ICE US Dollar Index Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
79.370 |
79.360 |
-0.010 |
0.0% |
79.050 |
| High |
79.660 |
80.360 |
0.700 |
0.9% |
79.660 |
| Low |
78.975 |
79.210 |
0.235 |
0.3% |
78.625 |
| Close |
79.171 |
80.223 |
1.052 |
1.3% |
79.171 |
| Range |
0.685 |
1.150 |
0.465 |
67.9% |
1.035 |
| ATR |
0.662 |
0.699 |
0.038 |
5.7% |
0.000 |
| Volume |
3,710 |
17,713 |
14,003 |
377.4% |
9,627 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.381 |
82.952 |
80.856 |
|
| R3 |
82.231 |
81.802 |
80.539 |
|
| R2 |
81.081 |
81.081 |
80.434 |
|
| R1 |
80.652 |
80.652 |
80.328 |
80.867 |
| PP |
79.931 |
79.931 |
79.931 |
80.038 |
| S1 |
79.502 |
79.502 |
80.118 |
79.717 |
| S2 |
78.781 |
78.781 |
80.012 |
|
| S3 |
77.631 |
78.352 |
79.907 |
|
| S4 |
76.481 |
77.202 |
79.591 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.257 |
81.749 |
79.740 |
|
| R3 |
81.222 |
80.714 |
79.456 |
|
| R2 |
80.187 |
80.187 |
79.361 |
|
| R1 |
79.679 |
79.679 |
79.266 |
79.933 |
| PP |
79.152 |
79.152 |
79.152 |
79.279 |
| S1 |
78.644 |
78.644 |
79.076 |
78.898 |
| S2 |
78.117 |
78.117 |
78.981 |
|
| S3 |
77.082 |
77.609 |
78.886 |
|
| S4 |
76.047 |
76.574 |
78.602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.360 |
78.625 |
1.735 |
2.2% |
0.728 |
0.9% |
92% |
True |
False |
5,340 |
| 10 |
80.360 |
78.255 |
2.105 |
2.6% |
0.769 |
1.0% |
93% |
True |
False |
2,878 |
| 20 |
80.360 |
78.255 |
2.105 |
2.6% |
0.600 |
0.7% |
93% |
True |
False |
1,460 |
| 40 |
80.360 |
75.255 |
5.105 |
6.4% |
0.569 |
0.7% |
97% |
True |
False |
742 |
| 60 |
80.490 |
75.255 |
5.235 |
6.5% |
0.472 |
0.6% |
95% |
False |
False |
497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.248 |
|
2.618 |
83.371 |
|
1.618 |
82.221 |
|
1.000 |
81.510 |
|
0.618 |
81.071 |
|
HIGH |
80.360 |
|
0.618 |
79.921 |
|
0.500 |
79.785 |
|
0.382 |
79.649 |
|
LOW |
79.210 |
|
0.618 |
78.499 |
|
1.000 |
78.060 |
|
1.618 |
77.349 |
|
2.618 |
76.199 |
|
4.250 |
74.323 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
80.077 |
79.980 |
| PP |
79.931 |
79.736 |
| S1 |
79.785 |
79.493 |
|