ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 06-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
80.450 |
81.245 |
0.795 |
1.0% |
80.155 |
High |
81.345 |
81.720 |
0.375 |
0.5% |
81.720 |
Low |
80.385 |
81.055 |
0.670 |
0.8% |
79.830 |
Close |
81.250 |
81.597 |
0.347 |
0.4% |
81.597 |
Range |
0.960 |
0.665 |
-0.295 |
-30.7% |
1.890 |
ATR |
0.682 |
0.680 |
-0.001 |
-0.2% |
0.000 |
Volume |
18,586 |
26,719 |
8,133 |
43.8% |
79,421 |
|
Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.452 |
83.190 |
81.963 |
|
R3 |
82.787 |
82.525 |
81.780 |
|
R2 |
82.122 |
82.122 |
81.719 |
|
R1 |
81.860 |
81.860 |
81.658 |
81.991 |
PP |
81.457 |
81.457 |
81.457 |
81.523 |
S1 |
81.195 |
81.195 |
81.536 |
81.326 |
S2 |
80.792 |
80.792 |
81.475 |
|
S3 |
80.127 |
80.530 |
81.414 |
|
S4 |
79.462 |
79.865 |
81.231 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.719 |
86.048 |
82.637 |
|
R3 |
84.829 |
84.158 |
82.117 |
|
R2 |
82.939 |
82.939 |
81.944 |
|
R1 |
82.268 |
82.268 |
81.770 |
82.604 |
PP |
81.049 |
81.049 |
81.049 |
81.217 |
S1 |
80.378 |
80.378 |
81.424 |
80.714 |
S2 |
79.159 |
79.159 |
81.251 |
|
S3 |
77.269 |
78.488 |
81.077 |
|
S4 |
75.379 |
76.598 |
80.558 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.720 |
79.830 |
1.890 |
2.3% |
0.696 |
0.9% |
93% |
True |
False |
18,372 |
10 |
81.720 |
79.830 |
1.890 |
2.3% |
0.605 |
0.7% |
93% |
True |
False |
15,448 |
20 |
81.720 |
78.625 |
3.095 |
3.8% |
0.686 |
0.8% |
96% |
True |
False |
17,847 |
40 |
81.720 |
77.375 |
4.345 |
5.3% |
0.618 |
0.8% |
97% |
True |
False |
9,025 |
60 |
81.720 |
75.255 |
6.465 |
7.9% |
0.584 |
0.7% |
98% |
True |
False |
6,023 |
80 |
81.720 |
75.255 |
6.465 |
7.9% |
0.494 |
0.6% |
98% |
True |
False |
4,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.546 |
2.618 |
83.461 |
1.618 |
82.796 |
1.000 |
82.385 |
0.618 |
82.131 |
HIGH |
81.720 |
0.618 |
81.466 |
0.500 |
81.388 |
0.382 |
81.309 |
LOW |
81.055 |
0.618 |
80.644 |
1.000 |
80.390 |
1.618 |
79.979 |
2.618 |
79.314 |
4.250 |
78.229 |
|
|
Fisher Pivots for day following 06-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
81.527 |
81.326 |
PP |
81.457 |
81.054 |
S1 |
81.388 |
80.783 |
|