ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 28-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.125 |
79.290 |
0.165 |
0.2% |
80.065 |
High |
79.345 |
79.515 |
0.170 |
0.2% |
80.195 |
Low |
78.930 |
79.050 |
0.120 |
0.2% |
79.325 |
Close |
79.222 |
79.299 |
0.077 |
0.1% |
79.576 |
Range |
0.415 |
0.465 |
0.050 |
12.0% |
0.870 |
ATR |
0.589 |
0.580 |
-0.009 |
-1.5% |
0.000 |
Volume |
20,778 |
27,629 |
6,851 |
33.0% |
95,797 |
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.683 |
80.456 |
79.555 |
|
R3 |
80.218 |
79.991 |
79.427 |
|
R2 |
79.753 |
79.753 |
79.384 |
|
R1 |
79.526 |
79.526 |
79.342 |
79.640 |
PP |
79.288 |
79.288 |
79.288 |
79.345 |
S1 |
79.061 |
79.061 |
79.256 |
79.175 |
S2 |
78.823 |
78.823 |
79.214 |
|
S3 |
78.358 |
78.596 |
79.171 |
|
S4 |
77.893 |
78.131 |
79.043 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.309 |
81.812 |
80.055 |
|
R3 |
81.439 |
80.942 |
79.815 |
|
R2 |
80.569 |
80.569 |
79.736 |
|
R1 |
80.072 |
80.072 |
79.656 |
79.886 |
PP |
79.699 |
79.699 |
79.699 |
79.605 |
S1 |
79.202 |
79.202 |
79.496 |
79.016 |
S2 |
78.829 |
78.829 |
79.417 |
|
S3 |
77.959 |
78.332 |
79.337 |
|
S4 |
77.089 |
77.462 |
79.098 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.195 |
78.930 |
1.265 |
1.6% |
0.598 |
0.8% |
29% |
False |
False |
22,842 |
10 |
81.160 |
78.930 |
2.230 |
2.8% |
0.613 |
0.8% |
17% |
False |
False |
23,174 |
20 |
81.160 |
78.930 |
2.230 |
2.8% |
0.607 |
0.8% |
17% |
False |
False |
16,223 |
40 |
81.160 |
78.420 |
2.740 |
3.5% |
0.506 |
0.6% |
32% |
False |
False |
8,150 |
60 |
82.286 |
78.420 |
3.866 |
4.9% |
0.375 |
0.5% |
23% |
False |
False |
5,436 |
80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.298 |
0.4% |
23% |
False |
False |
4,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.491 |
2.618 |
80.732 |
1.618 |
80.267 |
1.000 |
79.980 |
0.618 |
79.802 |
HIGH |
79.515 |
0.618 |
79.337 |
0.500 |
79.283 |
0.382 |
79.228 |
LOW |
79.050 |
0.618 |
78.763 |
1.000 |
78.585 |
1.618 |
78.298 |
2.618 |
77.833 |
4.250 |
77.074 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.294 |
79.435 |
PP |
79.288 |
79.390 |
S1 |
79.283 |
79.344 |
|