ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
78.450 |
78.550 |
0.100 |
0.1% |
79.200 |
High |
78.715 |
78.640 |
-0.075 |
-0.1% |
79.465 |
Low |
78.400 |
78.220 |
-0.180 |
-0.2% |
78.260 |
Close |
78.578 |
78.300 |
-0.278 |
-0.4% |
78.401 |
Range |
0.315 |
0.420 |
0.105 |
33.3% |
1.205 |
ATR |
0.606 |
0.592 |
-0.013 |
-2.2% |
0.000 |
Volume |
34,098 |
27,923 |
-6,175 |
-18.1% |
113,419 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.647 |
79.393 |
78.531 |
|
R3 |
79.227 |
78.973 |
78.416 |
|
R2 |
78.807 |
78.807 |
78.377 |
|
R1 |
78.553 |
78.553 |
78.339 |
78.470 |
PP |
78.387 |
78.387 |
78.387 |
78.345 |
S1 |
78.133 |
78.133 |
78.262 |
78.050 |
S2 |
77.967 |
77.967 |
78.223 |
|
S3 |
77.547 |
77.713 |
78.185 |
|
S4 |
77.127 |
77.293 |
78.069 |
|
|
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 |
78.220 |
1.245 |
1.6% |
0.479 |
0.6% |
6% |
False |
True |
30,413 |
10 |
80.240 |
78.220 |
2.020 |
2.6% |
0.548 |
0.7% |
4% |
False |
True |
30,064 |
20 |
80.240 |
78.220 |
2.020 |
2.6% |
0.577 |
0.7% |
4% |
False |
True |
28,003 |
40 |
82.045 |
78.220 |
3.825 |
4.9% |
0.632 |
0.8% |
2% |
False |
True |
24,850 |
60 |
82.045 |
78.220 |
3.825 |
4.9% |
0.634 |
0.8% |
2% |
False |
True |
21,037 |
80 |
82.045 |
77.160 |
4.885 |
6.2% |
0.615 |
0.8% |
23% |
False |
False |
15,791 |
100 |
82.045 |
75.255 |
6.790 |
8.7% |
0.583 |
0.7% |
45% |
False |
False |
12,636 |
120 |
82.045 |
75.255 |
6.790 |
8.7% |
0.511 |
0.7% |
45% |
False |
False |
10,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.425 |
2.618 |
79.740 |
1.618 |
79.320 |
1.000 |
79.060 |
0.618 |
78.900 |
HIGH |
78.640 |
0.618 |
78.480 |
0.500 |
78.430 |
0.382 |
78.380 |
LOW |
78.220 |
0.618 |
77.960 |
1.000 |
77.800 |
1.618 |
77.540 |
2.618 |
77.120 |
4.250 |
76.435 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
78.430 |
78.520 |
PP |
78.387 |
78.447 |
S1 |
78.343 |
78.373 |
|