ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
75.745 |
75.875 |
0.130 |
0.2% |
77.100 |
High |
75.750 |
76.875 |
1.125 |
1.5% |
77.250 |
Low |
75.500 |
75.875 |
0.375 |
0.5% |
75.255 |
Close |
75.581 |
76.706 |
1.125 |
1.5% |
75.581 |
Range |
0.250 |
1.000 |
0.750 |
300.0% |
1.995 |
ATR |
0.557 |
0.610 |
0.053 |
9.4% |
0.000 |
Volume |
53 |
15 |
-38 |
-71.7% |
124 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.485 |
79.096 |
77.256 |
|
R3 |
78.485 |
78.096 |
76.981 |
|
R2 |
77.485 |
77.485 |
76.889 |
|
R1 |
77.096 |
77.096 |
76.798 |
77.291 |
PP |
76.485 |
76.485 |
76.485 |
76.583 |
S1 |
76.096 |
76.096 |
76.614 |
76.291 |
S2 |
75.485 |
75.485 |
76.523 |
|
S3 |
74.485 |
75.096 |
76.431 |
|
S4 |
73.485 |
74.096 |
76.156 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.014 |
80.792 |
76.678 |
|
R3 |
80.019 |
78.797 |
76.130 |
|
R2 |
78.024 |
78.024 |
75.947 |
|
R1 |
76.802 |
76.802 |
75.764 |
76.416 |
PP |
76.029 |
76.029 |
76.029 |
75.835 |
S1 |
74.807 |
74.807 |
75.398 |
74.421 |
S2 |
74.034 |
74.034 |
75.215 |
|
S3 |
72.039 |
72.812 |
75.032 |
|
S4 |
70.044 |
70.817 |
74.484 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.125 |
2.618 |
79.493 |
1.618 |
78.493 |
1.000 |
77.875 |
0.618 |
77.493 |
HIGH |
76.875 |
0.618 |
76.493 |
0.500 |
76.375 |
0.382 |
76.257 |
LOW |
75.875 |
0.618 |
75.257 |
1.000 |
74.875 |
1.618 |
74.257 |
2.618 |
73.257 |
4.250 |
71.625 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
76.596 |
76.492 |
PP |
76.485 |
76.279 |
S1 |
76.375 |
76.065 |
|