ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
81.670 |
81.280 |
-0.390 |
-0.5% |
81.670 |
High |
81.680 |
81.375 |
-0.305 |
-0.4% |
82.045 |
Low |
81.010 |
80.665 |
-0.345 |
-0.4% |
80.735 |
Close |
81.429 |
80.822 |
-0.607 |
-0.7% |
81.791 |
Range |
0.670 |
0.710 |
0.040 |
6.0% |
1.310 |
ATR |
0.711 |
0.715 |
0.004 |
0.5% |
0.000 |
Volume |
20,231 |
22,227 |
1,996 |
9.9% |
97,419 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.084 |
82.663 |
81.213 |
|
R3 |
82.374 |
81.953 |
81.017 |
|
R2 |
81.664 |
81.664 |
80.952 |
|
R1 |
81.243 |
81.243 |
80.887 |
81.099 |
PP |
80.954 |
80.954 |
80.954 |
80.882 |
S1 |
80.533 |
80.533 |
80.757 |
80.389 |
S2 |
80.244 |
80.244 |
80.692 |
|
S3 |
79.534 |
79.823 |
80.627 |
|
S4 |
78.824 |
79.113 |
80.432 |
|
|
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 |
80.665 |
1.380 |
1.7% |
0.814 |
1.0% |
11% |
False |
True |
21,909 |
10 |
82.045 |
79.845 |
2.200 |
2.7% |
0.748 |
0.9% |
44% |
False |
False |
19,926 |
20 |
82.045 |
79.550 |
2.495 |
3.1% |
0.665 |
0.8% |
51% |
False |
False |
17,902 |
40 |
82.045 |
78.255 |
3.790 |
4.7% |
0.668 |
0.8% |
68% |
False |
False |
12,516 |
60 |
82.045 |
75.255 |
6.790 |
8.4% |
0.619 |
0.8% |
82% |
False |
False |
8,353 |
80 |
82.045 |
75.255 |
6.790 |
8.4% |
0.548 |
0.7% |
82% |
False |
False |
6,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.393 |
2.618 |
83.234 |
1.618 |
82.524 |
1.000 |
82.085 |
0.618 |
81.814 |
HIGH |
81.375 |
0.618 |
81.104 |
0.500 |
81.020 |
0.382 |
80.936 |
LOW |
80.665 |
0.618 |
80.226 |
1.000 |
79.955 |
1.618 |
79.516 |
2.618 |
78.806 |
4.250 |
77.648 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
81.020 |
81.355 |
PP |
80.954 |
81.177 |
S1 |
80.888 |
81.000 |
|