ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 19-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
80.840 |
80.830 |
-0.010 |
0.0% |
79.360 |
High |
81.025 |
81.070 |
0.045 |
0.1% |
81.415 |
Low |
80.595 |
80.680 |
0.085 |
0.1% |
79.210 |
Close |
80.839 |
80.807 |
-0.032 |
0.0% |
80.839 |
Range |
0.430 |
0.390 |
-0.040 |
-9.3% |
2.205 |
ATR |
0.689 |
0.668 |
-0.021 |
-3.1% |
0.000 |
Volume |
35,693 |
16,590 |
-19,103 |
-53.5% |
131,205 |
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.022 |
81.805 |
81.022 |
|
R3 |
81.632 |
81.415 |
80.914 |
|
R2 |
81.242 |
81.242 |
80.879 |
|
R1 |
81.025 |
81.025 |
80.843 |
80.939 |
PP |
80.852 |
80.852 |
80.852 |
80.809 |
S1 |
80.635 |
80.635 |
80.771 |
80.549 |
S2 |
80.462 |
80.462 |
80.736 |
|
S3 |
80.072 |
80.245 |
80.700 |
|
S4 |
79.682 |
79.855 |
80.593 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.103 |
86.176 |
82.052 |
|
R3 |
84.898 |
83.971 |
81.445 |
|
R2 |
82.693 |
82.693 |
81.243 |
|
R1 |
81.766 |
81.766 |
81.041 |
82.230 |
PP |
80.488 |
80.488 |
80.488 |
80.720 |
S1 |
79.561 |
79.561 |
80.637 |
80.025 |
S2 |
78.283 |
78.283 |
80.435 |
|
S3 |
76.078 |
77.356 |
80.233 |
|
S4 |
73.873 |
75.151 |
79.626 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.415 |
80.000 |
1.415 |
1.8% |
0.621 |
0.8% |
57% |
False |
False |
26,016 |
10 |
81.415 |
78.625 |
2.790 |
3.5% |
0.675 |
0.8% |
78% |
False |
False |
15,678 |
20 |
81.415 |
78.255 |
3.160 |
3.9% |
0.672 |
0.8% |
81% |
False |
False |
7,959 |
40 |
81.415 |
75.255 |
6.160 |
7.6% |
0.598 |
0.7% |
90% |
False |
False |
3,993 |
60 |
81.415 |
75.255 |
6.160 |
7.6% |
0.501 |
0.6% |
90% |
False |
False |
2,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.728 |
2.618 |
82.091 |
1.618 |
81.701 |
1.000 |
81.460 |
0.618 |
81.311 |
HIGH |
81.070 |
0.618 |
80.921 |
0.500 |
80.875 |
0.382 |
80.829 |
LOW |
80.680 |
0.618 |
80.439 |
1.000 |
80.290 |
1.618 |
80.049 |
2.618 |
79.659 |
4.250 |
79.023 |
|
|
Fisher Pivots for day following 19-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
80.875 |
80.955 |
PP |
80.852 |
80.906 |
S1 |
80.830 |
80.856 |
|