ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
81.060 |
81.670 |
0.610 |
0.8% |
81.670 |
High |
82.045 |
81.680 |
-0.365 |
-0.4% |
82.045 |
Low |
80.735 |
81.010 |
0.275 |
0.3% |
80.735 |
Close |
81.791 |
81.429 |
-0.362 |
-0.4% |
81.791 |
Range |
1.310 |
0.670 |
-0.640 |
-48.9% |
1.310 |
ATR |
0.706 |
0.711 |
0.005 |
0.8% |
0.000 |
Volume |
26,405 |
20,231 |
-6,174 |
-23.4% |
97,419 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.383 |
83.076 |
81.798 |
|
R3 |
82.713 |
82.406 |
81.613 |
|
R2 |
82.043 |
82.043 |
81.552 |
|
R1 |
81.736 |
81.736 |
81.490 |
81.555 |
PP |
81.373 |
81.373 |
81.373 |
81.282 |
S1 |
81.066 |
81.066 |
81.368 |
80.885 |
S2 |
80.703 |
80.703 |
81.306 |
|
S3 |
80.033 |
80.396 |
81.245 |
|
S4 |
79.363 |
79.726 |
81.061 |
|
|
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% |
0.749 |
0.9% |
53% |
False |
False |
20,269 |
10 |
82.045 |
79.830 |
2.215 |
2.7% |
0.716 |
0.9% |
72% |
False |
False |
19,707 |
20 |
82.045 |
79.550 |
2.495 |
3.1% |
0.651 |
0.8% |
75% |
False |
False |
18,575 |
40 |
82.045 |
78.255 |
3.790 |
4.7% |
0.657 |
0.8% |
84% |
False |
False |
11,961 |
60 |
82.045 |
75.255 |
6.790 |
8.3% |
0.618 |
0.8% |
91% |
False |
False |
7,982 |
80 |
82.045 |
75.255 |
6.790 |
8.3% |
0.539 |
0.7% |
91% |
False |
False |
5,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.528 |
2.618 |
83.434 |
1.618 |
82.764 |
1.000 |
82.350 |
0.618 |
82.094 |
HIGH |
81.680 |
0.618 |
81.424 |
0.500 |
81.345 |
0.382 |
81.266 |
LOW |
81.010 |
0.618 |
80.596 |
1.000 |
80.340 |
1.618 |
79.926 |
2.618 |
79.256 |
4.250 |
78.163 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
81.401 |
81.416 |
PP |
81.373 |
81.403 |
S1 |
81.345 |
81.390 |
|