ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 30-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
79.875 |
79.440 |
-0.435 |
-0.5% |
78.610 |
High |
79.875 |
79.875 |
0.000 |
0.0% |
80.325 |
Low |
79.100 |
78.255 |
-0.845 |
-1.1% |
78.545 |
Close |
79.531 |
78.891 |
-0.640 |
-0.8% |
80.261 |
Range |
0.775 |
1.620 |
0.845 |
109.0% |
1.780 |
ATR |
0.630 |
0.701 |
0.071 |
11.2% |
0.000 |
Volume |
186 |
164 |
-22 |
-11.8% |
148 |
|
Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.867 |
82.999 |
79.782 |
|
R3 |
82.247 |
81.379 |
79.337 |
|
R2 |
80.627 |
80.627 |
79.188 |
|
R1 |
79.759 |
79.759 |
79.040 |
79.383 |
PP |
79.007 |
79.007 |
79.007 |
78.819 |
S1 |
78.139 |
78.139 |
78.743 |
77.763 |
S2 |
77.387 |
77.387 |
78.594 |
|
S3 |
75.767 |
76.519 |
78.446 |
|
S4 |
74.147 |
74.899 |
78.000 |
|
|
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 |
78.255 |
2.070 |
2.6% |
0.755 |
1.0% |
31% |
False |
True |
121 |
10 |
80.325 |
78.255 |
2.070 |
2.6% |
0.614 |
0.8% |
31% |
False |
True |
75 |
20 |
80.325 |
77.160 |
3.165 |
4.0% |
0.557 |
0.7% |
55% |
False |
False |
53 |
40 |
80.325 |
75.255 |
5.070 |
6.4% |
0.506 |
0.6% |
72% |
False |
False |
33 |
60 |
80.490 |
75.255 |
5.235 |
6.6% |
0.389 |
0.5% |
69% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.760 |
2.618 |
84.116 |
1.618 |
82.496 |
1.000 |
81.495 |
0.618 |
80.876 |
HIGH |
79.875 |
0.618 |
79.256 |
0.500 |
79.065 |
0.382 |
78.874 |
LOW |
78.255 |
0.618 |
77.254 |
1.000 |
76.635 |
1.618 |
75.634 |
2.618 |
74.014 |
4.250 |
71.370 |
|
|
Fisher Pivots for day following 30-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
79.065 |
79.103 |
PP |
79.007 |
79.032 |
S1 |
78.949 |
78.962 |
|