ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
80.150 |
80.630 |
0.480 |
0.6% |
79.515 |
High |
80.620 |
80.725 |
0.105 |
0.1% |
80.095 |
Low |
80.135 |
80.025 |
-0.110 |
-0.1% |
79.100 |
Close |
80.536 |
80.136 |
-0.400 |
-0.5% |
80.084 |
Range |
0.485 |
0.700 |
0.215 |
44.3% |
0.995 |
ATR |
0.576 |
0.585 |
0.009 |
1.5% |
0.000 |
Volume |
38,980 |
21,511 |
-17,469 |
-44.8% |
125,782 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.395 |
81.966 |
80.521 |
|
R3 |
81.695 |
81.266 |
80.329 |
|
R2 |
80.995 |
80.995 |
80.264 |
|
R1 |
80.566 |
80.566 |
80.200 |
80.431 |
PP |
80.295 |
80.295 |
80.295 |
80.228 |
S1 |
79.866 |
79.866 |
80.072 |
79.731 |
S2 |
79.595 |
79.595 |
80.008 |
|
S3 |
78.895 |
79.166 |
79.944 |
|
S4 |
78.195 |
78.466 |
79.751 |
|
|
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 |
80.725 |
79.195 |
1.530 |
1.9% |
0.611 |
0.8% |
62% |
True |
False |
29,989 |
10 |
80.725 |
78.790 |
1.935 |
2.4% |
0.578 |
0.7% |
70% |
True |
False |
27,745 |
20 |
80.725 |
78.120 |
2.605 |
3.3% |
0.548 |
0.7% |
77% |
True |
False |
28,461 |
40 |
80.805 |
78.120 |
2.685 |
3.4% |
0.591 |
0.7% |
75% |
False |
False |
27,418 |
60 |
82.045 |
78.120 |
3.925 |
4.9% |
0.616 |
0.8% |
51% |
False |
False |
24,246 |
80 |
82.045 |
78.120 |
3.925 |
4.9% |
0.630 |
0.8% |
51% |
False |
False |
19,967 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.608 |
0.8% |
72% |
False |
False |
15,979 |
120 |
82.045 |
75.255 |
6.790 |
8.5% |
0.562 |
0.7% |
72% |
False |
False |
13,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.700 |
2.618 |
82.558 |
1.618 |
81.858 |
1.000 |
81.425 |
0.618 |
81.158 |
HIGH |
80.725 |
0.618 |
80.458 |
0.500 |
80.375 |
0.382 |
80.292 |
LOW |
80.025 |
0.618 |
79.592 |
1.000 |
79.325 |
1.618 |
78.892 |
2.618 |
78.192 |
4.250 |
77.050 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
80.375 |
80.208 |
PP |
80.295 |
80.184 |
S1 |
80.216 |
80.160 |
|