ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.830 |
79.785 |
-0.045 |
-0.1% |
78.450 |
High |
79.980 |
79.815 |
-0.165 |
-0.2% |
79.515 |
Low |
79.645 |
79.100 |
-0.545 |
-0.7% |
78.120 |
Close |
79.763 |
79.179 |
-0.584 |
-0.7% |
79.462 |
Range |
0.335 |
0.715 |
0.380 |
113.4% |
1.395 |
ATR |
0.562 |
0.573 |
0.011 |
1.9% |
0.000 |
Volume |
25,374 |
24,709 |
-665 |
-2.6% |
149,141 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.510 |
81.059 |
79.572 |
|
R3 |
80.795 |
80.344 |
79.376 |
|
R2 |
80.080 |
80.080 |
79.310 |
|
R1 |
79.629 |
79.629 |
79.245 |
79.497 |
PP |
79.365 |
79.365 |
79.365 |
79.299 |
S1 |
78.914 |
78.914 |
79.113 |
78.782 |
S2 |
78.650 |
78.650 |
79.048 |
|
S3 |
77.935 |
78.199 |
78.982 |
|
S4 |
77.220 |
77.484 |
78.786 |
|
|
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 |
78.790 |
1.190 |
1.5% |
0.544 |
0.7% |
33% |
False |
False |
25,502 |
10 |
79.980 |
78.120 |
1.860 |
2.3% |
0.513 |
0.6% |
57% |
False |
False |
28,062 |
20 |
80.240 |
78.120 |
2.120 |
2.7% |
0.542 |
0.7% |
50% |
False |
False |
28,039 |
40 |
82.045 |
78.120 |
3.925 |
5.0% |
0.617 |
0.8% |
27% |
False |
False |
26,408 |
60 |
82.045 |
78.120 |
3.925 |
5.0% |
0.629 |
0.8% |
27% |
False |
False |
23,934 |
80 |
82.045 |
77.400 |
4.645 |
5.9% |
0.613 |
0.8% |
38% |
False |
False |
18,095 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.600 |
0.8% |
58% |
False |
False |
14,480 |
120 |
82.045 |
75.255 |
6.790 |
8.6% |
0.541 |
0.7% |
58% |
False |
False |
12,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.854 |
2.618 |
81.687 |
1.618 |
80.972 |
1.000 |
80.530 |
0.618 |
80.257 |
HIGH |
79.815 |
0.618 |
79.542 |
0.500 |
79.458 |
0.382 |
79.373 |
LOW |
79.100 |
0.618 |
78.658 |
1.000 |
78.385 |
1.618 |
77.943 |
2.618 |
77.228 |
4.250 |
76.061 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.458 |
79.540 |
PP |
79.365 |
79.420 |
S1 |
79.272 |
79.299 |
|