ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
79.925 |
79.965 |
0.040 |
0.1% |
81.670 |
High |
80.345 |
80.505 |
0.160 |
0.2% |
81.680 |
Low |
79.785 |
79.515 |
-0.270 |
-0.3% |
80.185 |
Close |
79.930 |
79.717 |
-0.213 |
-0.3% |
80.406 |
Range |
0.560 |
0.990 |
0.430 |
76.8% |
1.495 |
ATR |
0.688 |
0.710 |
0.022 |
3.1% |
0.000 |
Volume |
24,896 |
36,145 |
11,249 |
45.2% |
78,896 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.882 |
82.290 |
80.262 |
|
R3 |
81.892 |
81.300 |
79.989 |
|
R2 |
80.902 |
80.902 |
79.899 |
|
R1 |
80.310 |
80.310 |
79.808 |
80.111 |
PP |
79.912 |
79.912 |
79.912 |
79.813 |
S1 |
79.320 |
79.320 |
79.626 |
79.121 |
S2 |
78.922 |
78.922 |
79.536 |
|
S3 |
77.932 |
78.330 |
79.445 |
|
S4 |
76.942 |
77.340 |
79.173 |
|
|
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 |
80.805 |
79.515 |
1.290 |
1.6% |
0.681 |
0.9% |
16% |
False |
True |
24,457 |
10 |
82.045 |
79.515 |
2.530 |
3.2% |
0.748 |
0.9% |
8% |
False |
True |
23,183 |
20 |
82.045 |
79.515 |
2.530 |
3.2% |
0.682 |
0.9% |
8% |
False |
True |
19,812 |
40 |
82.045 |
78.255 |
3.790 |
4.8% |
0.693 |
0.9% |
39% |
False |
False |
15,569 |
60 |
82.045 |
75.875 |
6.170 |
7.7% |
0.633 |
0.8% |
62% |
False |
False |
10,389 |
80 |
82.045 |
75.255 |
6.790 |
8.5% |
0.572 |
0.7% |
66% |
False |
False |
7,795 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.480 |
0.6% |
66% |
False |
False |
6,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.713 |
2.618 |
83.097 |
1.618 |
82.107 |
1.000 |
81.495 |
0.618 |
81.117 |
HIGH |
80.505 |
0.618 |
80.127 |
0.500 |
80.010 |
0.382 |
79.893 |
LOW |
79.515 |
0.618 |
78.903 |
1.000 |
78.525 |
1.618 |
77.913 |
2.618 |
76.923 |
4.250 |
75.308 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
80.010 |
80.050 |
PP |
79.912 |
79.939 |
S1 |
79.815 |
79.828 |
|