ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 22-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
80.105 |
80.360 |
0.255 |
0.3% |
79.360 |
High |
80.445 |
80.505 |
0.060 |
0.1% |
81.415 |
Low |
79.550 |
79.955 |
0.405 |
0.5% |
79.210 |
Close |
80.350 |
80.306 |
-0.044 |
-0.1% |
80.839 |
Range |
0.895 |
0.550 |
-0.345 |
-38.5% |
2.205 |
ATR |
0.700 |
0.689 |
-0.011 |
-1.5% |
0.000 |
Volume |
24,144 |
13,239 |
-10,905 |
-45.2% |
131,205 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.905 |
81.656 |
80.609 |
|
R3 |
81.355 |
81.106 |
80.457 |
|
R2 |
80.805 |
80.805 |
80.407 |
|
R1 |
80.556 |
80.556 |
80.356 |
80.406 |
PP |
80.255 |
80.255 |
80.255 |
80.180 |
S1 |
80.006 |
80.006 |
80.256 |
79.856 |
S2 |
79.705 |
79.705 |
80.205 |
|
S3 |
79.155 |
79.456 |
80.155 |
|
S4 |
78.605 |
78.906 |
80.004 |
|
|
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 |
81.070 |
79.550 |
1.520 |
1.9% |
0.634 |
0.8% |
50% |
False |
False |
22,523 |
10 |
81.415 |
78.975 |
2.440 |
3.0% |
0.729 |
0.9% |
55% |
False |
False |
21,183 |
20 |
81.415 |
78.255 |
3.160 |
3.9% |
0.711 |
0.9% |
65% |
False |
False |
10,970 |
40 |
81.415 |
75.500 |
5.915 |
7.4% |
0.607 |
0.8% |
81% |
False |
False |
5,500 |
60 |
81.415 |
75.255 |
6.160 |
7.7% |
0.530 |
0.7% |
82% |
False |
False |
3,670 |
80 |
81.415 |
75.255 |
6.160 |
7.7% |
0.426 |
0.5% |
82% |
False |
False |
2,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.843 |
2.618 |
81.945 |
1.618 |
81.395 |
1.000 |
81.055 |
0.618 |
80.845 |
HIGH |
80.505 |
0.618 |
80.295 |
0.500 |
80.230 |
0.382 |
80.165 |
LOW |
79.955 |
0.618 |
79.615 |
1.000 |
79.405 |
1.618 |
79.065 |
2.618 |
78.515 |
4.250 |
77.618 |
|
|
Fisher Pivots for day following 22-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
80.281 |
80.286 |
PP |
80.255 |
80.265 |
S1 |
80.230 |
80.245 |
|