ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.235 |
79.800 |
0.565 |
0.7% |
78.790 |
High |
79.860 |
80.400 |
0.540 |
0.7% |
79.860 |
Low |
79.235 |
79.605 |
0.370 |
0.5% |
78.420 |
Close |
79.797 |
79.725 |
-0.072 |
-0.1% |
79.797 |
Range |
0.625 |
0.795 |
0.170 |
27.2% |
1.440 |
ATR |
0.508 |
0.529 |
0.020 |
4.0% |
0.000 |
Volume |
150 |
703 |
553 |
368.7% |
790 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.295 |
81.805 |
80.162 |
|
R3 |
81.500 |
81.010 |
79.944 |
|
R2 |
80.705 |
80.705 |
79.871 |
|
R1 |
80.215 |
80.215 |
79.798 |
80.063 |
PP |
79.910 |
79.910 |
79.910 |
79.834 |
S1 |
79.420 |
79.420 |
79.652 |
79.268 |
S2 |
79.115 |
79.115 |
79.579 |
|
S3 |
78.320 |
78.625 |
79.506 |
|
S4 |
77.525 |
77.830 |
79.288 |
|
|
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 |
80.400 |
78.420 |
1.980 |
2.5% |
0.601 |
0.8% |
66% |
True |
False |
265 |
10 |
80.400 |
78.420 |
1.980 |
2.5% |
0.524 |
0.7% |
66% |
True |
False |
180 |
20 |
80.585 |
78.420 |
2.165 |
2.7% |
0.467 |
0.6% |
60% |
False |
False |
126 |
40 |
82.286 |
78.420 |
3.866 |
4.8% |
0.284 |
0.4% |
34% |
False |
False |
67 |
60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.219 |
0.3% |
34% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.779 |
2.618 |
82.481 |
1.618 |
81.686 |
1.000 |
81.195 |
0.618 |
80.891 |
HIGH |
80.400 |
0.618 |
80.096 |
0.500 |
80.003 |
0.382 |
79.909 |
LOW |
79.605 |
0.618 |
79.114 |
1.000 |
78.810 |
1.618 |
78.319 |
2.618 |
77.524 |
4.250 |
76.226 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
80.003 |
79.717 |
PP |
79.910 |
79.708 |
S1 |
79.818 |
79.700 |
|