ICE US Dollar Index Future December 2011
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
77.125 |
77.225 |
0.100 |
0.1% |
75.215 |
| High |
77.595 |
77.360 |
-0.235 |
-0.3% |
77.840 |
| Low |
76.995 |
76.720 |
-0.275 |
-0.4% |
75.110 |
| Close |
77.115 |
76.751 |
-0.364 |
-0.5% |
77.162 |
| Range |
0.600 |
0.640 |
0.040 |
6.7% |
2.730 |
| ATR |
0.893 |
0.875 |
-0.018 |
-2.0% |
0.000 |
| Volume |
20,689 |
19,053 |
-1,636 |
-7.9% |
176,817 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.864 |
78.447 |
77.103 |
|
| R3 |
78.224 |
77.807 |
76.927 |
|
| R2 |
77.584 |
77.584 |
76.868 |
|
| R1 |
77.167 |
77.167 |
76.810 |
77.056 |
| PP |
76.944 |
76.944 |
76.944 |
76.888 |
| S1 |
76.527 |
76.527 |
76.692 |
76.416 |
| S2 |
76.304 |
76.304 |
76.634 |
|
| S3 |
75.664 |
75.887 |
76.575 |
|
| S4 |
75.024 |
75.247 |
76.399 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.894 |
83.758 |
78.664 |
|
| R3 |
82.164 |
81.028 |
77.913 |
|
| R2 |
79.434 |
79.434 |
77.663 |
|
| R1 |
78.298 |
78.298 |
77.412 |
78.866 |
| PP |
76.704 |
76.704 |
76.704 |
76.988 |
| S1 |
75.568 |
75.568 |
76.912 |
76.136 |
| S2 |
73.974 |
73.974 |
76.662 |
|
| S3 |
71.244 |
72.838 |
76.411 |
|
| S4 |
68.514 |
70.108 |
75.661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.680 |
76.720 |
0.960 |
1.3% |
0.739 |
1.0% |
3% |
False |
True |
29,056 |
| 10 |
77.840 |
74.860 |
2.980 |
3.9% |
0.922 |
1.2% |
63% |
False |
False |
31,412 |
| 20 |
78.240 |
74.860 |
3.380 |
4.4% |
0.852 |
1.1% |
56% |
False |
False |
31,013 |
| 40 |
80.430 |
74.860 |
5.570 |
7.3% |
0.866 |
1.1% |
34% |
False |
False |
32,312 |
| 60 |
80.430 |
73.900 |
6.530 |
8.5% |
0.788 |
1.0% |
44% |
False |
False |
22,870 |
| 80 |
80.430 |
73.900 |
6.530 |
8.5% |
0.754 |
1.0% |
44% |
False |
False |
17,178 |
| 100 |
80.430 |
73.900 |
6.530 |
8.5% |
0.666 |
0.9% |
44% |
False |
False |
13,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.080 |
|
2.618 |
79.036 |
|
1.618 |
78.396 |
|
1.000 |
78.000 |
|
0.618 |
77.756 |
|
HIGH |
77.360 |
|
0.618 |
77.116 |
|
0.500 |
77.040 |
|
0.382 |
76.964 |
|
LOW |
76.720 |
|
0.618 |
76.324 |
|
1.000 |
76.080 |
|
1.618 |
75.684 |
|
2.618 |
75.044 |
|
4.250 |
74.000 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
77.040 |
77.158 |
| PP |
76.944 |
77.022 |
| S1 |
76.847 |
76.887 |
|