ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 20-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
80.830 |
80.890 |
0.060 |
0.1% |
79.360 |
High |
81.070 |
80.940 |
-0.130 |
-0.2% |
81.415 |
Low |
80.680 |
80.035 |
-0.645 |
-0.8% |
79.210 |
Close |
80.807 |
80.273 |
-0.534 |
-0.7% |
80.839 |
Range |
0.390 |
0.905 |
0.515 |
132.1% |
2.205 |
ATR |
0.668 |
0.685 |
0.017 |
2.5% |
0.000 |
Volume |
16,590 |
22,950 |
6,360 |
38.3% |
131,205 |
|
Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.131 |
82.607 |
80.771 |
|
R3 |
82.226 |
81.702 |
80.522 |
|
R2 |
81.321 |
81.321 |
80.439 |
|
R1 |
80.797 |
80.797 |
80.356 |
80.607 |
PP |
80.416 |
80.416 |
80.416 |
80.321 |
S1 |
79.892 |
79.892 |
80.190 |
79.702 |
S2 |
79.511 |
79.511 |
80.107 |
|
S3 |
78.606 |
78.987 |
80.024 |
|
S4 |
77.701 |
78.082 |
79.775 |
|
|
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 |
80.035 |
1.380 |
1.7% |
0.581 |
0.7% |
17% |
False |
True |
26,277 |
10 |
81.415 |
78.625 |
2.790 |
3.5% |
0.719 |
0.9% |
59% |
False |
False |
17,869 |
20 |
81.415 |
78.255 |
3.160 |
3.9% |
0.695 |
0.9% |
64% |
False |
False |
9,105 |
40 |
81.415 |
75.255 |
6.160 |
7.7% |
0.616 |
0.8% |
81% |
False |
False |
4,567 |
60 |
81.415 |
75.255 |
6.160 |
7.7% |
0.511 |
0.6% |
81% |
False |
False |
3,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.786 |
2.618 |
83.309 |
1.618 |
82.404 |
1.000 |
81.845 |
0.618 |
81.499 |
HIGH |
80.940 |
0.618 |
80.594 |
0.500 |
80.488 |
0.382 |
80.381 |
LOW |
80.035 |
0.618 |
79.476 |
1.000 |
79.130 |
1.618 |
78.571 |
2.618 |
77.666 |
4.250 |
76.189 |
|
|
Fisher Pivots for day following 20-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
80.488 |
80.553 |
PP |
80.416 |
80.459 |
S1 |
80.345 |
80.366 |
|