ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
79.640 |
79.620 |
-0.020 |
0.0% |
80.535 |
High |
79.650 |
79.630 |
-0.020 |
0.0% |
80.585 |
Low |
79.190 |
78.890 |
-0.300 |
-0.4% |
78.890 |
Close |
79.513 |
79.011 |
-0.502 |
-0.6% |
79.011 |
Range |
0.460 |
0.740 |
0.280 |
60.9% |
1.695 |
ATR |
0.697 |
0.700 |
0.003 |
0.4% |
0.000 |
Volume |
28,881 |
28,700 |
-181 |
-0.6% |
143,430 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.397 |
80.944 |
79.418 |
|
R3 |
80.657 |
80.204 |
79.215 |
|
R2 |
79.917 |
79.917 |
79.147 |
|
R1 |
79.464 |
79.464 |
79.079 |
79.321 |
PP |
79.177 |
79.177 |
79.177 |
79.105 |
S1 |
78.724 |
78.724 |
78.943 |
78.581 |
S2 |
78.437 |
78.437 |
78.875 |
|
S3 |
77.697 |
77.984 |
78.808 |
|
S4 |
76.957 |
77.244 |
78.604 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.580 |
83.491 |
79.943 |
|
R3 |
82.885 |
81.796 |
79.477 |
|
R2 |
81.190 |
81.190 |
79.322 |
|
R1 |
80.101 |
80.101 |
79.166 |
79.798 |
PP |
79.495 |
79.495 |
79.495 |
79.344 |
S1 |
78.406 |
78.406 |
78.856 |
78.103 |
S2 |
77.800 |
77.800 |
78.700 |
|
S3 |
76.105 |
76.711 |
78.545 |
|
S4 |
74.410 |
75.016 |
78.079 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.585 |
78.890 |
1.695 |
2.1% |
0.716 |
0.9% |
7% |
False |
True |
28,686 |
10 |
82.045 |
78.890 |
3.155 |
4.0% |
0.730 |
0.9% |
4% |
False |
True |
24,873 |
20 |
82.045 |
78.890 |
3.155 |
4.0% |
0.684 |
0.9% |
4% |
False |
True |
21,352 |
40 |
82.045 |
78.255 |
3.790 |
4.8% |
0.688 |
0.9% |
20% |
False |
False |
17,000 |
60 |
82.045 |
77.160 |
4.885 |
6.2% |
0.622 |
0.8% |
38% |
False |
False |
11,348 |
80 |
82.045 |
75.255 |
6.790 |
8.6% |
0.583 |
0.7% |
55% |
False |
False |
8,514 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.492 |
0.6% |
55% |
False |
False |
6,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.775 |
2.618 |
81.567 |
1.618 |
80.827 |
1.000 |
80.370 |
0.618 |
80.087 |
HIGH |
79.630 |
0.618 |
79.347 |
0.500 |
79.260 |
0.382 |
79.173 |
LOW |
78.890 |
0.618 |
78.433 |
1.000 |
78.150 |
1.618 |
77.693 |
2.618 |
76.953 |
4.250 |
75.745 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
79.260 |
79.698 |
PP |
79.177 |
79.469 |
S1 |
79.094 |
79.240 |
|