ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 06-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
79.050 |
79.225 |
0.175 |
0.2% |
79.935 |
High |
79.195 |
79.410 |
0.215 |
0.3% |
79.950 |
Low |
78.725 |
78.950 |
0.225 |
0.3% |
78.255 |
Close |
79.101 |
79.037 |
-0.064 |
-0.1% |
79.161 |
Range |
0.470 |
0.460 |
-0.010 |
-2.1% |
1.695 |
ATR |
0.671 |
0.656 |
-0.015 |
-2.2% |
0.000 |
Volume |
638 |
1,043 |
405 |
63.5% |
1,628 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.512 |
80.235 |
79.290 |
|
R3 |
80.052 |
79.775 |
79.164 |
|
R2 |
79.592 |
79.592 |
79.121 |
|
R1 |
79.315 |
79.315 |
79.079 |
79.224 |
PP |
79.132 |
79.132 |
79.132 |
79.087 |
S1 |
78.855 |
78.855 |
78.995 |
78.764 |
S2 |
78.672 |
78.672 |
78.953 |
|
S3 |
78.212 |
78.395 |
78.911 |
|
S4 |
77.752 |
77.935 |
78.784 |
|
|
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 |
79.875 |
78.255 |
1.620 |
2.0% |
0.746 |
0.9% |
48% |
False |
False |
587 |
10 |
80.325 |
78.255 |
2.070 |
2.6% |
0.671 |
0.8% |
38% |
False |
False |
342 |
20 |
80.325 |
77.375 |
2.950 |
3.7% |
0.565 |
0.7% |
56% |
False |
False |
186 |
40 |
80.325 |
75.255 |
5.070 |
6.4% |
0.531 |
0.7% |
75% |
False |
False |
102 |
60 |
80.490 |
75.255 |
5.235 |
6.6% |
0.424 |
0.5% |
72% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.365 |
2.618 |
80.614 |
1.618 |
80.154 |
1.000 |
79.870 |
0.618 |
79.694 |
HIGH |
79.410 |
0.618 |
79.234 |
0.500 |
79.180 |
0.382 |
79.126 |
LOW |
78.950 |
0.618 |
78.666 |
1.000 |
78.490 |
1.618 |
78.206 |
2.618 |
77.746 |
4.250 |
76.995 |
|
|
Fisher Pivots for day following 06-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
79.180 |
79.013 |
PP |
79.132 |
78.989 |
S1 |
79.085 |
78.965 |
|