ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 09-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
81.245 |
81.670 |
0.425 |
0.5% |
80.155 |
High |
81.720 |
81.855 |
0.135 |
0.2% |
81.720 |
Low |
81.055 |
81.255 |
0.200 |
0.2% |
79.830 |
Close |
81.597 |
81.388 |
-0.209 |
-0.3% |
81.597 |
Range |
0.665 |
0.600 |
-0.065 |
-9.8% |
1.890 |
ATR |
0.680 |
0.675 |
-0.006 |
-0.8% |
0.000 |
Volume |
26,719 |
16,302 |
-10,417 |
-39.0% |
79,421 |
|
Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.299 |
82.944 |
81.718 |
|
R3 |
82.699 |
82.344 |
81.553 |
|
R2 |
82.099 |
82.099 |
81.498 |
|
R1 |
81.744 |
81.744 |
81.443 |
81.622 |
PP |
81.499 |
81.499 |
81.499 |
81.438 |
S1 |
81.144 |
81.144 |
81.333 |
81.022 |
S2 |
80.899 |
80.899 |
81.278 |
|
S3 |
80.299 |
80.544 |
81.223 |
|
S4 |
79.699 |
79.944 |
81.058 |
|
|
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 |
81.855 |
79.830 |
2.025 |
2.5% |
0.683 |
0.8% |
77% |
True |
False |
19,144 |
10 |
81.855 |
79.830 |
2.025 |
2.5% |
0.610 |
0.7% |
77% |
True |
False |
15,755 |
20 |
81.855 |
78.975 |
2.880 |
3.5% |
0.670 |
0.8% |
84% |
True |
False |
18,469 |
40 |
81.855 |
77.375 |
4.480 |
5.5% |
0.617 |
0.8% |
90% |
True |
False |
9,431 |
60 |
81.855 |
75.255 |
6.600 |
8.1% |
0.586 |
0.7% |
93% |
True |
False |
6,294 |
80 |
81.855 |
75.255 |
6.600 |
8.1% |
0.498 |
0.6% |
93% |
True |
False |
4,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.405 |
2.618 |
83.426 |
1.618 |
82.826 |
1.000 |
82.455 |
0.618 |
82.226 |
HIGH |
81.855 |
0.618 |
81.626 |
0.500 |
81.555 |
0.382 |
81.484 |
LOW |
81.255 |
0.618 |
80.884 |
1.000 |
80.655 |
1.618 |
80.284 |
2.618 |
79.684 |
4.250 |
78.705 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
81.555 |
81.299 |
PP |
81.499 |
81.209 |
S1 |
81.444 |
81.120 |
|