ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
80.180 |
80.240 |
0.060 |
0.1% |
78.790 |
High |
80.405 |
80.300 |
-0.105 |
-0.1% |
79.860 |
Low |
80.130 |
79.530 |
-0.600 |
-0.7% |
78.420 |
Close |
80.233 |
79.609 |
-0.624 |
-0.8% |
79.797 |
Range |
0.275 |
0.770 |
0.495 |
180.0% |
1.440 |
ATR |
0.526 |
0.544 |
0.017 |
3.3% |
0.000 |
Volume |
807 |
4,999 |
4,192 |
519.5% |
790 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.123 |
81.636 |
80.033 |
|
R3 |
81.353 |
80.866 |
79.821 |
|
R2 |
80.583 |
80.583 |
79.750 |
|
R1 |
80.096 |
80.096 |
79.680 |
79.955 |
PP |
79.813 |
79.813 |
79.813 |
79.742 |
S1 |
79.326 |
79.326 |
79.538 |
79.185 |
S2 |
79.043 |
79.043 |
79.468 |
|
S3 |
78.273 |
78.556 |
79.397 |
|
S4 |
77.503 |
77.786 |
79.186 |
|
|
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 |
79.235 |
1.240 |
1.6% |
0.646 |
0.8% |
30% |
False |
False |
1,715 |
10 |
80.475 |
78.420 |
2.055 |
2.6% |
0.569 |
0.7% |
58% |
False |
False |
930 |
20 |
80.585 |
78.420 |
2.165 |
2.7% |
0.500 |
0.6% |
55% |
False |
False |
510 |
40 |
82.286 |
78.420 |
3.866 |
4.9% |
0.329 |
0.4% |
31% |
False |
False |
259 |
60 |
82.286 |
78.420 |
3.866 |
4.9% |
0.249 |
0.3% |
31% |
False |
False |
175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.573 |
2.618 |
82.316 |
1.618 |
81.546 |
1.000 |
81.070 |
0.618 |
80.776 |
HIGH |
80.300 |
0.618 |
80.006 |
0.500 |
79.915 |
0.382 |
79.824 |
LOW |
79.530 |
0.618 |
79.054 |
1.000 |
78.760 |
1.618 |
78.284 |
2.618 |
77.514 |
4.250 |
76.258 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.915 |
80.003 |
PP |
79.813 |
79.871 |
S1 |
79.711 |
79.740 |
|