ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
79.580 |
79.875 |
0.295 |
0.4% |
78.610 |
High |
79.720 |
80.325 |
0.605 |
0.8% |
80.325 |
Low |
79.410 |
79.875 |
0.465 |
0.6% |
78.545 |
Close |
79.731 |
80.261 |
0.530 |
0.7% |
80.261 |
Range |
0.310 |
0.450 |
0.140 |
45.2% |
1.780 |
ATR |
0.595 |
0.595 |
0.000 |
0.0% |
0.000 |
Volume |
46 |
23 |
-23 |
-50.0% |
148 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.504 |
81.332 |
80.509 |
|
R3 |
81.054 |
80.882 |
80.385 |
|
R2 |
80.604 |
80.604 |
80.344 |
|
R1 |
80.432 |
80.432 |
80.302 |
80.518 |
PP |
80.154 |
80.154 |
80.154 |
80.197 |
S1 |
79.982 |
79.982 |
80.220 |
80.068 |
S2 |
79.704 |
79.704 |
80.179 |
|
S3 |
79.254 |
79.532 |
80.137 |
|
S4 |
78.804 |
79.082 |
80.014 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.050 |
84.436 |
81.240 |
|
R3 |
83.270 |
82.656 |
80.751 |
|
R2 |
81.490 |
81.490 |
80.587 |
|
R1 |
80.876 |
80.876 |
80.424 |
81.183 |
PP |
79.710 |
79.710 |
79.710 |
79.864 |
S1 |
79.096 |
79.096 |
80.098 |
79.403 |
S2 |
77.930 |
77.930 |
79.935 |
|
S3 |
76.150 |
77.316 |
79.772 |
|
S4 |
74.370 |
75.536 |
79.282 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.325 |
78.545 |
1.780 |
2.2% |
0.481 |
0.6% |
96% |
True |
False |
29 |
10 |
80.325 |
77.400 |
2.925 |
3.6% |
0.417 |
0.5% |
98% |
True |
False |
29 |
20 |
80.325 |
75.875 |
4.450 |
5.5% |
0.514 |
0.6% |
99% |
True |
False |
28 |
40 |
80.490 |
75.255 |
5.235 |
6.5% |
0.452 |
0.6% |
96% |
False |
False |
20 |
60 |
80.490 |
75.255 |
5.235 |
6.5% |
0.338 |
0.4% |
96% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.238 |
2.618 |
81.503 |
1.618 |
81.053 |
1.000 |
80.775 |
0.618 |
80.603 |
HIGH |
80.325 |
0.618 |
80.153 |
0.500 |
80.100 |
0.382 |
80.047 |
LOW |
79.875 |
0.618 |
79.597 |
1.000 |
79.425 |
1.618 |
79.147 |
2.618 |
78.697 |
4.250 |
77.963 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
80.207 |
80.057 |
PP |
80.154 |
79.854 |
S1 |
80.100 |
79.650 |
|