ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
78.905 |
79.125 |
0.220 |
0.3% |
78.960 |
High |
79.315 |
79.485 |
0.170 |
0.2% |
79.665 |
Low |
78.840 |
78.815 |
-0.025 |
0.0% |
78.745 |
Close |
79.110 |
79.057 |
-0.053 |
-0.1% |
79.057 |
Range |
0.475 |
0.670 |
0.195 |
41.1% |
0.920 |
ATR |
0.698 |
0.696 |
-0.002 |
-0.3% |
0.000 |
Volume |
19,652 |
25,778 |
6,126 |
31.2% |
127,567 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.129 |
80.763 |
79.426 |
|
R3 |
80.459 |
80.093 |
79.241 |
|
R2 |
79.789 |
79.789 |
79.180 |
|
R1 |
79.423 |
79.423 |
79.118 |
79.271 |
PP |
79.119 |
79.119 |
79.119 |
79.043 |
S1 |
78.753 |
78.753 |
78.996 |
78.601 |
S2 |
78.449 |
78.449 |
78.934 |
|
S3 |
77.779 |
78.083 |
78.873 |
|
S4 |
77.109 |
77.413 |
78.689 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.916 |
81.406 |
79.563 |
|
R3 |
80.996 |
80.486 |
79.310 |
|
R2 |
80.076 |
80.076 |
79.226 |
|
R1 |
79.566 |
79.566 |
79.141 |
79.821 |
PP |
79.156 |
79.156 |
79.156 |
79.283 |
S1 |
78.646 |
78.646 |
78.973 |
78.901 |
S2 |
78.236 |
78.236 |
78.888 |
|
S3 |
77.316 |
77.726 |
78.804 |
|
S4 |
76.396 |
76.806 |
78.551 |
|
|
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% |
0.690 |
0.9% |
34% |
False |
False |
25,513 |
10 |
80.585 |
78.745 |
1.840 |
2.3% |
0.703 |
0.9% |
17% |
False |
False |
27,099 |
20 |
82.045 |
78.745 |
3.300 |
4.2% |
0.689 |
0.9% |
9% |
False |
False |
23,701 |
40 |
82.045 |
78.625 |
3.420 |
4.3% |
0.681 |
0.9% |
13% |
False |
False |
20,115 |
60 |
82.045 |
77.375 |
4.670 |
5.9% |
0.642 |
0.8% |
36% |
False |
False |
13,472 |
80 |
82.045 |
75.255 |
6.790 |
8.6% |
0.606 |
0.8% |
56% |
False |
False |
10,109 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.527 |
0.7% |
56% |
False |
False |
8,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.333 |
2.618 |
81.239 |
1.618 |
80.569 |
1.000 |
80.155 |
0.618 |
79.899 |
HIGH |
79.485 |
0.618 |
79.229 |
0.500 |
79.150 |
0.382 |
79.071 |
LOW |
78.815 |
0.618 |
78.401 |
1.000 |
78.145 |
1.618 |
77.731 |
2.618 |
77.061 |
4.250 |
75.968 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
79.150 |
79.205 |
PP |
79.119 |
79.156 |
S1 |
79.088 |
79.106 |
|