ICE US Dollar Index Future March 2012
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
78.605 |
79.650 |
1.045 |
1.3% |
79.810 |
| High |
78.870 |
79.650 |
0.780 |
1.0% |
80.150 |
| Low |
78.605 |
79.650 |
1.045 |
1.3% |
78.530 |
| Close |
79.083 |
79.555 |
0.472 |
0.6% |
79.555 |
| Range |
0.265 |
0.000 |
-0.265 |
-100.0% |
1.620 |
| ATR |
0.511 |
0.515 |
0.004 |
0.8% |
0.000 |
| Volume |
6 |
6 |
0 |
0.0% |
31 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.618 |
79.587 |
79.555 |
|
| R3 |
79.618 |
79.587 |
79.555 |
|
| R2 |
79.618 |
79.618 |
79.555 |
|
| R1 |
79.587 |
79.587 |
79.555 |
79.603 |
| PP |
79.618 |
79.618 |
79.618 |
79.626 |
| S1 |
79.587 |
79.587 |
79.555 |
79.603 |
| S2 |
79.618 |
79.618 |
79.555 |
|
| S3 |
79.618 |
79.587 |
79.555 |
|
| S4 |
79.618 |
79.587 |
79.555 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.272 |
83.533 |
80.446 |
|
| R3 |
82.652 |
81.913 |
80.001 |
|
| R2 |
81.032 |
81.032 |
79.852 |
|
| R1 |
80.293 |
80.293 |
79.704 |
79.853 |
| PP |
79.412 |
79.412 |
79.412 |
79.191 |
| S1 |
78.673 |
78.673 |
79.407 |
78.233 |
| S2 |
77.792 |
77.792 |
79.258 |
|
| S3 |
76.172 |
77.053 |
79.110 |
|
| S4 |
74.552 |
75.433 |
78.664 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.650 |
|
2.618 |
79.650 |
|
1.618 |
79.650 |
|
1.000 |
79.650 |
|
0.618 |
79.650 |
|
HIGH |
79.650 |
|
0.618 |
79.650 |
|
0.500 |
79.650 |
|
0.382 |
79.650 |
|
LOW |
79.650 |
|
0.618 |
79.650 |
|
1.000 |
79.650 |
|
1.618 |
79.650 |
|
2.618 |
79.650 |
|
4.250 |
79.650 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
79.650 |
79.413 |
| PP |
79.618 |
79.270 |
| S1 |
79.587 |
79.128 |
|