ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 06-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.800 |
79.725 |
-0.075 |
-0.1% |
78.790 |
High |
80.400 |
80.475 |
0.075 |
0.1% |
79.860 |
Low |
79.605 |
79.710 |
0.105 |
0.1% |
78.420 |
Close |
79.725 |
80.371 |
0.646 |
0.8% |
79.797 |
Range |
0.795 |
0.765 |
-0.030 |
-3.8% |
1.440 |
ATR |
0.529 |
0.546 |
0.017 |
3.2% |
0.000 |
Volume |
703 |
1,920 |
1,217 |
173.1% |
790 |
|
Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.480 |
82.191 |
80.792 |
|
R3 |
81.715 |
81.426 |
80.581 |
|
R2 |
80.950 |
80.950 |
80.511 |
|
R1 |
80.661 |
80.661 |
80.441 |
80.806 |
PP |
80.185 |
80.185 |
80.185 |
80.258 |
S1 |
79.896 |
79.896 |
80.301 |
80.041 |
S2 |
79.420 |
79.420 |
80.231 |
|
S3 |
78.655 |
79.131 |
80.161 |
|
S4 |
77.890 |
78.366 |
79.950 |
|
|
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 |
80.475 |
78.420 |
2.055 |
2.6% |
0.675 |
0.8% |
95% |
True |
False |
625 |
10 |
80.475 |
78.420 |
2.055 |
2.6% |
0.549 |
0.7% |
95% |
True |
False |
363 |
20 |
80.585 |
78.420 |
2.165 |
2.7% |
0.459 |
0.6% |
90% |
False |
False |
221 |
40 |
82.286 |
78.420 |
3.866 |
4.8% |
0.303 |
0.4% |
50% |
False |
False |
115 |
60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.231 |
0.3% |
50% |
False |
False |
90 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.726 |
2.618 |
82.478 |
1.618 |
81.713 |
1.000 |
81.240 |
0.618 |
80.948 |
HIGH |
80.475 |
0.618 |
80.183 |
0.500 |
80.093 |
0.382 |
80.002 |
LOW |
79.710 |
0.618 |
79.237 |
1.000 |
78.945 |
1.618 |
78.472 |
2.618 |
77.707 |
4.250 |
76.459 |
|
|
Fisher Pivots for day following 06-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
80.278 |
80.199 |
PP |
80.185 |
80.027 |
S1 |
80.093 |
79.855 |
|