ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 21-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
77.615 |
77.560 |
-0.055 |
-0.1% |
77.320 |
High |
77.615 |
77.560 |
-0.055 |
-0.1% |
78.150 |
Low |
77.615 |
76.900 |
-0.715 |
-0.9% |
76.900 |
Close |
77.666 |
77.063 |
-0.603 |
-0.8% |
77.063 |
Range |
0.000 |
0.660 |
0.660 |
|
1.250 |
ATR |
0.494 |
0.513 |
0.019 |
3.9% |
0.000 |
Volume |
16 |
2 |
-14 |
-87.5% |
45 |
|
Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.154 |
78.769 |
77.426 |
|
R3 |
78.494 |
78.109 |
77.245 |
|
R2 |
77.834 |
77.834 |
77.184 |
|
R1 |
77.449 |
77.449 |
77.124 |
77.312 |
PP |
77.174 |
77.174 |
77.174 |
77.106 |
S1 |
76.789 |
76.789 |
77.003 |
76.652 |
S2 |
76.514 |
76.514 |
76.942 |
|
S3 |
75.854 |
76.129 |
76.882 |
|
S4 |
75.194 |
75.469 |
76.700 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.121 |
80.342 |
77.751 |
|
R3 |
79.871 |
79.092 |
77.407 |
|
R2 |
78.621 |
78.621 |
77.292 |
|
R1 |
77.842 |
77.842 |
77.178 |
77.607 |
PP |
77.371 |
77.371 |
77.371 |
77.253 |
S1 |
76.592 |
76.592 |
76.948 |
76.357 |
S2 |
76.121 |
76.121 |
76.834 |
|
S3 |
74.871 |
75.342 |
76.719 |
|
S4 |
73.621 |
74.092 |
76.376 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.365 |
2.618 |
79.288 |
1.618 |
78.628 |
1.000 |
78.220 |
0.618 |
77.968 |
HIGH |
77.560 |
0.618 |
77.308 |
0.500 |
77.230 |
0.382 |
77.152 |
LOW |
76.900 |
0.618 |
76.492 |
1.000 |
76.240 |
1.618 |
75.832 |
2.618 |
75.172 |
4.250 |
74.095 |
|
|
Fisher Pivots for day following 21-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
77.230 |
77.388 |
PP |
77.174 |
77.279 |
S1 |
77.119 |
77.171 |
|