ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 14-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
80.245 |
80.595 |
0.350 |
0.4% |
79.800 |
High |
80.800 |
81.060 |
0.260 |
0.3% |
80.535 |
Low |
80.105 |
80.575 |
0.470 |
0.6% |
79.530 |
Close |
80.648 |
80.981 |
0.333 |
0.4% |
80.509 |
Range |
0.695 |
0.485 |
-0.210 |
-30.2% |
1.005 |
ATR |
0.563 |
0.558 |
-0.006 |
-1.0% |
0.000 |
Volume |
27,067 |
42,141 |
15,074 |
55.7% |
12,919 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.327 |
82.139 |
81.248 |
|
R3 |
81.842 |
81.654 |
81.114 |
|
R2 |
81.357 |
81.357 |
81.070 |
|
R1 |
81.169 |
81.169 |
81.025 |
81.263 |
PP |
80.872 |
80.872 |
80.872 |
80.919 |
S1 |
80.684 |
80.684 |
80.937 |
80.778 |
S2 |
80.387 |
80.387 |
80.892 |
|
S3 |
79.902 |
80.199 |
80.848 |
|
S4 |
79.417 |
79.714 |
80.714 |
|
|
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 |
81.060 |
79.530 |
1.530 |
1.9% |
0.640 |
0.8% |
95% |
True |
False |
17,798 |
10 |
81.060 |
79.000 |
2.060 |
2.5% |
0.601 |
0.7% |
96% |
True |
False |
9,272 |
20 |
81.060 |
78.420 |
2.640 |
3.3% |
0.543 |
0.7% |
97% |
True |
False |
4,691 |
40 |
81.110 |
78.420 |
2.690 |
3.3% |
0.387 |
0.5% |
95% |
False |
False |
2,359 |
60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.289 |
0.4% |
66% |
False |
False |
1,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.121 |
2.618 |
82.330 |
1.618 |
81.845 |
1.000 |
81.545 |
0.618 |
81.360 |
HIGH |
81.060 |
0.618 |
80.875 |
0.500 |
80.818 |
0.382 |
80.760 |
LOW |
80.575 |
0.618 |
80.275 |
1.000 |
80.090 |
1.618 |
79.790 |
2.618 |
79.305 |
4.250 |
78.514 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
80.927 |
80.848 |
PP |
80.872 |
80.715 |
S1 |
80.818 |
80.583 |
|