ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
79.005 |
78.790 |
-0.215 |
-0.3% |
79.510 |
High |
79.110 |
79.040 |
-0.070 |
-0.1% |
79.830 |
Low |
78.580 |
78.695 |
0.115 |
0.1% |
78.580 |
Close |
78.771 |
78.906 |
0.135 |
0.2% |
78.771 |
Range |
0.530 |
0.345 |
-0.185 |
-34.9% |
1.250 |
ATR |
0.497 |
0.486 |
-0.011 |
-2.2% |
0.000 |
Volume |
85 |
167 |
82 |
96.5% |
340 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.915 |
79.756 |
79.096 |
|
R3 |
79.570 |
79.411 |
79.001 |
|
R2 |
79.225 |
79.225 |
78.969 |
|
R1 |
79.066 |
79.066 |
78.938 |
79.146 |
PP |
78.880 |
78.880 |
78.880 |
78.920 |
S1 |
78.721 |
78.721 |
78.874 |
78.801 |
S2 |
78.535 |
78.535 |
78.843 |
|
S3 |
78.190 |
78.376 |
78.811 |
|
S4 |
77.845 |
78.031 |
78.716 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.810 |
82.041 |
79.459 |
|
R3 |
81.560 |
80.791 |
79.115 |
|
R2 |
80.310 |
80.310 |
79.000 |
|
R1 |
79.541 |
79.541 |
78.886 |
79.301 |
PP |
79.060 |
79.060 |
79.060 |
78.940 |
S1 |
78.291 |
78.291 |
78.656 |
78.051 |
S2 |
77.810 |
77.810 |
78.542 |
|
S3 |
76.560 |
77.041 |
78.427 |
|
S4 |
75.310 |
75.791 |
78.084 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.830 |
78.580 |
1.250 |
1.6% |
0.446 |
0.6% |
26% |
False |
False |
95 |
10 |
80.585 |
78.580 |
2.005 |
2.5% |
0.469 |
0.6% |
16% |
False |
False |
112 |
20 |
80.585 |
78.580 |
2.005 |
2.5% |
0.344 |
0.4% |
16% |
False |
False |
62 |
40 |
82.286 |
78.580 |
3.706 |
4.7% |
0.253 |
0.3% |
9% |
False |
False |
35 |
60 |
82.286 |
78.580 |
3.706 |
4.7% |
0.174 |
0.2% |
9% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.506 |
2.618 |
79.943 |
1.618 |
79.598 |
1.000 |
79.385 |
0.618 |
79.253 |
HIGH |
79.040 |
0.618 |
78.908 |
0.500 |
78.868 |
0.382 |
78.827 |
LOW |
78.695 |
0.618 |
78.482 |
1.000 |
78.350 |
1.618 |
78.137 |
2.618 |
77.792 |
4.250 |
77.229 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
78.893 |
79.065 |
PP |
78.880 |
79.012 |
S1 |
78.868 |
78.959 |
|