ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.785 |
79.225 |
-0.560 |
-0.7% |
79.515 |
High |
79.815 |
80.095 |
0.280 |
0.4% |
80.095 |
Low |
79.100 |
79.195 |
0.095 |
0.1% |
79.100 |
Close |
79.179 |
80.084 |
0.905 |
1.1% |
80.084 |
Range |
0.715 |
0.900 |
0.185 |
25.9% |
0.995 |
ATR |
0.573 |
0.598 |
0.024 |
4.3% |
0.000 |
Volume |
24,709 |
28,393 |
3,684 |
14.9% |
125,782 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.491 |
82.188 |
80.579 |
|
R3 |
81.591 |
81.288 |
80.332 |
|
R2 |
80.691 |
80.691 |
80.249 |
|
R1 |
80.388 |
80.388 |
80.167 |
80.540 |
PP |
79.791 |
79.791 |
79.791 |
79.867 |
S1 |
79.488 |
79.488 |
80.002 |
79.640 |
S2 |
78.891 |
78.891 |
79.919 |
|
S3 |
77.991 |
78.588 |
79.837 |
|
S4 |
77.091 |
77.688 |
79.589 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.745 |
82.409 |
80.631 |
|
R3 |
81.750 |
81.414 |
80.358 |
|
R2 |
80.755 |
80.755 |
80.266 |
|
R1 |
80.419 |
80.419 |
80.175 |
80.587 |
PP |
79.760 |
79.760 |
79.760 |
79.844 |
S1 |
79.424 |
79.424 |
79.993 |
79.592 |
S2 |
78.765 |
78.765 |
79.902 |
|
S3 |
77.770 |
78.429 |
79.810 |
|
S4 |
76.775 |
77.434 |
79.537 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.095 |
79.100 |
0.995 |
1.2% |
0.579 |
0.7% |
99% |
True |
False |
25,156 |
10 |
80.095 |
78.120 |
1.975 |
2.5% |
0.547 |
0.7% |
99% |
True |
False |
27,492 |
20 |
80.240 |
78.120 |
2.120 |
2.6% |
0.564 |
0.7% |
93% |
False |
False |
28,131 |
40 |
82.045 |
78.120 |
3.925 |
4.9% |
0.622 |
0.8% |
50% |
False |
False |
26,633 |
60 |
82.045 |
78.120 |
3.925 |
4.9% |
0.625 |
0.8% |
50% |
False |
False |
24,112 |
80 |
82.045 |
78.120 |
3.925 |
4.9% |
0.619 |
0.8% |
50% |
False |
False |
18,449 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.603 |
0.8% |
71% |
False |
False |
14,764 |
120 |
82.045 |
75.255 |
6.790 |
8.5% |
0.548 |
0.7% |
71% |
False |
False |
12,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.920 |
2.618 |
82.451 |
1.618 |
81.551 |
1.000 |
80.995 |
0.618 |
80.651 |
HIGH |
80.095 |
0.618 |
79.751 |
0.500 |
79.645 |
0.382 |
79.539 |
LOW |
79.195 |
0.618 |
78.639 |
1.000 |
78.295 |
1.618 |
77.739 |
2.618 |
76.839 |
4.250 |
75.370 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.938 |
79.922 |
PP |
79.791 |
79.760 |
S1 |
79.645 |
79.598 |
|