ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
79.200 |
79.560 |
0.360 |
0.5% |
79.190 |
High |
79.765 |
79.860 |
0.095 |
0.1% |
79.645 |
Low |
79.015 |
79.200 |
0.185 |
0.2% |
78.430 |
Close |
79.694 |
79.783 |
0.089 |
0.1% |
79.226 |
Range |
0.750 |
0.660 |
-0.090 |
-12.0% |
1.215 |
ATR |
0.653 |
0.654 |
0.000 |
0.1% |
0.000 |
Volume |
32,498 |
33,369 |
871 |
2.7% |
133,434 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.594 |
81.349 |
80.146 |
|
R3 |
80.934 |
80.689 |
79.965 |
|
R2 |
80.274 |
80.274 |
79.904 |
|
R1 |
80.029 |
80.029 |
79.844 |
80.152 |
PP |
79.614 |
79.614 |
79.614 |
79.676 |
S1 |
79.369 |
79.369 |
79.723 |
79.492 |
S2 |
78.954 |
78.954 |
79.662 |
|
S3 |
78.294 |
78.709 |
79.602 |
|
S4 |
77.634 |
78.049 |
79.420 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.745 |
82.201 |
79.894 |
|
R3 |
81.530 |
80.986 |
79.560 |
|
R2 |
80.315 |
80.315 |
79.449 |
|
R1 |
79.771 |
79.771 |
79.337 |
80.043 |
PP |
79.100 |
79.100 |
79.100 |
79.237 |
S1 |
78.556 |
78.556 |
79.115 |
78.828 |
S2 |
77.885 |
77.885 |
79.003 |
|
S3 |
76.670 |
77.341 |
78.892 |
|
S4 |
75.455 |
76.126 |
78.558 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.860 |
78.430 |
1.430 |
1.8% |
0.588 |
0.7% |
95% |
True |
False |
28,301 |
10 |
79.860 |
78.430 |
1.430 |
1.8% |
0.578 |
0.7% |
95% |
True |
False |
26,551 |
20 |
80.805 |
78.430 |
2.375 |
3.0% |
0.634 |
0.8% |
57% |
False |
False |
26,376 |
40 |
82.045 |
78.430 |
3.615 |
4.5% |
0.650 |
0.8% |
37% |
False |
False |
22,139 |
60 |
82.045 |
78.255 |
3.790 |
4.8% |
0.657 |
0.8% |
40% |
False |
False |
17,136 |
80 |
82.045 |
75.255 |
6.790 |
8.5% |
0.623 |
0.8% |
67% |
False |
False |
12,859 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.565 |
0.7% |
67% |
False |
False |
10,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.665 |
2.618 |
81.588 |
1.618 |
80.928 |
1.000 |
80.520 |
0.618 |
80.268 |
HIGH |
79.860 |
0.618 |
79.608 |
0.500 |
79.530 |
0.382 |
79.452 |
LOW |
79.200 |
0.618 |
78.792 |
1.000 |
78.540 |
1.618 |
78.132 |
2.618 |
77.472 |
4.250 |
76.395 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
79.699 |
79.618 |
PP |
79.614 |
79.453 |
S1 |
79.530 |
79.288 |
|