ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
80.275 |
80.535 |
0.260 |
0.3% |
81.670 |
High |
80.635 |
80.585 |
-0.050 |
-0.1% |
81.680 |
Low |
80.185 |
79.755 |
-0.430 |
-0.5% |
80.185 |
Close |
80.406 |
79.934 |
-0.472 |
-0.6% |
80.406 |
Range |
0.450 |
0.830 |
0.380 |
84.4% |
1.495 |
ATR |
0.688 |
0.698 |
0.010 |
1.5% |
0.000 |
Volume |
14,822 |
24,808 |
9,986 |
67.4% |
78,896 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.581 |
82.088 |
80.391 |
|
R3 |
81.751 |
81.258 |
80.162 |
|
R2 |
80.921 |
80.921 |
80.086 |
|
R1 |
80.428 |
80.428 |
80.010 |
80.260 |
PP |
80.091 |
80.091 |
80.091 |
80.007 |
S1 |
79.598 |
79.598 |
79.858 |
79.430 |
S2 |
79.261 |
79.261 |
79.782 |
|
S3 |
78.431 |
78.768 |
79.706 |
|
S4 |
77.601 |
77.938 |
79.478 |
|
|
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 |
81.680 |
79.755 |
1.925 |
2.4% |
0.647 |
0.8% |
9% |
False |
True |
20,740 |
10 |
82.045 |
79.755 |
2.290 |
2.9% |
0.691 |
0.9% |
8% |
False |
True |
20,112 |
20 |
82.045 |
79.755 |
2.290 |
2.9% |
0.648 |
0.8% |
8% |
False |
True |
17,780 |
40 |
82.045 |
78.255 |
3.790 |
4.7% |
0.673 |
0.8% |
44% |
False |
False |
14,045 |
60 |
82.045 |
75.255 |
6.790 |
8.5% |
0.630 |
0.8% |
69% |
False |
False |
9,373 |
80 |
82.045 |
75.255 |
6.790 |
8.5% |
0.556 |
0.7% |
69% |
False |
False |
7,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.113 |
2.618 |
82.758 |
1.618 |
81.928 |
1.000 |
81.415 |
0.618 |
81.098 |
HIGH |
80.585 |
0.618 |
80.268 |
0.500 |
80.170 |
0.382 |
80.072 |
LOW |
79.755 |
0.618 |
79.242 |
1.000 |
78.925 |
1.618 |
78.412 |
2.618 |
77.582 |
4.250 |
76.228 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
80.170 |
80.280 |
PP |
80.091 |
80.165 |
S1 |
80.013 |
80.049 |
|