ICE US Dollar Index Future December 2011
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
78.735 |
78.690 |
-0.045 |
-0.1% |
79.450 |
| High |
78.780 |
78.975 |
0.195 |
0.2% |
79.580 |
| Low |
78.265 |
78.520 |
0.255 |
0.3% |
78.010 |
| Close |
78.671 |
78.571 |
-0.100 |
-0.1% |
78.731 |
| Range |
0.515 |
0.455 |
-0.060 |
-11.7% |
1.570 |
| ATR |
0.814 |
0.788 |
-0.026 |
-3.1% |
0.000 |
| Volume |
20,669 |
16,645 |
-4,024 |
-19.5% |
117,998 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.054 |
79.767 |
78.821 |
|
| R3 |
79.599 |
79.312 |
78.696 |
|
| R2 |
79.144 |
79.144 |
78.654 |
|
| R1 |
78.857 |
78.857 |
78.613 |
78.773 |
| PP |
78.689 |
78.689 |
78.689 |
78.647 |
| S1 |
78.402 |
78.402 |
78.529 |
78.318 |
| S2 |
78.234 |
78.234 |
78.488 |
|
| S3 |
77.779 |
77.947 |
78.446 |
|
| S4 |
77.324 |
77.492 |
78.321 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.484 |
82.677 |
79.595 |
|
| R3 |
81.914 |
81.107 |
79.163 |
|
| R2 |
80.344 |
80.344 |
79.019 |
|
| R1 |
79.537 |
79.537 |
78.875 |
79.156 |
| PP |
78.774 |
78.774 |
78.774 |
78.583 |
| S1 |
77.967 |
77.967 |
78.587 |
77.586 |
| S2 |
77.204 |
77.204 |
78.443 |
|
| S3 |
75.634 |
76.397 |
78.299 |
|
| S4 |
74.064 |
74.827 |
77.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.515 |
78.010 |
1.505 |
1.9% |
0.760 |
1.0% |
37% |
False |
False |
21,965 |
| 10 |
79.875 |
78.010 |
1.865 |
2.4% |
0.733 |
0.9% |
30% |
False |
False |
22,330 |
| 20 |
79.875 |
76.675 |
3.200 |
4.1% |
0.775 |
1.0% |
59% |
False |
False |
23,022 |
| 40 |
79.875 |
74.860 |
5.015 |
6.4% |
0.810 |
1.0% |
74% |
False |
False |
27,073 |
| 60 |
80.430 |
74.860 |
5.570 |
7.1% |
0.838 |
1.1% |
67% |
False |
False |
29,406 |
| 80 |
80.430 |
73.900 |
6.530 |
8.3% |
0.786 |
1.0% |
72% |
False |
False |
22,671 |
| 100 |
80.430 |
73.900 |
6.530 |
8.3% |
0.755 |
1.0% |
72% |
False |
False |
18,157 |
| 120 |
80.430 |
73.900 |
6.530 |
8.3% |
0.680 |
0.9% |
72% |
False |
False |
15,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.909 |
|
2.618 |
80.166 |
|
1.618 |
79.711 |
|
1.000 |
79.430 |
|
0.618 |
79.256 |
|
HIGH |
78.975 |
|
0.618 |
78.801 |
|
0.500 |
78.748 |
|
0.382 |
78.694 |
|
LOW |
78.520 |
|
0.618 |
78.239 |
|
1.000 |
78.065 |
|
1.618 |
77.784 |
|
2.618 |
77.329 |
|
4.250 |
76.586 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
78.748 |
78.553 |
| PP |
78.689 |
78.535 |
| S1 |
78.630 |
78.518 |
|