ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 02-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
77.000 |
77.655 |
0.655 |
0.9% |
77.100 |
High |
77.875 |
77.655 |
-0.220 |
-0.3% |
77.250 |
Low |
77.000 |
77.375 |
0.375 |
0.5% |
75.255 |
Close |
77.770 |
77.581 |
-0.189 |
-0.2% |
75.581 |
Range |
0.875 |
0.280 |
-0.595 |
-68.0% |
1.995 |
ATR |
0.650 |
0.631 |
-0.018 |
-2.8% |
0.000 |
Volume |
6 |
5 |
-1 |
-16.7% |
124 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.377 |
78.259 |
77.735 |
|
R3 |
78.097 |
77.979 |
77.658 |
|
R2 |
77.817 |
77.817 |
77.632 |
|
R1 |
77.699 |
77.699 |
77.607 |
77.618 |
PP |
77.537 |
77.537 |
77.537 |
77.497 |
S1 |
77.419 |
77.419 |
77.555 |
77.338 |
S2 |
77.257 |
77.257 |
77.530 |
|
S3 |
76.977 |
77.139 |
77.504 |
|
S4 |
76.697 |
76.859 |
77.427 |
|
|
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 |
78.845 |
2.618 |
78.388 |
1.618 |
78.108 |
1.000 |
77.935 |
0.618 |
77.828 |
HIGH |
77.655 |
0.618 |
77.548 |
0.500 |
77.515 |
0.382 |
77.482 |
LOW |
77.375 |
0.618 |
77.202 |
1.000 |
77.095 |
1.618 |
76.922 |
2.618 |
76.642 |
4.250 |
76.185 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
77.559 |
77.346 |
PP |
77.537 |
77.110 |
S1 |
77.515 |
76.875 |
|