ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
78.995 |
79.370 |
0.375 |
0.5% |
79.050 |
High |
79.545 |
79.660 |
0.115 |
0.1% |
79.660 |
Low |
78.625 |
78.975 |
0.350 |
0.4% |
78.625 |
Close |
79.394 |
79.171 |
-0.223 |
-0.3% |
79.171 |
Range |
0.920 |
0.685 |
-0.235 |
-25.5% |
1.035 |
ATR |
0.660 |
0.662 |
0.002 |
0.3% |
0.000 |
Volume |
3,856 |
3,710 |
-146 |
-3.8% |
9,627 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.324 |
80.932 |
79.548 |
|
R3 |
80.639 |
80.247 |
79.359 |
|
R2 |
79.954 |
79.954 |
79.297 |
|
R1 |
79.562 |
79.562 |
79.234 |
79.416 |
PP |
79.269 |
79.269 |
79.269 |
79.195 |
S1 |
78.877 |
78.877 |
79.108 |
78.731 |
S2 |
78.584 |
78.584 |
79.045 |
|
S3 |
77.899 |
78.192 |
78.983 |
|
S4 |
77.214 |
77.507 |
78.794 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.257 |
81.749 |
79.740 |
|
R3 |
81.222 |
80.714 |
79.456 |
|
R2 |
80.187 |
80.187 |
79.361 |
|
R1 |
79.679 |
79.679 |
79.266 |
79.933 |
PP |
79.152 |
79.152 |
79.152 |
79.279 |
S1 |
78.644 |
78.644 |
79.076 |
78.898 |
S2 |
78.117 |
78.117 |
78.981 |
|
S3 |
77.082 |
77.609 |
78.886 |
|
S4 |
76.047 |
76.574 |
78.602 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.660 |
78.625 |
1.035 |
1.3% |
0.592 |
0.7% |
53% |
True |
False |
1,925 |
10 |
79.950 |
78.255 |
1.695 |
2.1% |
0.716 |
0.9% |
54% |
False |
False |
1,125 |
20 |
80.325 |
77.400 |
2.925 |
3.7% |
0.566 |
0.7% |
61% |
False |
False |
577 |
40 |
80.325 |
75.255 |
5.070 |
6.4% |
0.557 |
0.7% |
77% |
False |
False |
299 |
60 |
80.490 |
75.255 |
5.235 |
6.6% |
0.452 |
0.6% |
75% |
False |
False |
202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.571 |
2.618 |
81.453 |
1.618 |
80.768 |
1.000 |
80.345 |
0.618 |
80.083 |
HIGH |
79.660 |
0.618 |
79.398 |
0.500 |
79.318 |
0.382 |
79.237 |
LOW |
78.975 |
0.618 |
78.552 |
1.000 |
78.290 |
1.618 |
77.867 |
2.618 |
77.182 |
4.250 |
76.064 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
79.318 |
79.162 |
PP |
79.269 |
79.152 |
S1 |
79.220 |
79.143 |
|