ICE US Dollar Index Future March 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
78.850 |
79.050 |
0.200 |
0.3% |
79.935 |
| High |
79.315 |
79.195 |
-0.120 |
-0.2% |
79.950 |
| Low |
78.520 |
78.725 |
0.205 |
0.3% |
78.255 |
| Close |
79.161 |
79.101 |
-0.060 |
-0.1% |
79.161 |
| Range |
0.795 |
0.470 |
-0.325 |
-40.9% |
1.695 |
| ATR |
0.687 |
0.671 |
-0.015 |
-2.3% |
0.000 |
| Volume |
146 |
638 |
492 |
337.0% |
1,628 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.417 |
80.229 |
79.360 |
|
| R3 |
79.947 |
79.759 |
79.230 |
|
| R2 |
79.477 |
79.477 |
79.187 |
|
| R1 |
79.289 |
79.289 |
79.144 |
79.383 |
| PP |
79.007 |
79.007 |
79.007 |
79.054 |
| S1 |
78.819 |
78.819 |
79.058 |
78.913 |
| S2 |
78.537 |
78.537 |
79.015 |
|
| S3 |
78.067 |
78.349 |
78.972 |
|
| S4 |
77.597 |
77.879 |
78.843 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.207 |
83.379 |
80.093 |
|
| R3 |
82.512 |
81.684 |
79.627 |
|
| R2 |
80.817 |
80.817 |
79.472 |
|
| R1 |
79.989 |
79.989 |
79.316 |
79.556 |
| PP |
79.122 |
79.122 |
79.122 |
78.905 |
| S1 |
78.294 |
78.294 |
79.006 |
77.861 |
| S2 |
77.427 |
77.427 |
78.850 |
|
| S3 |
75.732 |
76.599 |
78.695 |
|
| S4 |
74.037 |
74.904 |
78.229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.875 |
78.255 |
1.620 |
2.0% |
0.809 |
1.0% |
52% |
False |
False |
416 |
| 10 |
80.325 |
78.255 |
2.070 |
2.6% |
0.669 |
0.8% |
41% |
False |
False |
240 |
| 20 |
80.325 |
77.330 |
2.995 |
3.8% |
0.550 |
0.7% |
59% |
False |
False |
136 |
| 40 |
80.325 |
75.255 |
5.070 |
6.4% |
0.520 |
0.7% |
76% |
False |
False |
76 |
| 60 |
80.490 |
75.255 |
5.235 |
6.6% |
0.416 |
0.5% |
73% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.193 |
|
2.618 |
80.425 |
|
1.618 |
79.955 |
|
1.000 |
79.665 |
|
0.618 |
79.485 |
|
HIGH |
79.195 |
|
0.618 |
79.015 |
|
0.500 |
78.960 |
|
0.382 |
78.905 |
|
LOW |
78.725 |
|
0.618 |
78.435 |
|
1.000 |
78.255 |
|
1.618 |
77.965 |
|
2.618 |
77.495 |
|
4.250 |
76.728 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
79.054 |
79.040 |
| PP |
79.007 |
78.979 |
| S1 |
78.960 |
78.918 |
|