ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 26-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
76.775 |
76.650 |
-0.125 |
-0.2% |
77.320 |
High |
76.875 |
77.250 |
0.375 |
0.5% |
78.150 |
Low |
76.690 |
76.600 |
-0.090 |
-0.1% |
76.900 |
Close |
76.731 |
76.888 |
0.157 |
0.2% |
77.063 |
Range |
0.185 |
0.650 |
0.465 |
251.4% |
1.250 |
ATR |
0.478 |
0.490 |
0.012 |
2.6% |
0.000 |
Volume |
5 |
8 |
3 |
60.0% |
45 |
|
Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.863 |
78.525 |
77.246 |
|
R3 |
78.213 |
77.875 |
77.067 |
|
R2 |
77.563 |
77.563 |
77.007 |
|
R1 |
77.225 |
77.225 |
76.948 |
77.394 |
PP |
76.913 |
76.913 |
76.913 |
76.997 |
S1 |
76.575 |
76.575 |
76.828 |
76.744 |
S2 |
76.263 |
76.263 |
76.769 |
|
S3 |
75.613 |
75.925 |
76.709 |
|
S4 |
74.963 |
75.275 |
76.531 |
|
|
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 |
80.013 |
2.618 |
78.952 |
1.618 |
78.302 |
1.000 |
77.900 |
0.618 |
77.652 |
HIGH |
77.250 |
0.618 |
77.002 |
0.500 |
76.925 |
0.382 |
76.848 |
LOW |
76.600 |
0.618 |
76.198 |
1.000 |
75.950 |
1.618 |
75.548 |
2.618 |
74.898 |
4.250 |
73.838 |
|
|
Fisher Pivots for day following 26-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
76.925 |
76.925 |
PP |
76.913 |
76.913 |
S1 |
76.900 |
76.900 |
|