ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 28-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
79.875 |
79.935 |
0.060 |
0.1% |
78.610 |
High |
80.325 |
79.950 |
-0.375 |
-0.5% |
80.325 |
Low |
79.875 |
79.330 |
-0.545 |
-0.7% |
78.545 |
Close |
80.261 |
79.816 |
-0.445 |
-0.6% |
80.261 |
Range |
0.450 |
0.620 |
0.170 |
37.8% |
1.780 |
ATR |
0.595 |
0.619 |
0.024 |
4.0% |
0.000 |
Volume |
23 |
186 |
163 |
708.7% |
148 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.559 |
81.307 |
80.157 |
|
R3 |
80.939 |
80.687 |
79.987 |
|
R2 |
80.319 |
80.319 |
79.930 |
|
R1 |
80.067 |
80.067 |
79.873 |
79.883 |
PP |
79.699 |
79.699 |
79.699 |
79.607 |
S1 |
79.447 |
79.447 |
79.759 |
79.263 |
S2 |
79.079 |
79.079 |
79.702 |
|
S3 |
78.459 |
78.827 |
79.646 |
|
S4 |
77.839 |
78.207 |
79.475 |
|
|
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% |
0.528 |
0.7% |
71% |
False |
False |
64 |
10 |
80.325 |
78.350 |
1.975 |
2.5% |
0.431 |
0.5% |
74% |
False |
False |
42 |
20 |
80.325 |
77.000 |
3.325 |
4.2% |
0.495 |
0.6% |
85% |
False |
False |
37 |
40 |
80.490 |
75.255 |
5.235 |
6.6% |
0.458 |
0.6% |
87% |
False |
False |
25 |
60 |
80.490 |
75.255 |
5.235 |
6.6% |
0.349 |
0.4% |
87% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.585 |
2.618 |
81.573 |
1.618 |
80.953 |
1.000 |
80.570 |
0.618 |
80.333 |
HIGH |
79.950 |
0.618 |
79.713 |
0.500 |
79.640 |
0.382 |
79.567 |
LOW |
79.330 |
0.618 |
78.947 |
1.000 |
78.710 |
1.618 |
78.327 |
2.618 |
77.707 |
4.250 |
76.695 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
79.757 |
79.828 |
PP |
79.699 |
79.824 |
S1 |
79.640 |
79.820 |
|