ICE US Dollar Index Future September 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
79.760 |
79.585 |
-0.175 |
-0.2% |
80.400 |
| High |
79.760 |
79.720 |
-0.040 |
-0.1% |
80.400 |
| Low |
79.575 |
79.450 |
-0.125 |
-0.2% |
80.010 |
| Close |
79.579 |
79.622 |
0.043 |
0.1% |
79.971 |
| Range |
0.185 |
0.270 |
0.085 |
45.9% |
0.390 |
| ATR |
|
|
|
|
|
| Volume |
16 |
16 |
0 |
0.0% |
18 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.407 |
80.285 |
79.771 |
|
| R3 |
80.137 |
80.015 |
79.696 |
|
| R2 |
79.867 |
79.867 |
79.672 |
|
| R1 |
79.745 |
79.745 |
79.647 |
79.806 |
| PP |
79.597 |
79.597 |
79.597 |
79.628 |
| S1 |
79.475 |
79.475 |
79.597 |
79.536 |
| S2 |
79.327 |
79.327 |
79.573 |
|
| S3 |
79.057 |
79.205 |
79.548 |
|
| S4 |
78.787 |
78.935 |
79.474 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.297 |
81.024 |
80.186 |
|
| R3 |
80.907 |
80.634 |
80.078 |
|
| R2 |
80.517 |
80.517 |
80.043 |
|
| R1 |
80.244 |
80.244 |
80.007 |
80.186 |
| PP |
80.127 |
80.127 |
80.127 |
80.098 |
| S1 |
79.854 |
79.854 |
79.935 |
79.796 |
| S2 |
79.737 |
79.737 |
79.900 |
|
| S3 |
79.347 |
79.464 |
79.864 |
|
| S4 |
78.957 |
79.074 |
79.757 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.868 |
|
2.618 |
80.427 |
|
1.618 |
80.157 |
|
1.000 |
79.990 |
|
0.618 |
79.887 |
|
HIGH |
79.720 |
|
0.618 |
79.617 |
|
0.500 |
79.585 |
|
0.382 |
79.553 |
|
LOW |
79.450 |
|
0.618 |
79.283 |
|
1.000 |
79.180 |
|
1.618 |
79.013 |
|
2.618 |
78.743 |
|
4.250 |
78.303 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.610 |
79.845 |
| PP |
79.597 |
79.771 |
| S1 |
79.585 |
79.696 |
|