ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
80.450 |
80.245 |
-0.205 |
-0.3% |
79.800 |
High |
80.580 |
80.800 |
0.220 |
0.3% |
80.535 |
Low |
80.270 |
80.105 |
-0.165 |
-0.2% |
79.530 |
Close |
80.344 |
80.648 |
0.304 |
0.4% |
80.509 |
Range |
0.310 |
0.695 |
0.385 |
124.2% |
1.005 |
ATR |
0.553 |
0.563 |
0.010 |
1.8% |
0.000 |
Volume |
10,297 |
27,067 |
16,770 |
162.9% |
12,919 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.603 |
82.320 |
81.030 |
|
R3 |
81.908 |
81.625 |
80.839 |
|
R2 |
81.213 |
81.213 |
80.775 |
|
R1 |
80.930 |
80.930 |
80.712 |
81.072 |
PP |
80.518 |
80.518 |
80.518 |
80.588 |
S1 |
80.235 |
80.235 |
80.584 |
80.377 |
S2 |
79.823 |
79.823 |
80.521 |
|
S3 |
79.128 |
79.540 |
80.457 |
|
S4 |
78.433 |
78.845 |
80.266 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.206 |
82.863 |
81.062 |
|
R3 |
82.201 |
81.858 |
80.785 |
|
R2 |
81.196 |
81.196 |
80.693 |
|
R1 |
80.853 |
80.853 |
80.601 |
81.025 |
PP |
80.191 |
80.191 |
80.191 |
80.277 |
S1 |
79.848 |
79.848 |
80.417 |
80.020 |
S2 |
79.186 |
79.186 |
80.325 |
|
S3 |
78.181 |
78.843 |
80.233 |
|
S4 |
77.176 |
77.838 |
79.956 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.800 |
79.530 |
1.270 |
1.6% |
0.598 |
0.7% |
88% |
True |
False |
9,532 |
10 |
80.800 |
78.420 |
2.380 |
3.0% |
0.637 |
0.8% |
94% |
True |
False |
5,078 |
20 |
80.800 |
78.420 |
2.380 |
3.0% |
0.545 |
0.7% |
94% |
True |
False |
2,591 |
40 |
81.175 |
78.420 |
2.755 |
3.4% |
0.375 |
0.5% |
81% |
False |
False |
1,305 |
60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.281 |
0.3% |
58% |
False |
False |
872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.754 |
2.618 |
82.620 |
1.618 |
81.925 |
1.000 |
81.495 |
0.618 |
81.230 |
HIGH |
80.800 |
0.618 |
80.535 |
0.500 |
80.453 |
0.382 |
80.370 |
LOW |
80.105 |
0.618 |
79.675 |
1.000 |
79.410 |
1.618 |
78.980 |
2.618 |
78.285 |
4.250 |
77.151 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
80.583 |
80.498 |
PP |
80.518 |
80.348 |
S1 |
80.453 |
80.198 |
|