ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.725 |
80.180 |
0.455 |
0.6% |
78.790 |
High |
80.475 |
80.405 |
-0.070 |
-0.1% |
79.860 |
Low |
79.710 |
80.130 |
0.420 |
0.5% |
78.420 |
Close |
80.371 |
80.233 |
-0.138 |
-0.2% |
79.797 |
Range |
0.765 |
0.275 |
-0.490 |
-64.1% |
1.440 |
ATR |
0.546 |
0.526 |
-0.019 |
-3.5% |
0.000 |
Volume |
1,920 |
807 |
-1,113 |
-58.0% |
790 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.081 |
80.932 |
80.384 |
|
R3 |
80.806 |
80.657 |
80.309 |
|
R2 |
80.531 |
80.531 |
80.283 |
|
R1 |
80.382 |
80.382 |
80.258 |
80.457 |
PP |
80.256 |
80.256 |
80.256 |
80.293 |
S1 |
80.107 |
80.107 |
80.208 |
80.182 |
S2 |
79.981 |
79.981 |
80.183 |
|
S3 |
79.706 |
79.832 |
80.157 |
|
S4 |
79.431 |
79.557 |
80.082 |
|
|
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 |
79.000 |
1.475 |
1.8% |
0.562 |
0.7% |
84% |
False |
False |
746 |
10 |
80.475 |
78.420 |
2.055 |
2.6% |
0.549 |
0.7% |
88% |
False |
False |
439 |
20 |
80.585 |
78.420 |
2.165 |
2.7% |
0.462 |
0.6% |
84% |
False |
False |
260 |
40 |
82.286 |
78.420 |
3.866 |
4.8% |
0.310 |
0.4% |
47% |
False |
False |
134 |
60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.236 |
0.3% |
47% |
False |
False |
103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.574 |
2.618 |
81.125 |
1.618 |
80.850 |
1.000 |
80.680 |
0.618 |
80.575 |
HIGH |
80.405 |
0.618 |
80.300 |
0.500 |
80.268 |
0.382 |
80.235 |
LOW |
80.130 |
0.618 |
79.960 |
1.000 |
79.855 |
1.618 |
79.685 |
2.618 |
79.410 |
4.250 |
78.961 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
80.268 |
80.169 |
PP |
80.256 |
80.104 |
S1 |
80.245 |
80.040 |
|