ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
78.680 |
78.450 |
-0.230 |
-0.3% |
79.200 |
High |
78.820 |
78.715 |
-0.105 |
-0.1% |
79.465 |
Low |
78.260 |
78.400 |
0.140 |
0.2% |
78.260 |
Close |
78.401 |
78.578 |
0.177 |
0.2% |
78.401 |
Range |
0.560 |
0.315 |
-0.245 |
-43.8% |
1.205 |
ATR |
0.628 |
0.606 |
-0.022 |
-3.6% |
0.000 |
Volume |
34,096 |
34,098 |
2 |
0.0% |
113,419 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.509 |
79.359 |
78.751 |
|
R3 |
79.194 |
79.044 |
78.665 |
|
R2 |
78.879 |
78.879 |
78.636 |
|
R1 |
78.729 |
78.729 |
78.607 |
78.804 |
PP |
78.564 |
78.564 |
78.564 |
78.602 |
S1 |
78.414 |
78.414 |
78.549 |
78.489 |
S2 |
78.249 |
78.249 |
78.520 |
|
S3 |
77.934 |
78.099 |
78.491 |
|
S4 |
77.619 |
77.784 |
78.405 |
|
|
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 |
79.465 |
78.260 |
1.205 |
1.5% |
0.488 |
0.6% |
26% |
False |
False |
29,503 |
10 |
80.240 |
78.260 |
1.980 |
2.5% |
0.547 |
0.7% |
16% |
False |
False |
29,350 |
20 |
80.240 |
78.260 |
1.980 |
2.5% |
0.587 |
0.7% |
16% |
False |
False |
27,725 |
40 |
82.045 |
78.260 |
3.785 |
4.8% |
0.635 |
0.8% |
8% |
False |
False |
24,539 |
60 |
82.045 |
78.255 |
3.790 |
4.8% |
0.654 |
0.8% |
9% |
False |
False |
20,575 |
80 |
82.045 |
77.160 |
4.885 |
6.2% |
0.613 |
0.8% |
29% |
False |
False |
15,442 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.584 |
0.7% |
49% |
False |
False |
12,357 |
120 |
82.045 |
75.255 |
6.790 |
8.6% |
0.508 |
0.6% |
49% |
False |
False |
10,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.054 |
2.618 |
79.540 |
1.618 |
79.225 |
1.000 |
79.030 |
0.618 |
78.910 |
HIGH |
78.715 |
0.618 |
78.595 |
0.500 |
78.558 |
0.382 |
78.520 |
LOW |
78.400 |
0.618 |
78.205 |
1.000 |
78.085 |
1.618 |
77.890 |
2.618 |
77.575 |
4.250 |
77.061 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
78.571 |
78.815 |
PP |
78.564 |
78.736 |
S1 |
78.558 |
78.657 |
|