ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
80.630 |
80.230 |
-0.400 |
-0.5% |
80.025 |
High |
80.725 |
80.385 |
-0.340 |
-0.4% |
80.725 |
Low |
80.025 |
79.730 |
-0.295 |
-0.4% |
79.690 |
Close |
80.136 |
79.734 |
-0.402 |
-0.5% |
79.734 |
Range |
0.700 |
0.655 |
-0.045 |
-6.4% |
1.035 |
ATR |
0.585 |
0.590 |
0.005 |
0.9% |
0.000 |
Volume |
21,511 |
2,045 |
-19,466 |
-90.5% |
123,598 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.915 |
81.479 |
80.094 |
|
R3 |
81.260 |
80.824 |
79.914 |
|
R2 |
80.605 |
80.605 |
79.854 |
|
R1 |
80.169 |
80.169 |
79.794 |
80.060 |
PP |
79.950 |
79.950 |
79.950 |
79.895 |
S1 |
79.514 |
79.514 |
79.674 |
79.405 |
S2 |
79.295 |
79.295 |
79.614 |
|
S3 |
78.640 |
78.859 |
79.554 |
|
S4 |
77.985 |
78.204 |
79.374 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.155 |
82.479 |
80.303 |
|
R3 |
82.120 |
81.444 |
80.019 |
|
R2 |
81.085 |
81.085 |
79.924 |
|
R1 |
80.409 |
80.409 |
79.829 |
80.230 |
PP |
80.050 |
80.050 |
80.050 |
79.960 |
S1 |
79.374 |
79.374 |
79.639 |
79.195 |
S2 |
79.015 |
79.015 |
79.544 |
|
S3 |
77.980 |
78.339 |
79.449 |
|
S4 |
76.945 |
77.304 |
79.165 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.725 |
79.690 |
1.035 |
1.3% |
0.562 |
0.7% |
4% |
False |
False |
24,719 |
10 |
80.725 |
79.100 |
1.625 |
2.0% |
0.571 |
0.7% |
39% |
False |
False |
24,938 |
20 |
80.725 |
78.120 |
2.605 |
3.3% |
0.537 |
0.7% |
62% |
False |
False |
26,809 |
40 |
80.725 |
78.120 |
2.605 |
3.3% |
0.593 |
0.7% |
62% |
False |
False |
26,929 |
60 |
82.045 |
78.120 |
3.925 |
4.9% |
0.620 |
0.8% |
41% |
False |
False |
24,004 |
80 |
82.045 |
78.120 |
3.925 |
4.9% |
0.633 |
0.8% |
41% |
False |
False |
19,993 |
100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.611 |
0.8% |
66% |
False |
False |
15,999 |
120 |
82.045 |
75.255 |
6.790 |
8.5% |
0.561 |
0.7% |
66% |
False |
False |
13,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.169 |
2.618 |
82.100 |
1.618 |
81.445 |
1.000 |
81.040 |
0.618 |
80.790 |
HIGH |
80.385 |
0.618 |
80.135 |
0.500 |
80.058 |
0.382 |
79.980 |
LOW |
79.730 |
0.618 |
79.325 |
1.000 |
79.075 |
1.618 |
78.670 |
2.618 |
78.015 |
4.250 |
76.946 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
80.058 |
80.228 |
PP |
79.950 |
80.063 |
S1 |
79.842 |
79.899 |
|