ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
79.200 |
79.345 |
0.145 |
0.2% |
78.950 |
High |
79.465 |
79.370 |
-0.095 |
-0.1% |
80.240 |
Low |
79.080 |
78.655 |
-0.425 |
-0.5% |
78.715 |
Close |
79.270 |
78.886 |
-0.384 |
-0.5% |
79.456 |
Range |
0.385 |
0.715 |
0.330 |
85.7% |
1.525 |
ATR |
0.622 |
0.628 |
0.007 |
1.1% |
0.000 |
Volume |
22,019 |
33,931 |
11,912 |
54.1% |
145,988 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.115 |
80.716 |
79.279 |
|
R3 |
80.400 |
80.001 |
79.083 |
|
R2 |
79.685 |
79.685 |
79.017 |
|
R1 |
79.286 |
79.286 |
78.952 |
79.128 |
PP |
78.970 |
78.970 |
78.970 |
78.892 |
S1 |
78.571 |
78.571 |
78.820 |
78.413 |
S2 |
78.255 |
78.255 |
78.755 |
|
S3 |
77.540 |
77.856 |
78.689 |
|
S4 |
76.825 |
77.141 |
78.493 |
|
|
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 |
78.655 |
1.585 |
2.0% |
0.555 |
0.7% |
15% |
False |
True |
27,731 |
10 |
80.240 |
78.430 |
1.810 |
2.3% |
0.572 |
0.7% |
25% |
False |
False |
28,016 |
20 |
80.240 |
78.430 |
1.810 |
2.3% |
0.603 |
0.8% |
25% |
False |
False |
27,194 |
40 |
82.045 |
78.430 |
3.615 |
4.6% |
0.643 |
0.8% |
13% |
False |
False |
23,503 |
60 |
82.045 |
78.255 |
3.790 |
4.8% |
0.663 |
0.8% |
17% |
False |
False |
19,444 |
80 |
82.045 |
75.875 |
6.170 |
7.8% |
0.626 |
0.8% |
49% |
False |
False |
14,590 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.578 |
0.7% |
53% |
False |
False |
11,675 |
120 |
82.045 |
75.255 |
6.790 |
8.6% |
0.501 |
0.6% |
53% |
False |
False |
9,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.409 |
2.618 |
81.242 |
1.618 |
80.527 |
1.000 |
80.085 |
0.618 |
79.812 |
HIGH |
79.370 |
0.618 |
79.097 |
0.500 |
79.013 |
0.382 |
78.928 |
LOW |
78.655 |
0.618 |
78.213 |
1.000 |
77.940 |
1.618 |
77.498 |
2.618 |
76.783 |
4.250 |
75.616 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
79.013 |
79.060 |
PP |
78.970 |
79.002 |
S1 |
78.928 |
78.944 |
|