ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
81.295 |
81.535 |
0.240 |
0.3% |
80.155 |
High |
81.785 |
81.645 |
-0.140 |
-0.2% |
81.720 |
Low |
81.100 |
80.950 |
-0.150 |
-0.2% |
79.830 |
Close |
81.614 |
81.036 |
-0.578 |
-0.7% |
81.597 |
Range |
0.685 |
0.695 |
0.010 |
1.5% |
1.890 |
ATR |
0.656 |
0.659 |
0.003 |
0.4% |
0.000 |
Volume |
19,404 |
21,279 |
1,875 |
9.7% |
79,421 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.295 |
82.861 |
81.418 |
|
R3 |
82.600 |
82.166 |
81.227 |
|
R2 |
81.905 |
81.905 |
81.163 |
|
R1 |
81.471 |
81.471 |
81.100 |
81.341 |
PP |
81.210 |
81.210 |
81.210 |
81.145 |
S1 |
80.776 |
80.776 |
80.972 |
80.646 |
S2 |
80.515 |
80.515 |
80.909 |
|
S3 |
79.820 |
80.081 |
80.845 |
|
S4 |
79.125 |
79.386 |
80.654 |
|
|
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 |
80.950 |
0.905 |
1.1% |
0.606 |
0.7% |
10% |
False |
True |
19,546 |
10 |
81.855 |
79.830 |
2.025 |
2.5% |
0.639 |
0.8% |
60% |
False |
False |
17,832 |
20 |
81.855 |
79.550 |
2.305 |
2.8% |
0.611 |
0.8% |
64% |
False |
False |
19,051 |
40 |
81.855 |
78.255 |
3.600 |
4.4% |
0.628 |
0.8% |
77% |
False |
False |
10,797 |
60 |
81.855 |
75.255 |
6.600 |
8.1% |
0.594 |
0.7% |
88% |
False |
False |
7,206 |
80 |
81.855 |
75.255 |
6.600 |
8.1% |
0.519 |
0.6% |
88% |
False |
False |
5,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.599 |
2.618 |
83.465 |
1.618 |
82.770 |
1.000 |
82.340 |
0.618 |
82.075 |
HIGH |
81.645 |
0.618 |
81.380 |
0.500 |
81.298 |
0.382 |
81.215 |
LOW |
80.950 |
0.618 |
80.520 |
1.000 |
80.255 |
1.618 |
79.825 |
2.618 |
79.130 |
4.250 |
77.996 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
81.298 |
81.368 |
PP |
81.210 |
81.257 |
S1 |
81.123 |
81.147 |
|