ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 29-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
79.935 |
79.875 |
-0.060 |
-0.1% |
78.610 |
High |
79.950 |
79.875 |
-0.075 |
-0.1% |
80.325 |
Low |
79.330 |
79.100 |
-0.230 |
-0.3% |
78.545 |
Close |
79.816 |
79.531 |
-0.285 |
-0.4% |
80.261 |
Range |
0.620 |
0.775 |
0.155 |
25.0% |
1.780 |
ATR |
0.619 |
0.630 |
0.011 |
1.8% |
0.000 |
Volume |
186 |
186 |
0 |
0.0% |
148 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.827 |
81.454 |
79.957 |
|
R3 |
81.052 |
80.679 |
79.744 |
|
R2 |
80.277 |
80.277 |
79.673 |
|
R1 |
79.904 |
79.904 |
79.602 |
79.703 |
PP |
79.502 |
79.502 |
79.502 |
79.402 |
S1 |
79.129 |
79.129 |
79.460 |
78.928 |
S2 |
78.727 |
78.727 |
79.389 |
|
S3 |
77.952 |
78.354 |
79.318 |
|
S4 |
77.177 |
77.579 |
79.105 |
|
|
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 |
78.975 |
1.350 |
1.7% |
0.596 |
0.7% |
41% |
False |
False |
97 |
10 |
80.325 |
78.375 |
1.950 |
2.5% |
0.491 |
0.6% |
59% |
False |
False |
60 |
20 |
80.325 |
77.160 |
3.165 |
4.0% |
0.490 |
0.6% |
75% |
False |
False |
46 |
40 |
80.375 |
75.255 |
5.120 |
6.4% |
0.478 |
0.6% |
84% |
False |
False |
29 |
60 |
80.490 |
75.255 |
5.235 |
6.6% |
0.362 |
0.5% |
82% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.169 |
2.618 |
81.904 |
1.618 |
81.129 |
1.000 |
80.650 |
0.618 |
80.354 |
HIGH |
79.875 |
0.618 |
79.579 |
0.500 |
79.488 |
0.382 |
79.396 |
LOW |
79.100 |
0.618 |
78.621 |
1.000 |
78.325 |
1.618 |
77.846 |
2.618 |
77.071 |
4.250 |
75.806 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
79.517 |
79.713 |
PP |
79.502 |
79.652 |
S1 |
79.488 |
79.592 |
|