ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
78.645 |
78.800 |
0.155 |
0.2% |
78.960 |
High |
78.855 |
78.890 |
0.035 |
0.0% |
79.665 |
Low |
78.510 |
78.430 |
-0.080 |
-0.1% |
78.745 |
Close |
78.734 |
78.652 |
-0.082 |
-0.1% |
79.057 |
Range |
0.345 |
0.460 |
0.115 |
33.3% |
0.920 |
ATR |
0.671 |
0.656 |
-0.015 |
-2.2% |
0.000 |
Volume |
25,580 |
26,565 |
985 |
3.9% |
127,567 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.037 |
79.805 |
78.905 |
|
R3 |
79.577 |
79.345 |
78.779 |
|
R2 |
79.117 |
79.117 |
78.736 |
|
R1 |
78.885 |
78.885 |
78.694 |
78.771 |
PP |
78.657 |
78.657 |
78.657 |
78.601 |
S1 |
78.425 |
78.425 |
78.610 |
78.311 |
S2 |
78.197 |
78.197 |
78.568 |
|
S3 |
77.737 |
77.965 |
78.526 |
|
S4 |
77.277 |
77.505 |
78.399 |
|
|
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 |
78.430 |
1.215 |
1.5% |
0.564 |
0.7% |
18% |
False |
True |
26,184 |
10 |
79.665 |
78.430 |
1.235 |
1.6% |
0.634 |
0.8% |
18% |
False |
True |
26,141 |
20 |
82.045 |
78.430 |
3.615 |
4.6% |
0.680 |
0.9% |
6% |
False |
True |
25,136 |
40 |
82.045 |
78.430 |
3.615 |
4.6% |
0.655 |
0.8% |
6% |
False |
True |
22,103 |
60 |
82.045 |
78.255 |
3.790 |
4.8% |
0.637 |
0.8% |
10% |
False |
False |
15,222 |
80 |
82.045 |
75.255 |
6.790 |
8.6% |
0.612 |
0.8% |
50% |
False |
False |
11,422 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.545 |
0.7% |
50% |
False |
False |
9,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.845 |
2.618 |
80.094 |
1.618 |
79.634 |
1.000 |
79.350 |
0.618 |
79.174 |
HIGH |
78.890 |
0.618 |
78.714 |
0.500 |
78.660 |
0.382 |
78.606 |
LOW |
78.430 |
0.618 |
78.146 |
1.000 |
77.970 |
1.618 |
77.686 |
2.618 |
77.226 |
4.250 |
76.475 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
78.660 |
78.900 |
PP |
78.657 |
78.817 |
S1 |
78.655 |
78.735 |
|