ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.515 |
79.370 |
-0.145 |
-0.2% |
78.450 |
High |
79.640 |
79.935 |
0.295 |
0.4% |
79.515 |
Low |
79.285 |
79.345 |
0.060 |
0.1% |
78.120 |
Close |
79.365 |
79.926 |
0.561 |
0.7% |
79.462 |
Range |
0.355 |
0.590 |
0.235 |
66.2% |
1.395 |
ATR |
0.579 |
0.580 |
0.001 |
0.1% |
0.000 |
Volume |
19,123 |
28,183 |
9,060 |
47.4% |
149,141 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.505 |
81.306 |
80.251 |
|
R3 |
80.915 |
80.716 |
80.088 |
|
R2 |
80.325 |
80.325 |
80.034 |
|
R1 |
80.126 |
80.126 |
79.980 |
80.226 |
PP |
79.735 |
79.735 |
79.735 |
79.785 |
S1 |
79.536 |
79.536 |
79.872 |
79.636 |
S2 |
79.145 |
79.145 |
79.818 |
|
S3 |
78.555 |
78.946 |
79.764 |
|
S4 |
77.965 |
78.356 |
79.602 |
|
|
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 |
79.935 |
78.120 |
1.815 |
2.3% |
0.557 |
0.7% |
100% |
True |
False |
26,885 |
10 |
79.935 |
78.120 |
1.815 |
2.3% |
0.518 |
0.6% |
100% |
True |
False |
28,649 |
20 |
80.240 |
78.120 |
2.120 |
2.7% |
0.547 |
0.7% |
85% |
False |
False |
28,536 |
40 |
82.045 |
78.120 |
3.925 |
4.9% |
0.615 |
0.8% |
46% |
False |
False |
25,915 |
60 |
82.045 |
78.120 |
3.925 |
4.9% |
0.638 |
0.8% |
46% |
False |
False |
23,225 |
80 |
82.045 |
77.375 |
4.670 |
5.8% |
0.616 |
0.8% |
55% |
False |
False |
17,470 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.596 |
0.7% |
69% |
False |
False |
13,980 |
120 |
82.045 |
75.255 |
6.790 |
8.5% |
0.535 |
0.7% |
69% |
False |
False |
11,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.443 |
2.618 |
81.480 |
1.618 |
80.890 |
1.000 |
80.525 |
0.618 |
80.300 |
HIGH |
79.935 |
0.618 |
79.710 |
0.500 |
79.640 |
0.382 |
79.570 |
LOW |
79.345 |
0.618 |
78.980 |
1.000 |
78.755 |
1.618 |
78.390 |
2.618 |
77.800 |
4.250 |
76.838 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.831 |
79.738 |
PP |
79.735 |
79.550 |
S1 |
79.640 |
79.363 |
|