ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
78.500 |
78.610 |
0.110 |
0.1% |
77.400 |
High |
78.640 |
78.995 |
0.355 |
0.5% |
79.000 |
Low |
78.375 |
78.610 |
0.235 |
0.3% |
77.400 |
Close |
78.625 |
78.843 |
0.218 |
0.3% |
78.625 |
Range |
0.265 |
0.385 |
0.120 |
45.3% |
1.600 |
ATR |
0.617 |
0.600 |
-0.017 |
-2.7% |
0.000 |
Volume |
19 |
14 |
-5 |
-26.3% |
146 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.971 |
79.792 |
79.055 |
|
R3 |
79.586 |
79.407 |
78.949 |
|
R2 |
79.201 |
79.201 |
78.914 |
|
R1 |
79.022 |
79.022 |
78.878 |
79.112 |
PP |
78.816 |
78.816 |
78.816 |
78.861 |
S1 |
78.637 |
78.637 |
78.808 |
78.727 |
S2 |
78.431 |
78.431 |
78.772 |
|
S3 |
78.046 |
78.252 |
78.737 |
|
S4 |
77.661 |
77.867 |
78.631 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.142 |
82.483 |
79.505 |
|
R3 |
81.542 |
80.883 |
79.065 |
|
R2 |
79.942 |
79.942 |
78.918 |
|
R1 |
79.283 |
79.283 |
78.772 |
79.613 |
PP |
78.342 |
78.342 |
78.342 |
78.506 |
S1 |
77.683 |
77.683 |
78.478 |
78.013 |
S2 |
76.742 |
76.742 |
78.332 |
|
S3 |
75.142 |
76.083 |
78.185 |
|
S4 |
73.542 |
74.483 |
77.745 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.631 |
2.618 |
80.003 |
1.618 |
79.618 |
1.000 |
79.380 |
0.618 |
79.233 |
HIGH |
78.995 |
0.618 |
78.848 |
0.500 |
78.803 |
0.382 |
78.757 |
LOW |
78.610 |
0.618 |
78.372 |
1.000 |
78.225 |
1.618 |
77.987 |
2.618 |
77.602 |
4.250 |
76.974 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
78.830 |
78.791 |
PP |
78.816 |
78.739 |
S1 |
78.803 |
78.688 |
|