ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 08-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
79.200 |
78.645 |
-0.555 |
-0.7% |
78.960 |
High |
79.370 |
78.855 |
-0.515 |
-0.6% |
79.665 |
Low |
78.570 |
78.510 |
-0.060 |
-0.1% |
78.745 |
Close |
78.675 |
78.734 |
0.059 |
0.1% |
79.057 |
Range |
0.800 |
0.345 |
-0.455 |
-56.9% |
0.920 |
ATR |
0.696 |
0.671 |
-0.025 |
-3.6% |
0.000 |
Volume |
34,445 |
25,580 |
-8,865 |
-25.7% |
127,567 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.735 |
79.579 |
78.924 |
|
R3 |
79.390 |
79.234 |
78.829 |
|
R2 |
79.045 |
79.045 |
78.797 |
|
R1 |
78.889 |
78.889 |
78.766 |
78.967 |
PP |
78.700 |
78.700 |
78.700 |
78.739 |
S1 |
78.544 |
78.544 |
78.702 |
78.622 |
S2 |
78.355 |
78.355 |
78.671 |
|
S3 |
78.010 |
78.199 |
78.639 |
|
S4 |
77.665 |
77.854 |
78.544 |
|
|
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 |
79.645 |
78.510 |
1.135 |
1.4% |
0.567 |
0.7% |
20% |
False |
True |
24,801 |
10 |
79.665 |
78.510 |
1.155 |
1.5% |
0.634 |
0.8% |
19% |
False |
True |
26,372 |
20 |
82.045 |
78.510 |
3.535 |
4.5% |
0.691 |
0.9% |
6% |
False |
True |
24,778 |
40 |
82.045 |
78.510 |
3.535 |
4.5% |
0.673 |
0.9% |
6% |
False |
True |
21,881 |
60 |
82.045 |
77.400 |
4.645 |
5.9% |
0.637 |
0.8% |
29% |
False |
False |
14,780 |
80 |
82.045 |
75.255 |
6.790 |
8.6% |
0.615 |
0.8% |
51% |
False |
False |
11,090 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.541 |
0.7% |
51% |
False |
False |
8,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.321 |
2.618 |
79.758 |
1.618 |
79.413 |
1.000 |
79.200 |
0.618 |
79.068 |
HIGH |
78.855 |
0.618 |
78.723 |
0.500 |
78.683 |
0.382 |
78.642 |
LOW |
78.510 |
0.618 |
78.297 |
1.000 |
78.165 |
1.618 |
77.952 |
2.618 |
77.607 |
4.250 |
77.044 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
78.717 |
79.078 |
PP |
78.700 |
78.963 |
S1 |
78.683 |
78.849 |
|