ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
81.535 |
81.060 |
-0.475 |
-0.6% |
81.670 |
High |
81.645 |
82.045 |
0.400 |
0.5% |
82.045 |
Low |
80.950 |
80.735 |
-0.215 |
-0.3% |
80.735 |
Close |
81.036 |
81.791 |
0.755 |
0.9% |
81.791 |
Range |
0.695 |
1.310 |
0.615 |
88.5% |
1.310 |
ATR |
0.659 |
0.706 |
0.046 |
7.1% |
0.000 |
Volume |
21,279 |
26,405 |
5,126 |
24.1% |
97,419 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.454 |
84.932 |
82.512 |
|
R3 |
84.144 |
83.622 |
82.151 |
|
R2 |
82.834 |
82.834 |
82.031 |
|
R1 |
82.312 |
82.312 |
81.911 |
82.573 |
PP |
81.524 |
81.524 |
81.524 |
81.654 |
S1 |
81.002 |
81.002 |
81.671 |
81.263 |
S2 |
80.214 |
80.214 |
81.551 |
|
S3 |
78.904 |
79.692 |
81.431 |
|
S4 |
77.594 |
78.382 |
81.071 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.454 |
84.932 |
82.512 |
|
R3 |
84.144 |
83.622 |
82.151 |
|
R2 |
82.834 |
82.834 |
82.031 |
|
R1 |
82.312 |
82.312 |
81.911 |
82.573 |
PP |
81.524 |
81.524 |
81.524 |
81.654 |
S1 |
81.002 |
81.002 |
81.671 |
81.263 |
S2 |
80.214 |
80.214 |
81.551 |
|
S3 |
78.904 |
79.692 |
81.431 |
|
S4 |
77.594 |
78.382 |
81.071 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.045 |
80.735 |
1.310 |
1.6% |
0.735 |
0.9% |
81% |
True |
True |
19,483 |
10 |
82.045 |
79.830 |
2.215 |
2.7% |
0.716 |
0.9% |
89% |
True |
False |
18,927 |
20 |
82.045 |
79.550 |
2.495 |
3.1% |
0.645 |
0.8% |
90% |
True |
False |
18,863 |
40 |
82.045 |
78.255 |
3.790 |
4.6% |
0.652 |
0.8% |
93% |
True |
False |
11,456 |
60 |
82.045 |
75.255 |
6.790 |
8.3% |
0.607 |
0.7% |
96% |
True |
False |
7,646 |
80 |
82.045 |
75.255 |
6.790 |
8.3% |
0.534 |
0.7% |
96% |
True |
False |
5,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.613 |
2.618 |
85.475 |
1.618 |
84.165 |
1.000 |
83.355 |
0.618 |
82.855 |
HIGH |
82.045 |
0.618 |
81.545 |
0.500 |
81.390 |
0.382 |
81.235 |
LOW |
80.735 |
0.618 |
79.925 |
1.000 |
79.425 |
1.618 |
78.615 |
2.618 |
77.305 |
4.250 |
75.168 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
81.657 |
81.657 |
PP |
81.524 |
81.524 |
S1 |
81.390 |
81.390 |
|