ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.805 |
79.770 |
-0.035 |
0.0% |
80.450 |
High |
80.070 |
80.195 |
0.125 |
0.2% |
81.160 |
Low |
79.530 |
79.650 |
0.120 |
0.2% |
79.950 |
Close |
79.896 |
79.998 |
0.102 |
0.1% |
80.082 |
Range |
0.540 |
0.545 |
0.005 |
0.9% |
1.210 |
ATR |
0.575 |
0.573 |
-0.002 |
-0.4% |
0.000 |
Volume |
15,861 |
21,985 |
6,124 |
38.6% |
147,926 |
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.583 |
81.335 |
80.298 |
|
R3 |
81.038 |
80.790 |
80.148 |
|
R2 |
80.493 |
80.493 |
80.098 |
|
R1 |
80.245 |
80.245 |
80.048 |
80.369 |
PP |
79.948 |
79.948 |
79.948 |
80.010 |
S1 |
79.700 |
79.700 |
79.948 |
79.824 |
S2 |
79.403 |
79.403 |
79.898 |
|
S3 |
78.858 |
79.155 |
79.848 |
|
S4 |
78.313 |
78.610 |
79.698 |
|
|
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 |
80.760 |
79.530 |
1.230 |
1.5% |
0.578 |
0.7% |
38% |
False |
False |
20,010 |
10 |
81.160 |
79.530 |
1.630 |
2.0% |
0.611 |
0.8% |
29% |
False |
False |
22,351 |
20 |
81.160 |
78.420 |
2.740 |
3.4% |
0.590 |
0.7% |
58% |
False |
False |
11,641 |
40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.447 |
0.6% |
58% |
False |
False |
5,846 |
60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.351 |
0.4% |
41% |
False |
False |
3,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.511 |
2.618 |
81.622 |
1.618 |
81.077 |
1.000 |
80.740 |
0.618 |
80.532 |
HIGH |
80.195 |
0.618 |
79.987 |
0.500 |
79.923 |
0.382 |
79.858 |
LOW |
79.650 |
0.618 |
79.313 |
1.000 |
79.105 |
1.618 |
78.768 |
2.618 |
78.223 |
4.250 |
77.334 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.973 |
79.953 |
PP |
79.948 |
79.908 |
S1 |
79.923 |
79.863 |
|