ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
79.200 |
79.200 |
0.000 |
0.0% |
78.950 |
High |
79.360 |
79.465 |
0.105 |
0.1% |
80.240 |
Low |
78.895 |
79.080 |
0.185 |
0.2% |
78.715 |
Close |
79.175 |
79.270 |
0.095 |
0.1% |
79.456 |
Range |
0.465 |
0.385 |
-0.080 |
-17.2% |
1.525 |
ATR |
0.640 |
0.622 |
-0.018 |
-2.8% |
0.000 |
Volume |
23,373 |
22,019 |
-1,354 |
-5.8% |
145,988 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.427 |
80.233 |
79.482 |
|
R3 |
80.042 |
79.848 |
79.376 |
|
R2 |
79.657 |
79.657 |
79.341 |
|
R1 |
79.463 |
79.463 |
79.305 |
79.560 |
PP |
79.272 |
79.272 |
79.272 |
79.320 |
S1 |
79.078 |
79.078 |
79.235 |
79.175 |
S2 |
78.887 |
78.887 |
79.199 |
|
S3 |
78.502 |
78.693 |
79.164 |
|
S4 |
78.117 |
78.308 |
79.058 |
|
|
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 |
78.895 |
1.345 |
1.7% |
0.544 |
0.7% |
28% |
False |
False |
27,619 |
10 |
80.240 |
78.430 |
1.810 |
2.3% |
0.535 |
0.7% |
46% |
False |
False |
27,181 |
20 |
80.505 |
78.430 |
2.075 |
2.6% |
0.617 |
0.8% |
40% |
False |
False |
27,305 |
40 |
82.045 |
78.430 |
3.615 |
4.6% |
0.633 |
0.8% |
23% |
False |
False |
22,834 |
60 |
82.045 |
78.255 |
3.790 |
4.8% |
0.659 |
0.8% |
27% |
False |
False |
18,879 |
80 |
82.045 |
75.500 |
6.545 |
8.3% |
0.620 |
0.8% |
58% |
False |
False |
14,167 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.571 |
0.7% |
59% |
False |
False |
11,335 |
120 |
82.045 |
75.255 |
6.790 |
8.6% |
0.495 |
0.6% |
59% |
False |
False |
9,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.101 |
2.618 |
80.473 |
1.618 |
80.088 |
1.000 |
79.850 |
0.618 |
79.703 |
HIGH |
79.465 |
0.618 |
79.318 |
0.500 |
79.273 |
0.382 |
79.227 |
LOW |
79.080 |
0.618 |
78.842 |
1.000 |
78.695 |
1.618 |
78.457 |
2.618 |
78.072 |
4.250 |
77.444 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
79.273 |
79.262 |
PP |
79.272 |
79.253 |
S1 |
79.271 |
79.245 |
|