ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
79.345 |
78.680 |
-0.665 |
-0.8% |
79.200 |
High |
79.370 |
78.820 |
-0.550 |
-0.7% |
79.465 |
Low |
78.655 |
78.260 |
-0.395 |
-0.5% |
78.260 |
Close |
78.886 |
78.401 |
-0.485 |
-0.6% |
78.401 |
Range |
0.715 |
0.560 |
-0.155 |
-21.7% |
1.205 |
ATR |
0.628 |
0.628 |
0.000 |
0.0% |
0.000 |
Volume |
33,931 |
34,096 |
165 |
0.5% |
113,419 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.174 |
79.847 |
78.709 |
|
R3 |
79.614 |
79.287 |
78.555 |
|
R2 |
79.054 |
79.054 |
78.504 |
|
R1 |
78.727 |
78.727 |
78.452 |
78.611 |
PP |
78.494 |
78.494 |
78.494 |
78.435 |
S1 |
78.167 |
78.167 |
78.350 |
78.051 |
S2 |
77.934 |
77.934 |
78.298 |
|
S3 |
77.374 |
77.607 |
78.247 |
|
S4 |
76.814 |
77.047 |
78.093 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.324 |
81.567 |
79.064 |
|
R3 |
81.119 |
80.362 |
78.732 |
|
R2 |
79.914 |
79.914 |
78.622 |
|
R1 |
79.157 |
79.157 |
78.511 |
78.933 |
PP |
78.709 |
78.709 |
78.709 |
78.597 |
S1 |
77.952 |
77.952 |
78.291 |
77.728 |
S2 |
77.504 |
77.504 |
78.180 |
|
S3 |
76.299 |
76.747 |
78.070 |
|
S4 |
75.094 |
75.542 |
77.738 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.595 |
78.260 |
1.335 |
1.7% |
0.493 |
0.6% |
11% |
False |
True |
27,533 |
10 |
80.240 |
78.260 |
1.980 |
2.5% |
0.582 |
0.7% |
7% |
False |
True |
28,769 |
20 |
80.240 |
78.260 |
1.980 |
2.5% |
0.608 |
0.8% |
7% |
False |
True |
27,455 |
40 |
82.045 |
78.260 |
3.785 |
4.8% |
0.652 |
0.8% |
4% |
False |
True |
24,214 |
60 |
82.045 |
78.255 |
3.790 |
4.8% |
0.662 |
0.8% |
4% |
False |
False |
20,009 |
80 |
82.045 |
77.000 |
5.045 |
6.4% |
0.620 |
0.8% |
28% |
False |
False |
15,016 |
100 |
82.045 |
75.255 |
6.790 |
8.7% |
0.580 |
0.7% |
46% |
False |
False |
12,016 |
120 |
82.045 |
75.255 |
6.790 |
8.7% |
0.505 |
0.6% |
46% |
False |
False |
10,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.200 |
2.618 |
80.286 |
1.618 |
79.726 |
1.000 |
79.380 |
0.618 |
79.166 |
HIGH |
78.820 |
0.618 |
78.606 |
0.500 |
78.540 |
0.382 |
78.474 |
LOW |
78.260 |
0.618 |
77.914 |
1.000 |
77.700 |
1.618 |
77.354 |
2.618 |
76.794 |
4.250 |
75.880 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
78.540 |
78.863 |
PP |
78.494 |
78.709 |
S1 |
78.447 |
78.555 |
|