ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 11-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
81.270 |
81.295 |
0.025 |
0.0% |
80.155 |
High |
81.400 |
81.785 |
0.385 |
0.5% |
81.720 |
Low |
81.015 |
81.100 |
0.085 |
0.1% |
79.830 |
Close |
81.101 |
81.614 |
0.513 |
0.6% |
81.597 |
Range |
0.385 |
0.685 |
0.300 |
77.9% |
1.890 |
ATR |
0.654 |
0.656 |
0.002 |
0.3% |
0.000 |
Volume |
14,029 |
19,404 |
5,375 |
38.3% |
79,421 |
|
Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.555 |
83.269 |
81.991 |
|
R3 |
82.870 |
82.584 |
81.802 |
|
R2 |
82.185 |
82.185 |
81.740 |
|
R1 |
81.899 |
81.899 |
81.677 |
82.042 |
PP |
81.500 |
81.500 |
81.500 |
81.571 |
S1 |
81.214 |
81.214 |
81.551 |
81.357 |
S2 |
80.815 |
80.815 |
81.488 |
|
S3 |
80.130 |
80.529 |
81.426 |
|
S4 |
79.445 |
79.844 |
81.237 |
|
|
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 |
80.385 |
1.470 |
1.8% |
0.659 |
0.8% |
84% |
False |
False |
19,008 |
10 |
81.855 |
79.830 |
2.025 |
2.5% |
0.666 |
0.8% |
88% |
False |
False |
17,815 |
20 |
81.855 |
79.550 |
2.305 |
2.8% |
0.631 |
0.8% |
90% |
False |
False |
19,069 |
40 |
81.855 |
78.255 |
3.600 |
4.4% |
0.616 |
0.8% |
93% |
False |
False |
10,265 |
60 |
81.855 |
75.255 |
6.600 |
8.1% |
0.590 |
0.7% |
96% |
False |
False |
6,851 |
80 |
81.855 |
75.255 |
6.600 |
8.1% |
0.512 |
0.6% |
96% |
False |
False |
5,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.696 |
2.618 |
83.578 |
1.618 |
82.893 |
1.000 |
82.470 |
0.618 |
82.208 |
HIGH |
81.785 |
0.618 |
81.523 |
0.500 |
81.443 |
0.382 |
81.362 |
LOW |
81.100 |
0.618 |
80.677 |
1.000 |
80.415 |
1.618 |
79.992 |
2.618 |
79.307 |
4.250 |
78.189 |
|
|
Fisher Pivots for day following 11-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
81.557 |
81.554 |
PP |
81.500 |
81.495 |
S1 |
81.443 |
81.435 |
|