ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 19-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
80.605 |
80.065 |
-0.540 |
-0.7% |
80.450 |
High |
80.760 |
80.185 |
-0.575 |
-0.7% |
81.160 |
Low |
79.950 |
79.605 |
-0.345 |
-0.4% |
79.950 |
Close |
80.082 |
79.712 |
-0.370 |
-0.5% |
80.082 |
Range |
0.810 |
0.580 |
-0.230 |
-28.4% |
1.210 |
ATR |
0.591 |
0.590 |
-0.001 |
-0.1% |
0.000 |
Volume |
28,949 |
19,369 |
-9,580 |
-33.1% |
147,926 |
|
Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.574 |
81.223 |
80.031 |
|
R3 |
80.994 |
80.643 |
79.872 |
|
R2 |
80.414 |
80.414 |
79.818 |
|
R1 |
80.063 |
80.063 |
79.765 |
79.949 |
PP |
79.834 |
79.834 |
79.834 |
79.777 |
S1 |
79.483 |
79.483 |
79.659 |
79.369 |
S2 |
79.254 |
79.254 |
79.606 |
|
S3 |
78.674 |
78.903 |
79.553 |
|
S4 |
78.094 |
78.323 |
79.393 |
|
|
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 |
79.605 |
1.555 |
2.0% |
0.672 |
0.8% |
7% |
False |
True |
31,399 |
10 |
81.160 |
79.530 |
1.630 |
2.0% |
0.642 |
0.8% |
11% |
False |
False |
17,951 |
20 |
81.160 |
78.420 |
2.740 |
3.4% |
0.583 |
0.7% |
47% |
False |
False |
9,065 |
40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.421 |
0.5% |
47% |
False |
False |
4,553 |
60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.326 |
0.4% |
33% |
False |
False |
3,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.650 |
2.618 |
81.703 |
1.618 |
81.123 |
1.000 |
80.765 |
0.618 |
80.543 |
HIGH |
80.185 |
0.618 |
79.963 |
0.500 |
79.895 |
0.382 |
79.827 |
LOW |
79.605 |
0.618 |
79.247 |
1.000 |
79.025 |
1.618 |
78.667 |
2.618 |
78.087 |
4.250 |
77.140 |
|
|
Fisher Pivots for day following 19-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.895 |
80.383 |
PP |
79.834 |
80.159 |
S1 |
79.773 |
79.936 |
|