ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
81.025 |
80.605 |
-0.420 |
-0.5% |
80.450 |
High |
81.160 |
80.760 |
-0.400 |
-0.5% |
81.160 |
Low |
80.370 |
79.950 |
-0.420 |
-0.5% |
79.950 |
Close |
80.505 |
80.082 |
-0.423 |
-0.5% |
80.082 |
Range |
0.790 |
0.810 |
0.020 |
2.5% |
1.210 |
ATR |
0.574 |
0.591 |
0.017 |
2.9% |
0.000 |
Volume |
39,472 |
28,949 |
-10,523 |
-26.7% |
147,926 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.694 |
82.198 |
80.528 |
|
R3 |
81.884 |
81.388 |
80.305 |
|
R2 |
81.074 |
81.074 |
80.231 |
|
R1 |
80.578 |
80.578 |
80.156 |
80.421 |
PP |
80.264 |
80.264 |
80.264 |
80.186 |
S1 |
79.768 |
79.768 |
80.008 |
79.611 |
S2 |
79.454 |
79.454 |
79.934 |
|
S3 |
78.644 |
78.958 |
79.859 |
|
S4 |
77.834 |
78.148 |
79.637 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.027 |
83.265 |
80.748 |
|
R3 |
82.817 |
82.055 |
80.415 |
|
R2 |
81.607 |
81.607 |
80.304 |
|
R1 |
80.845 |
80.845 |
80.193 |
80.621 |
PP |
80.397 |
80.397 |
80.397 |
80.286 |
S1 |
79.635 |
79.635 |
79.971 |
79.411 |
S2 |
79.187 |
79.187 |
79.860 |
|
S3 |
77.977 |
78.425 |
79.749 |
|
S4 |
76.767 |
77.215 |
79.417 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.160 |
79.950 |
1.210 |
1.5% |
0.618 |
0.8% |
11% |
False |
True |
29,585 |
10 |
81.160 |
79.530 |
1.630 |
2.0% |
0.664 |
0.8% |
34% |
False |
False |
16,084 |
20 |
81.160 |
78.420 |
2.740 |
3.4% |
0.564 |
0.7% |
61% |
False |
False |
8,098 |
40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.419 |
0.5% |
61% |
False |
False |
4,069 |
60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.316 |
0.4% |
43% |
False |
False |
2,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.203 |
2.618 |
82.881 |
1.618 |
82.071 |
1.000 |
81.570 |
0.618 |
81.261 |
HIGH |
80.760 |
0.618 |
80.451 |
0.500 |
80.355 |
0.382 |
80.259 |
LOW |
79.950 |
0.618 |
79.449 |
1.000 |
79.140 |
1.618 |
78.639 |
2.618 |
77.829 |
4.250 |
76.508 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
80.355 |
80.555 |
PP |
80.264 |
80.397 |
S1 |
80.173 |
80.240 |
|