ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
80.065 |
79.755 |
-0.310 |
-0.4% |
80.450 |
High |
80.185 |
80.100 |
-0.085 |
-0.1% |
81.160 |
Low |
79.605 |
79.685 |
0.080 |
0.1% |
79.950 |
Close |
79.712 |
79.825 |
0.113 |
0.1% |
80.082 |
Range |
0.580 |
0.415 |
-0.165 |
-28.4% |
1.210 |
ATR |
0.590 |
0.578 |
-0.013 |
-2.1% |
0.000 |
Volume |
19,369 |
13,886 |
-5,483 |
-28.3% |
147,926 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.115 |
80.885 |
80.053 |
|
R3 |
80.700 |
80.470 |
79.939 |
|
R2 |
80.285 |
80.285 |
79.901 |
|
R1 |
80.055 |
80.055 |
79.863 |
80.170 |
PP |
79.870 |
79.870 |
79.870 |
79.928 |
S1 |
79.640 |
79.640 |
79.787 |
79.755 |
S2 |
79.455 |
79.455 |
79.749 |
|
S3 |
79.040 |
79.225 |
79.711 |
|
S4 |
78.625 |
78.810 |
79.597 |
|
|
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 |
1.9% |
0.616 |
0.8% |
14% |
False |
False |
28,763 |
10 |
81.160 |
79.530 |
1.630 |
2.0% |
0.607 |
0.8% |
18% |
False |
False |
19,147 |
20 |
81.160 |
78.420 |
2.740 |
3.4% |
0.578 |
0.7% |
51% |
False |
False |
9,755 |
40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.432 |
0.5% |
51% |
False |
False |
4,900 |
60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.332 |
0.4% |
36% |
False |
False |
3,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.864 |
2.618 |
81.186 |
1.618 |
80.771 |
1.000 |
80.515 |
0.618 |
80.356 |
HIGH |
80.100 |
0.618 |
79.941 |
0.500 |
79.893 |
0.382 |
79.844 |
LOW |
79.685 |
0.618 |
79.429 |
1.000 |
79.270 |
1.618 |
79.014 |
2.618 |
78.599 |
4.250 |
77.921 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.893 |
80.183 |
PP |
79.870 |
80.063 |
S1 |
79.848 |
79.944 |
|