ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
79.125 |
79.190 |
0.065 |
0.1% |
78.960 |
High |
79.485 |
79.645 |
0.160 |
0.2% |
79.665 |
Low |
78.815 |
79.100 |
0.285 |
0.4% |
78.745 |
Close |
79.057 |
79.186 |
0.129 |
0.2% |
79.057 |
Range |
0.670 |
0.545 |
-0.125 |
-18.7% |
0.920 |
ATR |
0.696 |
0.688 |
-0.008 |
-1.1% |
0.000 |
Volume |
25,778 |
18,554 |
-7,224 |
-28.0% |
127,567 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.945 |
80.611 |
79.486 |
|
R3 |
80.400 |
80.066 |
79.336 |
|
R2 |
79.855 |
79.855 |
79.286 |
|
R1 |
79.521 |
79.521 |
79.236 |
79.416 |
PP |
79.310 |
79.310 |
79.310 |
79.258 |
S1 |
78.976 |
78.976 |
79.136 |
78.871 |
S2 |
78.765 |
78.765 |
79.086 |
|
S3 |
78.220 |
78.431 |
79.036 |
|
S4 |
77.675 |
77.886 |
78.886 |
|
|
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% |
0.677 |
0.9% |
48% |
False |
False |
24,753 |
10 |
80.505 |
78.745 |
1.760 |
2.2% |
0.675 |
0.9% |
25% |
False |
False |
26,474 |
20 |
82.045 |
78.745 |
3.300 |
4.2% |
0.683 |
0.9% |
13% |
False |
False |
23,293 |
40 |
82.045 |
78.625 |
3.420 |
4.3% |
0.684 |
0.9% |
16% |
False |
False |
20,570 |
60 |
82.045 |
77.375 |
4.670 |
5.9% |
0.639 |
0.8% |
39% |
False |
False |
13,781 |
80 |
82.045 |
75.255 |
6.790 |
8.6% |
0.609 |
0.8% |
58% |
False |
False |
10,340 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.532 |
0.7% |
58% |
False |
False |
8,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.961 |
2.618 |
81.072 |
1.618 |
80.527 |
1.000 |
80.190 |
0.618 |
79.982 |
HIGH |
79.645 |
0.618 |
79.437 |
0.500 |
79.373 |
0.382 |
79.308 |
LOW |
79.100 |
0.618 |
78.763 |
1.000 |
78.555 |
1.618 |
78.218 |
2.618 |
77.673 |
4.250 |
76.784 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
79.373 |
79.230 |
PP |
79.310 |
79.215 |
S1 |
79.248 |
79.201 |
|