ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 01-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
79.440 |
78.870 |
-0.570 |
-0.7% |
78.610 |
High |
79.875 |
79.005 |
-0.870 |
-1.1% |
80.325 |
Low |
78.255 |
78.620 |
0.365 |
0.5% |
78.545 |
Close |
78.891 |
78.863 |
-0.028 |
0.0% |
80.261 |
Range |
1.620 |
0.385 |
-1.235 |
-76.2% |
1.780 |
ATR |
0.701 |
0.679 |
-0.023 |
-3.2% |
0.000 |
Volume |
164 |
946 |
782 |
476.8% |
148 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.984 |
79.809 |
79.075 |
|
R3 |
79.599 |
79.424 |
78.969 |
|
R2 |
79.214 |
79.214 |
78.934 |
|
R1 |
79.039 |
79.039 |
78.898 |
78.934 |
PP |
78.829 |
78.829 |
78.829 |
78.777 |
S1 |
78.654 |
78.654 |
78.828 |
78.549 |
S2 |
78.444 |
78.444 |
78.792 |
|
S3 |
78.059 |
78.269 |
78.757 |
|
S4 |
77.674 |
77.884 |
78.651 |
|
|
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% |
0.770 |
1.0% |
29% |
False |
False |
301 |
10 |
80.325 |
78.255 |
2.070 |
2.6% |
0.607 |
0.8% |
29% |
False |
False |
164 |
20 |
80.325 |
77.330 |
2.995 |
3.8% |
0.541 |
0.7% |
51% |
False |
False |
99 |
40 |
80.325 |
75.255 |
5.070 |
6.4% |
0.505 |
0.6% |
71% |
False |
False |
57 |
60 |
80.490 |
75.255 |
5.235 |
6.6% |
0.395 |
0.5% |
69% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.641 |
2.618 |
80.013 |
1.618 |
79.628 |
1.000 |
79.390 |
0.618 |
79.243 |
HIGH |
79.005 |
0.618 |
78.858 |
0.500 |
78.813 |
0.382 |
78.767 |
LOW |
78.620 |
0.618 |
78.382 |
1.000 |
78.235 |
1.618 |
77.997 |
2.618 |
77.612 |
4.250 |
76.984 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
78.846 |
79.065 |
PP |
78.829 |
78.998 |
S1 |
78.813 |
78.930 |
|