ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
78.800 |
78.825 |
0.025 |
0.0% |
78.450 |
High |
78.995 |
79.515 |
0.520 |
0.7% |
79.515 |
Low |
78.690 |
78.790 |
0.100 |
0.1% |
78.120 |
Close |
78.825 |
79.462 |
0.637 |
0.8% |
79.462 |
Range |
0.305 |
0.725 |
0.420 |
137.7% |
1.395 |
ATR |
0.586 |
0.596 |
0.010 |
1.7% |
0.000 |
Volume |
20,819 |
30,122 |
9,303 |
44.7% |
149,141 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.431 |
81.171 |
79.861 |
|
R3 |
80.706 |
80.446 |
79.661 |
|
R2 |
79.981 |
79.981 |
79.595 |
|
R1 |
79.721 |
79.721 |
79.528 |
79.851 |
PP |
79.256 |
79.256 |
79.256 |
79.321 |
S1 |
78.996 |
78.996 |
79.396 |
79.126 |
S2 |
78.531 |
78.531 |
79.329 |
|
S3 |
77.806 |
78.271 |
79.263 |
|
S4 |
77.081 |
77.546 |
79.063 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.217 |
82.735 |
80.229 |
|
R3 |
81.822 |
81.340 |
79.846 |
|
R2 |
80.427 |
80.427 |
79.718 |
|
R1 |
79.945 |
79.945 |
79.590 |
80.186 |
PP |
79.032 |
79.032 |
79.032 |
79.153 |
S1 |
78.550 |
78.550 |
79.334 |
78.791 |
S2 |
77.637 |
77.637 |
79.206 |
|
S3 |
76.242 |
77.155 |
79.078 |
|
S4 |
74.847 |
75.760 |
78.695 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.515 |
78.120 |
1.395 |
1.8% |
0.515 |
0.6% |
96% |
True |
False |
29,828 |
10 |
79.595 |
78.120 |
1.475 |
1.9% |
0.504 |
0.6% |
91% |
False |
False |
28,680 |
20 |
80.240 |
78.120 |
2.120 |
2.7% |
0.561 |
0.7% |
63% |
False |
False |
28,388 |
40 |
82.045 |
78.120 |
3.925 |
4.9% |
0.632 |
0.8% |
34% |
False |
False |
25,864 |
60 |
82.045 |
78.120 |
3.925 |
4.9% |
0.637 |
0.8% |
34% |
False |
False |
22,461 |
80 |
82.045 |
77.330 |
4.715 |
5.9% |
0.616 |
0.8% |
45% |
False |
False |
16,879 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.590 |
0.7% |
62% |
False |
False |
13,507 |
120 |
82.045 |
75.255 |
6.790 |
8.5% |
0.527 |
0.7% |
62% |
False |
False |
11,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.596 |
2.618 |
81.413 |
1.618 |
80.688 |
1.000 |
80.240 |
0.618 |
79.963 |
HIGH |
79.515 |
0.618 |
79.238 |
0.500 |
79.153 |
0.382 |
79.067 |
LOW |
78.790 |
0.618 |
78.342 |
1.000 |
78.065 |
1.618 |
77.617 |
2.618 |
76.892 |
4.250 |
75.709 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.359 |
79.247 |
PP |
79.256 |
79.032 |
S1 |
79.153 |
78.818 |
|