ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
78.960 |
79.165 |
0.205 |
0.3% |
80.535 |
High |
79.570 |
79.630 |
0.060 |
0.1% |
80.585 |
Low |
78.960 |
78.855 |
-0.105 |
-0.1% |
78.890 |
Close |
79.302 |
79.417 |
0.115 |
0.1% |
79.011 |
Range |
0.610 |
0.775 |
0.165 |
27.0% |
1.695 |
ATR |
0.693 |
0.699 |
0.006 |
0.8% |
0.000 |
Volume |
22,355 |
24,949 |
2,594 |
11.6% |
143,430 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.626 |
81.296 |
79.843 |
|
R3 |
80.851 |
80.521 |
79.630 |
|
R2 |
80.076 |
80.076 |
79.559 |
|
R1 |
79.746 |
79.746 |
79.488 |
79.911 |
PP |
79.301 |
79.301 |
79.301 |
79.383 |
S1 |
78.971 |
78.971 |
79.346 |
79.136 |
S2 |
78.526 |
78.526 |
79.275 |
|
S3 |
77.751 |
78.196 |
79.204 |
|
S4 |
76.976 |
77.421 |
78.991 |
|
|
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 |
78.855 |
1.650 |
2.1% |
0.715 |
0.9% |
34% |
False |
True |
28,206 |
10 |
81.375 |
78.855 |
2.520 |
3.2% |
0.670 |
0.8% |
22% |
False |
True |
24,939 |
20 |
82.045 |
78.855 |
3.190 |
4.0% |
0.693 |
0.9% |
18% |
False |
True |
22,323 |
40 |
82.045 |
78.520 |
3.525 |
4.4% |
0.673 |
0.8% |
25% |
False |
False |
18,154 |
60 |
82.045 |
77.330 |
4.715 |
5.9% |
0.629 |
0.8% |
44% |
False |
False |
12,136 |
80 |
82.045 |
75.255 |
6.790 |
8.5% |
0.589 |
0.7% |
61% |
False |
False |
9,106 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.506 |
0.6% |
61% |
False |
False |
7,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.924 |
2.618 |
81.659 |
1.618 |
80.884 |
1.000 |
80.405 |
0.618 |
80.109 |
HIGH |
79.630 |
0.618 |
79.334 |
0.500 |
79.243 |
0.382 |
79.151 |
LOW |
78.855 |
0.618 |
78.376 |
1.000 |
78.080 |
1.618 |
77.601 |
2.618 |
76.826 |
4.250 |
75.561 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
79.359 |
79.359 |
PP |
79.301 |
79.301 |
S1 |
79.243 |
79.243 |
|