ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 20-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
77.630 |
77.615 |
-0.015 |
0.0% |
78.875 |
High |
77.875 |
77.615 |
-0.260 |
-0.3% |
78.875 |
Low |
77.350 |
77.615 |
0.265 |
0.3% |
77.220 |
Close |
77.851 |
77.666 |
-0.185 |
-0.2% |
77.317 |
Range |
0.525 |
0.000 |
-0.525 |
-100.0% |
1.655 |
ATR |
0.514 |
0.494 |
-0.020 |
-3.9% |
0.000 |
Volume |
14 |
16 |
2 |
14.3% |
73 |
|
Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.632 |
77.649 |
77.666 |
|
R3 |
77.632 |
77.649 |
77.666 |
|
R2 |
77.632 |
77.632 |
77.666 |
|
R1 |
77.649 |
77.649 |
77.666 |
77.641 |
PP |
77.632 |
77.632 |
77.632 |
77.628 |
S1 |
77.649 |
77.649 |
77.666 |
77.641 |
S2 |
77.632 |
77.632 |
77.666 |
|
S3 |
77.632 |
77.649 |
77.666 |
|
S4 |
77.632 |
77.649 |
77.666 |
|
|
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 |
77.615 |
2.618 |
77.615 |
1.618 |
77.615 |
1.000 |
77.615 |
0.618 |
77.615 |
HIGH |
77.615 |
0.618 |
77.615 |
0.500 |
77.615 |
0.382 |
77.615 |
LOW |
77.615 |
0.618 |
77.615 |
1.000 |
77.615 |
1.618 |
77.615 |
2.618 |
77.615 |
4.250 |
77.615 |
|
|
Fisher Pivots for day following 20-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
77.649 |
77.750 |
PP |
77.632 |
77.722 |
S1 |
77.615 |
77.694 |
|