ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
80.025 |
79.820 |
-0.205 |
-0.3% |
79.515 |
High |
80.160 |
80.345 |
0.185 |
0.2% |
80.095 |
Low |
79.845 |
79.690 |
-0.155 |
-0.2% |
79.100 |
Close |
79.913 |
80.210 |
0.297 |
0.4% |
80.084 |
Range |
0.315 |
0.655 |
0.340 |
107.9% |
0.995 |
ATR |
0.578 |
0.583 |
0.006 |
1.0% |
0.000 |
Volume |
22,987 |
38,075 |
15,088 |
65.6% |
125,782 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.047 |
81.783 |
80.570 |
|
R3 |
81.392 |
81.128 |
80.390 |
|
R2 |
80.737 |
80.737 |
80.330 |
|
R1 |
80.473 |
80.473 |
80.270 |
80.605 |
PP |
80.082 |
80.082 |
80.082 |
80.148 |
S1 |
79.818 |
79.818 |
80.150 |
79.950 |
S2 |
79.427 |
79.427 |
80.090 |
|
S3 |
78.772 |
79.163 |
80.030 |
|
S4 |
78.117 |
78.508 |
79.850 |
|
|
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 |
80.345 |
79.100 |
1.245 |
1.6% |
0.584 |
0.7% |
89% |
True |
False |
27,907 |
10 |
80.345 |
78.120 |
2.225 |
2.8% |
0.571 |
0.7% |
94% |
True |
False |
27,396 |
20 |
80.345 |
78.120 |
2.225 |
2.8% |
0.559 |
0.7% |
94% |
True |
False |
28,730 |
40 |
81.680 |
78.120 |
3.560 |
4.4% |
0.596 |
0.7% |
59% |
False |
False |
26,967 |
60 |
82.045 |
78.120 |
3.925 |
4.9% |
0.612 |
0.8% |
53% |
False |
False |
24,266 |
80 |
82.045 |
78.120 |
3.925 |
4.9% |
0.624 |
0.8% |
53% |
False |
False |
19,212 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.603 |
0.8% |
73% |
False |
False |
15,374 |
120 |
82.045 |
75.255 |
6.790 |
8.5% |
0.555 |
0.7% |
73% |
False |
False |
12,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.129 |
2.618 |
82.060 |
1.618 |
81.405 |
1.000 |
81.000 |
0.618 |
80.750 |
HIGH |
80.345 |
0.618 |
80.095 |
0.500 |
80.018 |
0.382 |
79.940 |
LOW |
79.690 |
0.618 |
79.285 |
1.000 |
79.035 |
1.618 |
78.630 |
2.618 |
77.975 |
4.250 |
76.906 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
80.146 |
80.063 |
PP |
80.082 |
79.917 |
S1 |
80.018 |
79.770 |
|