ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 12-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.225 |
80.025 |
0.800 |
1.0% |
79.515 |
High |
80.095 |
80.160 |
0.065 |
0.1% |
80.095 |
Low |
79.195 |
79.845 |
0.650 |
0.8% |
79.100 |
Close |
80.084 |
79.913 |
-0.171 |
-0.2% |
80.084 |
Range |
0.900 |
0.315 |
-0.585 |
-65.0% |
0.995 |
ATR |
0.598 |
0.578 |
-0.020 |
-3.4% |
0.000 |
Volume |
28,393 |
22,987 |
-5,406 |
-19.0% |
125,782 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.918 |
80.730 |
80.086 |
|
R3 |
80.603 |
80.415 |
80.000 |
|
R2 |
80.288 |
80.288 |
79.971 |
|
R1 |
80.100 |
80.100 |
79.942 |
80.037 |
PP |
79.973 |
79.973 |
79.973 |
79.941 |
S1 |
79.785 |
79.785 |
79.884 |
79.722 |
S2 |
79.658 |
79.658 |
79.855 |
|
S3 |
79.343 |
79.470 |
79.826 |
|
S4 |
79.028 |
79.155 |
79.740 |
|
|
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 |
80.160 |
79.100 |
1.060 |
1.3% |
0.571 |
0.7% |
77% |
True |
False |
25,929 |
10 |
80.160 |
78.120 |
2.040 |
2.6% |
0.547 |
0.7% |
88% |
True |
False |
26,381 |
20 |
80.240 |
78.120 |
2.120 |
2.7% |
0.547 |
0.7% |
85% |
False |
False |
27,865 |
40 |
82.045 |
78.120 |
3.925 |
4.9% |
0.612 |
0.8% |
46% |
False |
False |
26,676 |
60 |
82.045 |
78.120 |
3.925 |
4.9% |
0.612 |
0.8% |
46% |
False |
False |
24,134 |
80 |
82.045 |
78.120 |
3.925 |
4.9% |
0.620 |
0.8% |
46% |
False |
False |
18,736 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.601 |
0.8% |
69% |
False |
False |
14,994 |
120 |
82.045 |
75.255 |
6.790 |
8.5% |
0.550 |
0.7% |
69% |
False |
False |
12,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.499 |
2.618 |
80.985 |
1.618 |
80.670 |
1.000 |
80.475 |
0.618 |
80.355 |
HIGH |
80.160 |
0.618 |
80.040 |
0.500 |
80.003 |
0.382 |
79.965 |
LOW |
79.845 |
0.618 |
79.650 |
1.000 |
79.530 |
1.618 |
79.335 |
2.618 |
79.020 |
4.250 |
78.506 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
80.003 |
79.819 |
PP |
79.973 |
79.724 |
S1 |
79.943 |
79.630 |
|