ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 14-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.820 |
80.150 |
0.330 |
0.4% |
79.515 |
High |
80.345 |
80.620 |
0.275 |
0.3% |
80.095 |
Low |
79.690 |
80.135 |
0.445 |
0.6% |
79.100 |
Close |
80.210 |
80.536 |
0.326 |
0.4% |
80.084 |
Range |
0.655 |
0.485 |
-0.170 |
-26.0% |
0.995 |
ATR |
0.583 |
0.576 |
-0.007 |
-1.2% |
0.000 |
Volume |
38,075 |
38,980 |
905 |
2.4% |
125,782 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.885 |
81.696 |
80.803 |
|
R3 |
81.400 |
81.211 |
80.669 |
|
R2 |
80.915 |
80.915 |
80.625 |
|
R1 |
80.726 |
80.726 |
80.580 |
80.821 |
PP |
80.430 |
80.430 |
80.430 |
80.478 |
S1 |
80.241 |
80.241 |
80.492 |
80.336 |
S2 |
79.945 |
79.945 |
80.447 |
|
S3 |
79.460 |
79.756 |
80.403 |
|
S4 |
78.975 |
79.271 |
80.269 |
|
|
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 |
80.620 |
79.100 |
1.520 |
1.9% |
0.614 |
0.8% |
94% |
True |
False |
30,628 |
10 |
80.620 |
78.690 |
1.930 |
2.4% |
0.538 |
0.7% |
96% |
True |
False |
27,676 |
20 |
80.620 |
78.120 |
2.500 |
3.1% |
0.546 |
0.7% |
97% |
True |
False |
29,054 |
40 |
81.375 |
78.120 |
3.255 |
4.0% |
0.591 |
0.7% |
74% |
False |
False |
27,436 |
60 |
82.045 |
78.120 |
3.925 |
4.9% |
0.611 |
0.8% |
62% |
False |
False |
24,483 |
80 |
82.045 |
78.120 |
3.925 |
4.9% |
0.624 |
0.8% |
62% |
False |
False |
19,698 |
100 |
82.045 |
75.255 |
6.790 |
8.4% |
0.607 |
0.8% |
78% |
False |
False |
15,764 |
120 |
82.045 |
75.255 |
6.790 |
8.4% |
0.556 |
0.7% |
78% |
False |
False |
13,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.681 |
2.618 |
81.890 |
1.618 |
81.405 |
1.000 |
81.105 |
0.618 |
80.920 |
HIGH |
80.620 |
0.618 |
80.435 |
0.500 |
80.378 |
0.382 |
80.320 |
LOW |
80.135 |
0.618 |
79.835 |
1.000 |
79.650 |
1.618 |
79.350 |
2.618 |
78.865 |
4.250 |
78.074 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
80.483 |
80.409 |
PP |
80.430 |
80.282 |
S1 |
80.378 |
80.155 |
|