ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
78.550 |
78.220 |
-0.330 |
-0.4% |
79.200 |
High |
78.640 |
78.930 |
0.290 |
0.4% |
79.465 |
Low |
78.220 |
78.120 |
-0.100 |
-0.1% |
78.260 |
Close |
78.300 |
78.794 |
0.494 |
0.6% |
78.401 |
Range |
0.420 |
0.810 |
0.390 |
92.9% |
1.205 |
ATR |
0.592 |
0.608 |
0.016 |
2.6% |
0.000 |
Volume |
27,923 |
36,179 |
8,256 |
29.6% |
113,419 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.045 |
80.729 |
79.240 |
|
R3 |
80.235 |
79.919 |
79.017 |
|
R2 |
79.425 |
79.425 |
78.943 |
|
R1 |
79.109 |
79.109 |
78.868 |
79.267 |
PP |
78.615 |
78.615 |
78.615 |
78.694 |
S1 |
78.299 |
78.299 |
78.720 |
78.457 |
S2 |
77.805 |
77.805 |
78.646 |
|
S3 |
76.995 |
77.489 |
78.571 |
|
S4 |
76.185 |
76.679 |
78.349 |
|
|
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 |
79.370 |
78.120 |
1.250 |
1.6% |
0.564 |
0.7% |
54% |
False |
True |
33,245 |
10 |
80.240 |
78.120 |
2.120 |
2.7% |
0.554 |
0.7% |
32% |
False |
True |
30,432 |
20 |
80.240 |
78.120 |
2.120 |
2.7% |
0.579 |
0.7% |
32% |
False |
True |
28,565 |
40 |
82.045 |
78.120 |
3.925 |
5.0% |
0.636 |
0.8% |
17% |
False |
True |
25,444 |
60 |
82.045 |
78.120 |
3.925 |
5.0% |
0.641 |
0.8% |
17% |
False |
True |
21,625 |
80 |
82.045 |
77.330 |
4.715 |
6.0% |
0.616 |
0.8% |
31% |
False |
False |
16,243 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.587 |
0.7% |
52% |
False |
False |
12,998 |
120 |
82.045 |
75.255 |
6.790 |
8.6% |
0.518 |
0.7% |
52% |
False |
False |
10,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.373 |
2.618 |
81.051 |
1.618 |
80.241 |
1.000 |
79.740 |
0.618 |
79.431 |
HIGH |
78.930 |
0.618 |
78.621 |
0.500 |
78.525 |
0.382 |
78.429 |
LOW |
78.120 |
0.618 |
77.619 |
1.000 |
77.310 |
1.618 |
76.809 |
2.618 |
75.999 |
4.250 |
74.678 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
78.704 |
78.704 |
PP |
78.615 |
78.615 |
S1 |
78.525 |
78.525 |
|