ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
79.035 |
78.995 |
-0.040 |
-0.1% |
79.935 |
High |
79.240 |
79.545 |
0.305 |
0.4% |
79.950 |
Low |
78.815 |
78.625 |
-0.190 |
-0.2% |
78.255 |
Close |
79.032 |
79.394 |
0.362 |
0.5% |
79.161 |
Range |
0.425 |
0.920 |
0.495 |
116.5% |
1.695 |
ATR |
0.640 |
0.660 |
0.020 |
3.1% |
0.000 |
Volume |
380 |
3,856 |
3,476 |
914.7% |
1,628 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.948 |
81.591 |
79.900 |
|
R3 |
81.028 |
80.671 |
79.647 |
|
R2 |
80.108 |
80.108 |
79.563 |
|
R1 |
79.751 |
79.751 |
79.478 |
79.930 |
PP |
79.188 |
79.188 |
79.188 |
79.277 |
S1 |
78.831 |
78.831 |
79.310 |
79.010 |
S2 |
78.268 |
78.268 |
79.225 |
|
S3 |
77.348 |
77.911 |
79.141 |
|
S4 |
76.428 |
76.991 |
78.888 |
|
|
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 |
79.545 |
78.520 |
1.025 |
1.3% |
0.614 |
0.8% |
85% |
True |
False |
1,212 |
10 |
80.325 |
78.255 |
2.070 |
2.6% |
0.692 |
0.9% |
55% |
False |
False |
756 |
20 |
80.325 |
77.375 |
2.950 |
3.7% |
0.564 |
0.7% |
68% |
False |
False |
394 |
40 |
80.325 |
75.255 |
5.070 |
6.4% |
0.544 |
0.7% |
82% |
False |
False |
207 |
60 |
80.490 |
75.255 |
5.235 |
6.6% |
0.441 |
0.6% |
79% |
False |
False |
140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.455 |
2.618 |
81.954 |
1.618 |
81.034 |
1.000 |
80.465 |
0.618 |
80.114 |
HIGH |
79.545 |
0.618 |
79.194 |
0.500 |
79.085 |
0.382 |
78.976 |
LOW |
78.625 |
0.618 |
78.056 |
1.000 |
77.705 |
1.618 |
77.136 |
2.618 |
76.216 |
4.250 |
74.715 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
79.291 |
79.291 |
PP |
79.188 |
79.188 |
S1 |
79.085 |
79.085 |
|