ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
78.825 |
79.515 |
0.690 |
0.9% |
78.450 |
High |
79.515 |
79.640 |
0.125 |
0.2% |
79.515 |
Low |
78.790 |
79.285 |
0.495 |
0.6% |
78.120 |
Close |
79.462 |
79.365 |
-0.097 |
-0.1% |
79.462 |
Range |
0.725 |
0.355 |
-0.370 |
-51.0% |
1.395 |
ATR |
0.596 |
0.579 |
-0.017 |
-2.9% |
0.000 |
Volume |
30,122 |
19,123 |
-10,999 |
-36.5% |
149,141 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.495 |
80.285 |
79.560 |
|
R3 |
80.140 |
79.930 |
79.463 |
|
R2 |
79.785 |
79.785 |
79.430 |
|
R1 |
79.575 |
79.575 |
79.398 |
79.503 |
PP |
79.430 |
79.430 |
79.430 |
79.394 |
S1 |
79.220 |
79.220 |
79.332 |
79.148 |
S2 |
79.075 |
79.075 |
79.300 |
|
S3 |
78.720 |
78.865 |
79.267 |
|
S4 |
78.365 |
78.510 |
79.170 |
|
|
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 |
79.640 |
78.120 |
1.520 |
1.9% |
0.523 |
0.7% |
82% |
True |
False |
26,833 |
10 |
79.640 |
78.120 |
1.520 |
1.9% |
0.506 |
0.6% |
82% |
True |
False |
28,168 |
20 |
80.240 |
78.120 |
2.120 |
2.7% |
0.545 |
0.7% |
59% |
False |
False |
28,055 |
40 |
82.045 |
78.120 |
3.925 |
4.9% |
0.617 |
0.8% |
32% |
False |
False |
25,878 |
60 |
82.045 |
78.120 |
3.925 |
4.9% |
0.636 |
0.8% |
32% |
False |
False |
22,762 |
80 |
82.045 |
77.375 |
4.670 |
5.9% |
0.618 |
0.8% |
43% |
False |
False |
17,118 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.594 |
0.7% |
61% |
False |
False |
13,698 |
120 |
82.045 |
75.255 |
6.790 |
8.6% |
0.530 |
0.7% |
61% |
False |
False |
11,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.149 |
2.618 |
80.569 |
1.618 |
80.214 |
1.000 |
79.995 |
0.618 |
79.859 |
HIGH |
79.640 |
0.618 |
79.504 |
0.500 |
79.463 |
0.382 |
79.421 |
LOW |
79.285 |
0.618 |
79.066 |
1.000 |
78.930 |
1.618 |
78.711 |
2.618 |
78.356 |
4.250 |
77.776 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.463 |
79.298 |
PP |
79.430 |
79.232 |
S1 |
79.398 |
79.165 |
|