ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 17-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
77.375 |
77.320 |
-0.055 |
-0.1% |
78.875 |
High |
77.375 |
77.875 |
0.500 |
0.6% |
78.875 |
Low |
77.220 |
77.210 |
-0.010 |
0.0% |
77.220 |
Close |
77.317 |
77.853 |
0.536 |
0.7% |
77.317 |
Range |
0.155 |
0.665 |
0.510 |
329.0% |
1.655 |
ATR |
0.506 |
0.518 |
0.011 |
2.2% |
0.000 |
Volume |
10 |
8 |
-2 |
-20.0% |
73 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.641 |
79.412 |
78.219 |
|
R3 |
78.976 |
78.747 |
78.036 |
|
R2 |
78.311 |
78.311 |
77.975 |
|
R1 |
78.082 |
78.082 |
77.914 |
78.197 |
PP |
77.646 |
77.646 |
77.646 |
77.703 |
S1 |
77.417 |
77.417 |
77.792 |
77.532 |
S2 |
76.981 |
76.981 |
77.731 |
|
S3 |
76.316 |
76.752 |
77.670 |
|
S4 |
75.651 |
76.087 |
77.487 |
|
|
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 |
80.701 |
2.618 |
79.616 |
1.618 |
78.951 |
1.000 |
78.540 |
0.618 |
78.286 |
HIGH |
77.875 |
0.618 |
77.621 |
0.500 |
77.543 |
0.382 |
77.464 |
LOW |
77.210 |
0.618 |
76.799 |
1.000 |
76.545 |
1.618 |
76.134 |
2.618 |
75.469 |
4.250 |
74.384 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
77.750 |
77.785 |
PP |
77.646 |
77.718 |
S1 |
77.543 |
77.650 |
|