ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.130 |
79.235 |
0.105 |
0.1% |
78.790 |
High |
79.350 |
79.860 |
0.510 |
0.6% |
79.860 |
Low |
79.000 |
79.235 |
0.235 |
0.3% |
78.420 |
Close |
79.169 |
79.797 |
0.628 |
0.8% |
79.797 |
Range |
0.350 |
0.625 |
0.275 |
78.6% |
1.440 |
ATR |
0.494 |
0.508 |
0.014 |
2.8% |
0.000 |
Volume |
150 |
150 |
0 |
0.0% |
790 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.506 |
81.276 |
80.141 |
|
R3 |
80.881 |
80.651 |
79.969 |
|
R2 |
80.256 |
80.256 |
79.912 |
|
R1 |
80.026 |
80.026 |
79.854 |
80.141 |
PP |
79.631 |
79.631 |
79.631 |
79.688 |
S1 |
79.401 |
79.401 |
79.740 |
79.516 |
S2 |
79.006 |
79.006 |
79.682 |
|
S3 |
78.381 |
78.776 |
79.625 |
|
S4 |
77.756 |
78.151 |
79.453 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.679 |
83.178 |
80.589 |
|
R3 |
82.239 |
81.738 |
80.193 |
|
R2 |
80.799 |
80.799 |
80.061 |
|
R1 |
80.298 |
80.298 |
79.929 |
80.549 |
PP |
79.359 |
79.359 |
79.359 |
79.484 |
S1 |
78.858 |
78.858 |
79.665 |
79.109 |
S2 |
77.919 |
77.919 |
79.533 |
|
S3 |
76.479 |
77.418 |
79.401 |
|
S4 |
75.039 |
75.978 |
79.005 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.860 |
78.420 |
1.440 |
1.8% |
0.511 |
0.6% |
96% |
True |
False |
158 |
10 |
79.860 |
78.420 |
1.440 |
1.8% |
0.465 |
0.6% |
96% |
True |
False |
113 |
20 |
80.585 |
78.420 |
2.165 |
2.7% |
0.447 |
0.6% |
64% |
False |
False |
91 |
40 |
82.286 |
78.420 |
3.866 |
4.8% |
0.264 |
0.3% |
36% |
False |
False |
50 |
60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.211 |
0.3% |
36% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.516 |
2.618 |
81.496 |
1.618 |
80.871 |
1.000 |
80.485 |
0.618 |
80.246 |
HIGH |
79.860 |
0.618 |
79.621 |
0.500 |
79.548 |
0.382 |
79.474 |
LOW |
79.235 |
0.618 |
78.849 |
1.000 |
78.610 |
1.618 |
78.224 |
2.618 |
77.599 |
4.250 |
76.579 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.714 |
79.578 |
PP |
79.631 |
79.359 |
S1 |
79.548 |
79.140 |
|