ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 24-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
24-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
79.000 |
79.580 |
0.580 |
0.7% |
77.400 |
High |
79.800 |
79.720 |
-0.080 |
-0.1% |
79.000 |
Low |
78.975 |
79.410 |
0.435 |
0.6% |
77.400 |
Close |
79.731 |
79.731 |
0.000 |
0.0% |
78.625 |
Range |
0.825 |
0.310 |
-0.515 |
-62.4% |
1.600 |
ATR |
0.617 |
0.595 |
-0.021 |
-3.4% |
0.000 |
Volume |
46 |
46 |
0 |
0.0% |
146 |
|
Daily Pivots for day following 24-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.550 |
80.451 |
79.902 |
|
R3 |
80.240 |
80.141 |
79.816 |
|
R2 |
79.930 |
79.930 |
79.788 |
|
R1 |
79.831 |
79.831 |
79.759 |
79.881 |
PP |
79.620 |
79.620 |
79.620 |
79.645 |
S1 |
79.521 |
79.521 |
79.703 |
79.571 |
S2 |
79.310 |
79.310 |
79.674 |
|
S3 |
79.000 |
79.211 |
79.646 |
|
S4 |
78.690 |
78.901 |
79.561 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.800 |
78.375 |
1.425 |
1.8% |
0.444 |
0.6% |
95% |
False |
False |
28 |
10 |
79.800 |
77.375 |
2.425 |
3.0% |
0.435 |
0.5% |
97% |
False |
False |
32 |
20 |
79.800 |
75.500 |
4.300 |
5.4% |
0.504 |
0.6% |
98% |
False |
False |
29 |
40 |
80.490 |
75.255 |
5.235 |
6.6% |
0.440 |
0.6% |
86% |
False |
False |
20 |
60 |
80.490 |
75.255 |
5.235 |
6.6% |
0.331 |
0.4% |
86% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.038 |
2.618 |
80.532 |
1.618 |
80.222 |
1.000 |
80.030 |
0.618 |
79.912 |
HIGH |
79.720 |
0.618 |
79.602 |
0.500 |
79.565 |
0.382 |
79.528 |
LOW |
79.410 |
0.618 |
79.218 |
1.000 |
79.100 |
1.618 |
78.908 |
2.618 |
78.598 |
4.250 |
78.093 |
|
|
Fisher Pivots for day following 24-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
79.676 |
79.545 |
PP |
79.620 |
79.359 |
S1 |
79.565 |
79.173 |
|