ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
78.860 |
78.590 |
-0.270 |
-0.3% |
79.510 |
High |
78.995 |
79.260 |
0.265 |
0.3% |
79.830 |
Low |
78.600 |
78.420 |
-0.180 |
-0.2% |
78.580 |
Close |
78.625 |
79.131 |
0.506 |
0.6% |
78.771 |
Range |
0.395 |
0.840 |
0.445 |
112.7% |
1.250 |
ATR |
0.480 |
0.505 |
0.026 |
5.4% |
0.000 |
Volume |
120 |
203 |
83 |
69.2% |
340 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.457 |
81.134 |
79.593 |
|
R3 |
80.617 |
80.294 |
79.362 |
|
R2 |
79.777 |
79.777 |
79.285 |
|
R1 |
79.454 |
79.454 |
79.208 |
79.616 |
PP |
78.937 |
78.937 |
78.937 |
79.018 |
S1 |
78.614 |
78.614 |
79.054 |
78.776 |
S2 |
78.097 |
78.097 |
78.977 |
|
S3 |
77.257 |
77.774 |
78.900 |
|
S4 |
76.417 |
76.934 |
78.669 |
|
|
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 |
79.550 |
78.420 |
1.130 |
1.4% |
0.535 |
0.7% |
63% |
False |
True |
132 |
10 |
80.585 |
78.420 |
2.165 |
2.7% |
0.485 |
0.6% |
33% |
False |
True |
110 |
20 |
80.585 |
78.420 |
2.165 |
2.7% |
0.406 |
0.5% |
33% |
False |
True |
76 |
40 |
82.286 |
78.420 |
3.866 |
4.9% |
0.259 |
0.3% |
18% |
False |
True |
43 |
60 |
82.286 |
78.420 |
3.866 |
4.9% |
0.194 |
0.2% |
18% |
False |
True |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.830 |
2.618 |
81.459 |
1.618 |
80.619 |
1.000 |
80.100 |
0.618 |
79.779 |
HIGH |
79.260 |
0.618 |
78.939 |
0.500 |
78.840 |
0.382 |
78.741 |
LOW |
78.420 |
0.618 |
77.901 |
1.000 |
77.580 |
1.618 |
77.061 |
2.618 |
76.221 |
4.250 |
74.850 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
79.034 |
79.034 |
PP |
78.937 |
78.937 |
S1 |
78.840 |
78.840 |
|