ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.370 |
79.830 |
0.460 |
0.6% |
78.450 |
High |
79.935 |
79.980 |
0.045 |
0.1% |
79.515 |
Low |
79.345 |
79.645 |
0.300 |
0.4% |
78.120 |
Close |
79.926 |
79.763 |
-0.163 |
-0.2% |
79.462 |
Range |
0.590 |
0.335 |
-0.255 |
-43.2% |
1.395 |
ATR |
0.580 |
0.562 |
-0.017 |
-3.0% |
0.000 |
Volume |
28,183 |
25,374 |
-2,809 |
-10.0% |
149,141 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.801 |
80.617 |
79.947 |
|
R3 |
80.466 |
80.282 |
79.855 |
|
R2 |
80.131 |
80.131 |
79.824 |
|
R1 |
79.947 |
79.947 |
79.794 |
79.872 |
PP |
79.796 |
79.796 |
79.796 |
79.758 |
S1 |
79.612 |
79.612 |
79.732 |
79.537 |
S2 |
79.461 |
79.461 |
79.702 |
|
S3 |
79.126 |
79.277 |
79.671 |
|
S4 |
78.791 |
78.942 |
79.579 |
|
|
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 |
79.980 |
78.690 |
1.290 |
1.6% |
0.462 |
0.6% |
83% |
True |
False |
24,724 |
10 |
79.980 |
78.120 |
1.860 |
2.3% |
0.513 |
0.6% |
88% |
True |
False |
28,984 |
20 |
80.240 |
78.120 |
2.120 |
2.7% |
0.524 |
0.7% |
78% |
False |
False |
28,083 |
40 |
82.045 |
78.120 |
3.925 |
4.9% |
0.608 |
0.8% |
42% |
False |
False |
26,141 |
60 |
82.045 |
78.120 |
3.925 |
4.9% |
0.629 |
0.8% |
42% |
False |
False |
23,584 |
80 |
82.045 |
77.375 |
4.670 |
5.9% |
0.612 |
0.8% |
51% |
False |
False |
17,786 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.595 |
0.7% |
66% |
False |
False |
14,233 |
120 |
82.045 |
75.255 |
6.790 |
8.5% |
0.535 |
0.7% |
66% |
False |
False |
11,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.404 |
2.618 |
80.857 |
1.618 |
80.522 |
1.000 |
80.315 |
0.618 |
80.187 |
HIGH |
79.980 |
0.618 |
79.852 |
0.500 |
79.813 |
0.382 |
79.773 |
LOW |
79.645 |
0.618 |
79.438 |
1.000 |
79.310 |
1.618 |
79.103 |
2.618 |
78.768 |
4.250 |
78.221 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.813 |
79.720 |
PP |
79.796 |
79.676 |
S1 |
79.780 |
79.633 |
|