ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
79.620 |
78.960 |
-0.660 |
-0.8% |
80.535 |
High |
79.630 |
79.570 |
-0.060 |
-0.1% |
80.585 |
Low |
78.890 |
78.960 |
0.070 |
0.1% |
78.890 |
Close |
79.011 |
79.302 |
0.291 |
0.4% |
79.011 |
Range |
0.740 |
0.610 |
-0.130 |
-17.6% |
1.695 |
ATR |
0.700 |
0.693 |
-0.006 |
-0.9% |
0.000 |
Volume |
28,700 |
22,355 |
-6,345 |
-22.1% |
143,430 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.107 |
80.815 |
79.638 |
|
R3 |
80.497 |
80.205 |
79.470 |
|
R2 |
79.887 |
79.887 |
79.414 |
|
R1 |
79.595 |
79.595 |
79.358 |
79.741 |
PP |
79.277 |
79.277 |
79.277 |
79.351 |
S1 |
78.985 |
78.985 |
79.246 |
79.131 |
S2 |
78.667 |
78.667 |
79.190 |
|
S3 |
78.057 |
78.375 |
79.134 |
|
S4 |
77.447 |
77.765 |
78.967 |
|
|
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 |
80.505 |
78.890 |
1.615 |
2.0% |
0.672 |
0.8% |
26% |
False |
False |
28,195 |
10 |
81.680 |
78.890 |
2.790 |
3.5% |
0.660 |
0.8% |
15% |
False |
False |
24,468 |
20 |
82.045 |
78.890 |
3.155 |
4.0% |
0.688 |
0.9% |
13% |
False |
False |
21,698 |
40 |
82.045 |
78.520 |
3.525 |
4.4% |
0.663 |
0.8% |
22% |
False |
False |
17,554 |
60 |
82.045 |
77.160 |
4.885 |
6.2% |
0.628 |
0.8% |
44% |
False |
False |
11,721 |
80 |
82.045 |
75.255 |
6.790 |
8.6% |
0.584 |
0.7% |
60% |
False |
False |
8,794 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.498 |
0.6% |
60% |
False |
False |
7,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.163 |
2.618 |
81.167 |
1.618 |
80.557 |
1.000 |
80.180 |
0.618 |
79.947 |
HIGH |
79.570 |
0.618 |
79.337 |
0.500 |
79.265 |
0.382 |
79.193 |
LOW |
78.960 |
0.618 |
78.583 |
1.000 |
78.350 |
1.618 |
77.973 |
2.618 |
77.363 |
4.250 |
76.368 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
79.290 |
79.291 |
PP |
79.277 |
79.281 |
S1 |
79.265 |
79.270 |
|