ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
80.715 |
80.275 |
-0.440 |
-0.5% |
81.670 |
High |
80.805 |
80.635 |
-0.170 |
-0.2% |
81.680 |
Low |
80.230 |
80.185 |
-0.045 |
-0.1% |
80.185 |
Close |
80.405 |
80.406 |
0.001 |
0.0% |
80.406 |
Range |
0.575 |
0.450 |
-0.125 |
-21.7% |
1.495 |
ATR |
0.706 |
0.688 |
-0.018 |
-2.6% |
0.000 |
Volume |
21,616 |
14,822 |
-6,794 |
-31.4% |
78,896 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.759 |
81.532 |
80.654 |
|
R3 |
81.309 |
81.082 |
80.530 |
|
R2 |
80.859 |
80.859 |
80.489 |
|
R1 |
80.632 |
80.632 |
80.447 |
80.746 |
PP |
80.409 |
80.409 |
80.409 |
80.465 |
S1 |
80.182 |
80.182 |
80.365 |
80.296 |
S2 |
79.959 |
79.959 |
80.324 |
|
S3 |
79.509 |
79.732 |
80.282 |
|
S4 |
79.059 |
79.282 |
80.159 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.242 |
84.319 |
81.228 |
|
R3 |
83.747 |
82.824 |
80.817 |
|
R2 |
82.252 |
82.252 |
80.680 |
|
R1 |
81.329 |
81.329 |
80.543 |
81.043 |
PP |
80.757 |
80.757 |
80.757 |
80.614 |
S1 |
79.834 |
79.834 |
80.269 |
79.548 |
S2 |
79.262 |
79.262 |
80.132 |
|
S3 |
77.767 |
78.339 |
79.995 |
|
S4 |
76.272 |
76.844 |
79.584 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.045 |
80.185 |
1.860 |
2.3% |
0.743 |
0.9% |
12% |
False |
True |
21,060 |
10 |
82.045 |
80.185 |
1.860 |
2.3% |
0.675 |
0.8% |
12% |
False |
True |
20,303 |
20 |
82.045 |
79.550 |
2.495 |
3.1% |
0.651 |
0.8% |
34% |
False |
False |
17,747 |
40 |
82.045 |
78.255 |
3.790 |
4.7% |
0.673 |
0.8% |
57% |
False |
False |
13,426 |
60 |
82.045 |
75.255 |
6.790 |
8.4% |
0.627 |
0.8% |
76% |
False |
False |
8,960 |
80 |
82.045 |
75.255 |
6.790 |
8.4% |
0.546 |
0.7% |
76% |
False |
False |
6,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.548 |
2.618 |
81.813 |
1.618 |
81.363 |
1.000 |
81.085 |
0.618 |
80.913 |
HIGH |
80.635 |
0.618 |
80.463 |
0.500 |
80.410 |
0.382 |
80.357 |
LOW |
80.185 |
0.618 |
79.907 |
1.000 |
79.735 |
1.618 |
79.457 |
2.618 |
79.007 |
4.250 |
78.273 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
80.410 |
80.780 |
PP |
80.409 |
80.655 |
S1 |
80.407 |
80.531 |
|