ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
79.225 |
79.035 |
-0.190 |
-0.2% |
79.935 |
High |
79.410 |
79.240 |
-0.170 |
-0.2% |
79.950 |
Low |
78.950 |
78.815 |
-0.135 |
-0.2% |
78.255 |
Close |
79.037 |
79.032 |
-0.005 |
0.0% |
79.161 |
Range |
0.460 |
0.425 |
-0.035 |
-7.6% |
1.695 |
ATR |
0.656 |
0.640 |
-0.017 |
-2.5% |
0.000 |
Volume |
1,043 |
380 |
-663 |
-63.6% |
1,628 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.304 |
80.093 |
79.266 |
|
R3 |
79.879 |
79.668 |
79.149 |
|
R2 |
79.454 |
79.454 |
79.110 |
|
R1 |
79.243 |
79.243 |
79.071 |
79.136 |
PP |
79.029 |
79.029 |
79.029 |
78.976 |
S1 |
78.818 |
78.818 |
78.993 |
78.711 |
S2 |
78.604 |
78.604 |
78.954 |
|
S3 |
78.179 |
78.393 |
78.915 |
|
S4 |
77.754 |
77.968 |
78.798 |
|
|
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 |
79.410 |
78.520 |
0.890 |
1.1% |
0.507 |
0.6% |
58% |
False |
False |
630 |
10 |
80.325 |
78.255 |
2.070 |
2.6% |
0.631 |
0.8% |
38% |
False |
False |
375 |
20 |
80.325 |
77.375 |
2.950 |
3.7% |
0.550 |
0.7% |
56% |
False |
False |
204 |
40 |
80.325 |
75.255 |
5.070 |
6.4% |
0.533 |
0.7% |
74% |
False |
False |
111 |
60 |
80.490 |
75.255 |
5.235 |
6.6% |
0.431 |
0.5% |
72% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.046 |
2.618 |
80.353 |
1.618 |
79.928 |
1.000 |
79.665 |
0.618 |
79.503 |
HIGH |
79.240 |
0.618 |
79.078 |
0.500 |
79.028 |
0.382 |
78.977 |
LOW |
78.815 |
0.618 |
78.552 |
1.000 |
78.390 |
1.618 |
78.127 |
2.618 |
77.702 |
4.250 |
77.009 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
79.031 |
79.068 |
PP |
79.029 |
79.056 |
S1 |
79.028 |
79.044 |
|