ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 19-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
81.280 |
80.715 |
-0.565 |
-0.7% |
81.670 |
High |
81.375 |
80.805 |
-0.570 |
-0.7% |
82.045 |
Low |
80.665 |
80.230 |
-0.435 |
-0.5% |
80.735 |
Close |
80.822 |
80.405 |
-0.417 |
-0.5% |
81.791 |
Range |
0.710 |
0.575 |
-0.135 |
-19.0% |
1.310 |
ATR |
0.715 |
0.706 |
-0.009 |
-1.2% |
0.000 |
Volume |
22,227 |
21,616 |
-611 |
-2.7% |
97,419 |
|
Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.205 |
81.880 |
80.721 |
|
R3 |
81.630 |
81.305 |
80.563 |
|
R2 |
81.055 |
81.055 |
80.510 |
|
R1 |
80.730 |
80.730 |
80.458 |
80.605 |
PP |
80.480 |
80.480 |
80.480 |
80.418 |
S1 |
80.155 |
80.155 |
80.352 |
80.030 |
S2 |
79.905 |
79.905 |
80.300 |
|
S3 |
79.330 |
79.580 |
80.247 |
|
S4 |
78.755 |
79.005 |
80.089 |
|
|
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 |
80.230 |
1.815 |
2.3% |
0.792 |
1.0% |
10% |
False |
True |
22,351 |
10 |
82.045 |
80.230 |
1.815 |
2.3% |
0.726 |
0.9% |
10% |
False |
True |
20,679 |
20 |
82.045 |
79.550 |
2.495 |
3.1% |
0.674 |
0.8% |
34% |
False |
False |
18,153 |
40 |
82.045 |
78.255 |
3.790 |
4.7% |
0.673 |
0.8% |
57% |
False |
False |
13,056 |
60 |
82.045 |
75.255 |
6.790 |
8.4% |
0.623 |
0.8% |
76% |
False |
False |
8,713 |
80 |
82.045 |
75.255 |
6.790 |
8.4% |
0.545 |
0.7% |
76% |
False |
False |
6,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.249 |
2.618 |
82.310 |
1.618 |
81.735 |
1.000 |
81.380 |
0.618 |
81.160 |
HIGH |
80.805 |
0.618 |
80.585 |
0.500 |
80.518 |
0.382 |
80.450 |
LOW |
80.230 |
0.618 |
79.875 |
1.000 |
79.655 |
1.618 |
79.300 |
2.618 |
78.725 |
4.250 |
77.786 |
|
|
Fisher Pivots for day following 19-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
80.518 |
80.955 |
PP |
80.480 |
80.772 |
S1 |
80.443 |
80.588 |
|