S3 |
74.494 |
75.078 |
76.862 |
|
S4 |
72.839 |
73.423 |
76.407 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.034 |
2.618 |
77.781 |
1.618 |
77.626 |
1.000 |
77.530 |
0.618 |
77.471 |
HIGH |
77.375 |
0.618 |
77.316 |
0.500 |
77.298 |
0.382 |
77.279 |
LOW |
77.220 |
0.618 |
77.124 |
1.000 |
77.065 |
1.618 |
76.969 |
2.618 |
76.814 |
4.250 |
76.561 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
77.311 |
77.655 |
PP |
77.304 |
77.542 |
S1 |
77.298 |
77.430 |
|