ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
79.860 |
79.485 |
-0.375 |
-0.5% |
78.950 |
High |
80.240 |
79.595 |
-0.645 |
-0.8% |
80.240 |
Low |
79.370 |
79.255 |
-0.115 |
-0.1% |
78.715 |
Close |
79.455 |
79.456 |
0.001 |
0.0% |
79.456 |
Range |
0.870 |
0.340 |
-0.530 |
-60.9% |
1.525 |
ATR |
0.669 |
0.646 |
-0.024 |
-3.5% |
0.000 |
Volume |
35,088 |
24,246 |
-10,842 |
-30.9% |
145,988 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.455 |
80.296 |
79.643 |
|
R3 |
80.115 |
79.956 |
79.550 |
|
R2 |
79.775 |
79.775 |
79.518 |
|
R1 |
79.616 |
79.616 |
79.487 |
79.526 |
PP |
79.435 |
79.435 |
79.435 |
79.390 |
S1 |
79.276 |
79.276 |
79.425 |
79.186 |
S2 |
79.095 |
79.095 |
79.394 |
|
S3 |
78.755 |
78.936 |
79.363 |
|
S4 |
78.415 |
78.596 |
79.269 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.045 |
83.276 |
80.295 |
|
R3 |
82.520 |
81.751 |
79.875 |
|
R2 |
80.995 |
80.995 |
79.736 |
|
R1 |
80.226 |
80.226 |
79.596 |
80.611 |
PP |
79.470 |
79.470 |
79.470 |
79.663 |
S1 |
78.701 |
78.701 |
79.316 |
79.086 |
S2 |
77.945 |
77.945 |
79.176 |
|
S3 |
76.420 |
77.176 |
79.037 |
|
S4 |
74.895 |
75.651 |
78.617 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.240 |
78.715 |
1.525 |
1.9% |
0.606 |
0.8% |
49% |
False |
False |
29,197 |
10 |
80.240 |
78.430 |
1.810 |
2.3% |
0.584 |
0.7% |
57% |
False |
False |
27,942 |
20 |
80.585 |
78.430 |
2.155 |
2.7% |
0.644 |
0.8% |
48% |
False |
False |
27,520 |
40 |
82.045 |
78.430 |
3.615 |
4.5% |
0.647 |
0.8% |
28% |
False |
False |
22,634 |
60 |
82.045 |
78.255 |
3.790 |
4.8% |
0.663 |
0.8% |
32% |
False |
False |
18,124 |
80 |
82.045 |
75.255 |
6.790 |
8.5% |
0.631 |
0.8% |
62% |
False |
False |
13,600 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.565 |
0.7% |
62% |
False |
False |
10,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.040 |
2.618 |
80.485 |
1.618 |
80.145 |
1.000 |
79.935 |
0.618 |
79.805 |
HIGH |
79.595 |
0.618 |
79.465 |
0.500 |
79.425 |
0.382 |
79.385 |
LOW |
79.255 |
0.618 |
79.045 |
1.000 |
78.915 |
1.618 |
78.705 |
2.618 |
78.365 |
4.250 |
77.810 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
79.446 |
79.720 |
PP |
79.435 |
79.632 |
S1 |
79.425 |
79.544 |
|