ICE US Dollar Index Future March 2012
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
77.375 |
77.320 |
-0.055 |
-0.1% |
78.875 |
| High |
77.375 |
77.875 |
0.500 |
0.6% |
78.875 |
| Low |
77.220 |
77.210 |
-0.010 |
0.0% |
77.220 |
| Close |
77.317 |
77.853 |
0.536 |
0.7% |
77.317 |
| Range |
0.155 |
0.665 |
0.510 |
329.0% |
1.655 |
| ATR |
0.506 |
0.518 |
0.011 |
2.2% |
0.000 |
| Volume |
10 |
8 |
-2 |
-20.0% |
73 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.641 |
79.412 |
78.219 |
|
| R3 |
78.976 |
78.747 |
78.036 |
|
| R2 |
78.311 |
78.311 |
77.975 |
|
| R1 |
78.082 |
78.082 |
77.914 |
78.197 |
| PP |
77.646 |
77.646 |
77.646 |
77.703 |
| S1 |
77.417 |
77.417 |
77.792 |
77.532 |
| S2 |
76.981 |
76.981 |
77.731 |
|
| S3 |
76.316 |
76.752 |
77.670 |
|
| S4 |
75.651 |
76.087 |
77.487 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.769 |
81.698 |
78.227 |
|
| R3 |
81.114 |
80.043 |
77.772 |
|
| R2 |
79.459 |
79.459 |
77.620 |
|
| R1 |
78.388 |
78.388 |
77.469 |
78.096 |
| PP |
77.804 |
77.804 |
77.804 |
77.658 |
| S1 |
76.733 |
76.733 |
77.165 |
76.441 |
| S2 |
76.149 |
76.149 |
77.014 |
|
| S3 |
74.494 |
75.078 |
76.862 |
|
| S4 |
72.839 |
73.423 |
76.407 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.701 |
|
2.618 |
79.616 |
|
1.618 |
78.951 |
|
1.000 |
78.540 |
|
0.618 |
78.286 |
|
HIGH |
77.875 |
|
0.618 |
77.621 |
|
0.500 |
77.543 |
|
0.382 |
77.464 |
|
LOW |
77.210 |
|
0.618 |
76.799 |
|
1.000 |
76.545 |
|
1.618 |
76.134 |
|
2.618 |
75.469 |
|
4.250 |
74.384 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
77.750 |
77.785 |
| PP |
77.646 |
77.718 |
| S1 |
77.543 |
77.650 |
|