ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
79.560 |
79.860 |
0.300 |
0.4% |
79.190 |
High |
79.860 |
80.240 |
0.380 |
0.5% |
79.645 |
Low |
79.200 |
79.370 |
0.170 |
0.2% |
78.430 |
Close |
79.783 |
79.455 |
-0.328 |
-0.4% |
79.226 |
Range |
0.660 |
0.870 |
0.210 |
31.8% |
1.215 |
ATR |
0.654 |
0.669 |
0.015 |
2.4% |
0.000 |
Volume |
33,369 |
35,088 |
1,719 |
5.2% |
133,434 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.298 |
81.747 |
79.934 |
|
R3 |
81.428 |
80.877 |
79.694 |
|
R2 |
80.558 |
80.558 |
79.615 |
|
R1 |
80.007 |
80.007 |
79.535 |
79.848 |
PP |
79.688 |
79.688 |
79.688 |
79.609 |
S1 |
79.137 |
79.137 |
79.375 |
78.978 |
S2 |
78.818 |
78.818 |
79.296 |
|
S3 |
77.948 |
78.267 |
79.216 |
|
S4 |
77.078 |
77.397 |
78.977 |
|
|
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 |
80.240 |
78.655 |
1.585 |
2.0% |
0.670 |
0.8% |
50% |
True |
False |
30,006 |
10 |
80.240 |
78.430 |
1.810 |
2.3% |
0.617 |
0.8% |
57% |
True |
False |
28,095 |
20 |
80.635 |
78.430 |
2.205 |
2.8% |
0.649 |
0.8% |
46% |
False |
False |
27,049 |
40 |
82.045 |
78.430 |
3.615 |
4.5% |
0.662 |
0.8% |
28% |
False |
False |
22,601 |
60 |
82.045 |
78.255 |
3.790 |
4.8% |
0.665 |
0.8% |
32% |
False |
False |
17,720 |
80 |
82.045 |
75.255 |
6.790 |
8.5% |
0.630 |
0.8% |
62% |
False |
False |
13,297 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.565 |
0.7% |
62% |
False |
False |
10,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.938 |
2.618 |
82.518 |
1.618 |
81.648 |
1.000 |
81.110 |
0.618 |
80.778 |
HIGH |
80.240 |
0.618 |
79.908 |
0.500 |
79.805 |
0.382 |
79.702 |
LOW |
79.370 |
0.618 |
78.832 |
1.000 |
78.500 |
1.618 |
77.962 |
2.618 |
77.092 |
4.250 |
75.673 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
79.805 |
79.628 |
PP |
79.688 |
79.570 |
S1 |
79.572 |
79.513 |
|