ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 02-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
78.870 |
78.850 |
-0.020 |
0.0% |
79.935 |
High |
79.005 |
79.315 |
0.310 |
0.4% |
79.950 |
Low |
78.620 |
78.520 |
-0.100 |
-0.1% |
78.255 |
Close |
78.863 |
79.161 |
0.298 |
0.4% |
79.161 |
Range |
0.385 |
0.795 |
0.410 |
106.5% |
1.695 |
ATR |
0.679 |
0.687 |
0.008 |
1.2% |
0.000 |
Volume |
946 |
146 |
-800 |
-84.6% |
1,628 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.384 |
81.067 |
79.598 |
|
R3 |
80.589 |
80.272 |
79.380 |
|
R2 |
79.794 |
79.794 |
79.307 |
|
R1 |
79.477 |
79.477 |
79.234 |
79.636 |
PP |
78.999 |
78.999 |
78.999 |
79.078 |
S1 |
78.682 |
78.682 |
79.088 |
78.841 |
S2 |
78.204 |
78.204 |
79.015 |
|
S3 |
77.409 |
77.887 |
78.942 |
|
S4 |
76.614 |
77.092 |
78.724 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.207 |
83.379 |
80.093 |
|
R3 |
82.512 |
81.684 |
79.627 |
|
R2 |
80.817 |
80.817 |
79.472 |
|
R1 |
79.989 |
79.989 |
79.316 |
79.556 |
PP |
79.122 |
79.122 |
79.122 |
78.905 |
S1 |
78.294 |
78.294 |
79.006 |
77.861 |
S2 |
77.427 |
77.427 |
78.850 |
|
S3 |
75.732 |
76.599 |
78.695 |
|
S4 |
74.037 |
74.904 |
78.229 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.950 |
78.255 |
1.695 |
2.1% |
0.839 |
1.1% |
53% |
False |
False |
325 |
10 |
80.325 |
78.255 |
2.070 |
2.6% |
0.660 |
0.8% |
44% |
False |
False |
177 |
20 |
80.325 |
77.330 |
2.995 |
3.8% |
0.554 |
0.7% |
61% |
False |
False |
105 |
40 |
80.325 |
75.255 |
5.070 |
6.4% |
0.524 |
0.7% |
77% |
False |
False |
60 |
60 |
80.490 |
75.255 |
5.235 |
6.6% |
0.408 |
0.5% |
75% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.694 |
2.618 |
81.396 |
1.618 |
80.601 |
1.000 |
80.110 |
0.618 |
79.806 |
HIGH |
79.315 |
0.618 |
79.011 |
0.500 |
78.918 |
0.382 |
78.824 |
LOW |
78.520 |
0.618 |
78.029 |
1.000 |
77.725 |
1.618 |
77.234 |
2.618 |
76.439 |
4.250 |
75.141 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
79.080 |
79.129 |
PP |
78.999 |
79.097 |
S1 |
78.918 |
79.065 |
|