ICE US Dollar Index Future December 2011
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
78.780 |
79.635 |
0.855 |
1.1% |
78.735 |
| High |
79.705 |
80.455 |
0.750 |
0.9% |
79.185 |
| Low |
78.690 |
79.350 |
0.660 |
0.8% |
78.150 |
| Close |
79.580 |
80.289 |
0.709 |
0.9% |
78.681 |
| Range |
1.015 |
1.105 |
0.090 |
8.9% |
1.035 |
| ATR |
0.789 |
0.812 |
0.023 |
2.9% |
0.000 |
| Volume |
33,591 |
40,146 |
6,555 |
19.5% |
90,562 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.346 |
82.923 |
80.897 |
|
| R3 |
82.241 |
81.818 |
80.593 |
|
| R2 |
81.136 |
81.136 |
80.492 |
|
| R1 |
80.713 |
80.713 |
80.390 |
80.925 |
| PP |
80.031 |
80.031 |
80.031 |
80.137 |
| S1 |
79.608 |
79.608 |
80.188 |
79.820 |
| S2 |
78.926 |
78.926 |
80.086 |
|
| S3 |
77.821 |
78.503 |
79.985 |
|
| S4 |
76.716 |
77.398 |
79.681 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.777 |
81.264 |
79.250 |
|
| R3 |
80.742 |
80.229 |
78.966 |
|
| R2 |
79.707 |
79.707 |
78.871 |
|
| R1 |
79.194 |
79.194 |
78.776 |
78.933 |
| PP |
78.672 |
78.672 |
78.672 |
78.542 |
| S1 |
78.159 |
78.159 |
78.586 |
77.898 |
| S2 |
77.637 |
77.637 |
78.491 |
|
| S3 |
76.602 |
77.124 |
78.396 |
|
| S4 |
75.567 |
76.089 |
78.112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.455 |
78.150 |
2.305 |
2.9% |
0.843 |
1.0% |
93% |
True |
False |
25,397 |
| 10 |
80.455 |
78.010 |
2.445 |
3.0% |
0.802 |
1.0% |
93% |
True |
False |
23,681 |
| 20 |
80.455 |
77.620 |
2.835 |
3.5% |
0.737 |
0.9% |
94% |
True |
False |
23,609 |
| 40 |
80.455 |
74.860 |
5.595 |
7.0% |
0.818 |
1.0% |
97% |
True |
False |
27,135 |
| 60 |
80.455 |
74.860 |
5.595 |
7.0% |
0.845 |
1.1% |
97% |
True |
False |
28,525 |
| 80 |
80.455 |
73.900 |
6.555 |
8.2% |
0.800 |
1.0% |
97% |
True |
False |
24,252 |
| 100 |
80.455 |
73.900 |
6.555 |
8.2% |
0.776 |
1.0% |
97% |
True |
False |
19,424 |
| 120 |
80.455 |
73.900 |
6.555 |
8.2% |
0.710 |
0.9% |
97% |
True |
False |
16,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.151 |
|
2.618 |
83.348 |
|
1.618 |
82.243 |
|
1.000 |
81.560 |
|
0.618 |
81.138 |
|
HIGH |
80.455 |
|
0.618 |
80.033 |
|
0.500 |
79.903 |
|
0.382 |
79.772 |
|
LOW |
79.350 |
|
0.618 |
78.667 |
|
1.000 |
78.245 |
|
1.618 |
77.562 |
|
2.618 |
76.457 |
|
4.250 |
74.654 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
80.160 |
80.016 |
| PP |
80.031 |
79.743 |
| S1 |
79.903 |
79.470 |
|