ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
80.360 |
80.210 |
-0.150 |
-0.2% |
80.830 |
High |
80.505 |
80.375 |
-0.130 |
-0.2% |
81.070 |
Low |
79.955 |
80.060 |
0.105 |
0.1% |
79.550 |
Close |
80.306 |
80.236 |
-0.070 |
-0.1% |
80.236 |
Range |
0.550 |
0.315 |
-0.235 |
-42.7% |
1.520 |
ATR |
0.689 |
0.662 |
-0.027 |
-3.9% |
0.000 |
Volume |
13,239 |
7,170 |
-6,069 |
-45.8% |
84,093 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.169 |
81.017 |
80.409 |
|
R3 |
80.854 |
80.702 |
80.323 |
|
R2 |
80.539 |
80.539 |
80.294 |
|
R1 |
80.387 |
80.387 |
80.265 |
80.463 |
PP |
80.224 |
80.224 |
80.224 |
80.262 |
S1 |
80.072 |
80.072 |
80.207 |
80.148 |
S2 |
79.909 |
79.909 |
80.178 |
|
S3 |
79.594 |
79.757 |
80.149 |
|
S4 |
79.279 |
79.442 |
80.063 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.845 |
84.061 |
81.072 |
|
R3 |
83.325 |
82.541 |
80.654 |
|
R2 |
81.805 |
81.805 |
80.515 |
|
R1 |
81.021 |
81.021 |
80.375 |
80.653 |
PP |
80.285 |
80.285 |
80.285 |
80.102 |
S1 |
79.501 |
79.501 |
80.097 |
79.133 |
S2 |
78.765 |
78.765 |
79.957 |
|
S3 |
77.245 |
77.981 |
79.818 |
|
S4 |
75.725 |
76.461 |
79.400 |
|
|
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% |
0.611 |
0.8% |
45% |
False |
False |
16,818 |
10 |
81.415 |
79.210 |
2.205 |
2.7% |
0.692 |
0.9% |
47% |
False |
False |
21,529 |
20 |
81.415 |
78.255 |
3.160 |
3.9% |
0.704 |
0.9% |
63% |
False |
False |
11,327 |
40 |
81.415 |
75.875 |
5.540 |
6.9% |
0.609 |
0.8% |
79% |
False |
False |
5,678 |
60 |
81.415 |
75.255 |
6.160 |
7.7% |
0.536 |
0.7% |
81% |
False |
False |
3,789 |
80 |
81.415 |
75.255 |
6.160 |
7.7% |
0.430 |
0.5% |
81% |
False |
False |
2,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.714 |
2.618 |
81.200 |
1.618 |
80.885 |
1.000 |
80.690 |
0.618 |
80.570 |
HIGH |
80.375 |
0.618 |
80.255 |
0.500 |
80.218 |
0.382 |
80.180 |
LOW |
80.060 |
0.618 |
79.865 |
1.000 |
79.745 |
1.618 |
79.550 |
2.618 |
79.235 |
4.250 |
78.721 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
80.230 |
80.167 |
PP |
80.224 |
80.097 |
S1 |
80.218 |
80.028 |
|