ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
79.480 |
78.905 |
-0.575 |
-0.7% |
80.535 |
High |
79.665 |
79.315 |
-0.350 |
-0.4% |
80.585 |
Low |
78.745 |
78.840 |
0.095 |
0.1% |
78.890 |
Close |
79.033 |
79.110 |
0.077 |
0.1% |
79.011 |
Range |
0.920 |
0.475 |
-0.445 |
-48.4% |
1.695 |
ATR |
0.715 |
0.698 |
-0.017 |
-2.4% |
0.000 |
Volume |
34,833 |
19,652 |
-15,181 |
-43.6% |
143,430 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.513 |
80.287 |
79.371 |
|
R3 |
80.038 |
79.812 |
79.241 |
|
R2 |
79.563 |
79.563 |
79.197 |
|
R1 |
79.337 |
79.337 |
79.154 |
79.450 |
PP |
79.088 |
79.088 |
79.088 |
79.145 |
S1 |
78.862 |
78.862 |
79.066 |
78.975 |
S2 |
78.613 |
78.613 |
79.023 |
|
S3 |
78.138 |
78.387 |
78.979 |
|
S4 |
77.663 |
77.912 |
78.849 |
|
|
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 |
79.665 |
78.745 |
0.920 |
1.2% |
0.704 |
0.9% |
40% |
False |
False |
26,097 |
10 |
80.635 |
78.745 |
1.890 |
2.4% |
0.681 |
0.9% |
19% |
False |
False |
26,004 |
20 |
82.045 |
78.745 |
3.300 |
4.2% |
0.703 |
0.9% |
11% |
False |
False |
23,341 |
40 |
82.045 |
78.625 |
3.420 |
4.3% |
0.676 |
0.9% |
14% |
False |
False |
19,497 |
60 |
82.045 |
77.330 |
4.715 |
6.0% |
0.634 |
0.8% |
38% |
False |
False |
13,043 |
80 |
82.045 |
75.255 |
6.790 |
8.6% |
0.598 |
0.8% |
57% |
False |
False |
9,787 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.520 |
0.7% |
57% |
False |
False |
7,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.334 |
2.618 |
80.559 |
1.618 |
80.084 |
1.000 |
79.790 |
0.618 |
79.609 |
HIGH |
79.315 |
0.618 |
79.134 |
0.500 |
79.078 |
0.382 |
79.021 |
LOW |
78.840 |
0.618 |
78.546 |
1.000 |
78.365 |
1.618 |
78.071 |
2.618 |
77.596 |
4.250 |
76.821 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
79.099 |
79.205 |
PP |
79.088 |
79.173 |
S1 |
79.078 |
79.142 |
|