ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
79.190 |
79.200 |
0.010 |
0.0% |
78.960 |
High |
79.645 |
79.370 |
-0.275 |
-0.3% |
79.665 |
Low |
79.100 |
78.570 |
-0.530 |
-0.7% |
78.745 |
Close |
79.186 |
78.675 |
-0.511 |
-0.6% |
79.057 |
Range |
0.545 |
0.800 |
0.255 |
46.8% |
0.920 |
ATR |
0.688 |
0.696 |
0.008 |
1.2% |
0.000 |
Volume |
18,554 |
34,445 |
15,891 |
85.6% |
127,567 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.272 |
80.773 |
79.115 |
|
R3 |
80.472 |
79.973 |
78.895 |
|
R2 |
79.672 |
79.672 |
78.822 |
|
R1 |
79.173 |
79.173 |
78.748 |
79.023 |
PP |
78.872 |
78.872 |
78.872 |
78.796 |
S1 |
78.373 |
78.373 |
78.602 |
78.223 |
S2 |
78.072 |
78.072 |
78.528 |
|
S3 |
77.272 |
77.573 |
78.455 |
|
S4 |
76.472 |
76.773 |
78.235 |
|
|
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 |
78.570 |
1.095 |
1.4% |
0.682 |
0.9% |
10% |
False |
True |
26,652 |
10 |
80.505 |
78.570 |
1.935 |
2.5% |
0.699 |
0.9% |
5% |
False |
True |
27,429 |
20 |
82.045 |
78.570 |
3.475 |
4.4% |
0.693 |
0.9% |
3% |
False |
True |
24,200 |
40 |
82.045 |
78.570 |
3.475 |
4.4% |
0.681 |
0.9% |
3% |
False |
True |
21,334 |
60 |
82.045 |
77.375 |
4.670 |
5.9% |
0.642 |
0.8% |
28% |
False |
False |
14,354 |
80 |
82.045 |
75.255 |
6.790 |
8.6% |
0.612 |
0.8% |
50% |
False |
False |
10,771 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.537 |
0.7% |
50% |
False |
False |
8,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.770 |
2.618 |
81.464 |
1.618 |
80.664 |
1.000 |
80.170 |
0.618 |
79.864 |
HIGH |
79.370 |
0.618 |
79.064 |
0.500 |
78.970 |
0.382 |
78.876 |
LOW |
78.570 |
0.618 |
78.076 |
1.000 |
77.770 |
1.618 |
77.276 |
2.618 |
76.476 |
4.250 |
75.170 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
78.970 |
79.108 |
PP |
78.872 |
78.963 |
S1 |
78.773 |
78.819 |
|