ICE US Dollar Index Future March 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
81.670 |
81.270 |
-0.400 |
-0.5% |
80.155 |
| High |
81.855 |
81.400 |
-0.455 |
-0.6% |
81.720 |
| Low |
81.255 |
81.015 |
-0.240 |
-0.3% |
79.830 |
| Close |
81.388 |
81.101 |
-0.287 |
-0.4% |
81.597 |
| Range |
0.600 |
0.385 |
-0.215 |
-35.8% |
1.890 |
| ATR |
0.675 |
0.654 |
-0.021 |
-3.1% |
0.000 |
| Volume |
16,302 |
14,029 |
-2,273 |
-13.9% |
79,421 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.327 |
82.099 |
81.313 |
|
| R3 |
81.942 |
81.714 |
81.207 |
|
| R2 |
81.557 |
81.557 |
81.172 |
|
| R1 |
81.329 |
81.329 |
81.136 |
81.251 |
| PP |
81.172 |
81.172 |
81.172 |
81.133 |
| S1 |
80.944 |
80.944 |
81.066 |
80.866 |
| S2 |
80.787 |
80.787 |
81.030 |
|
| S3 |
80.402 |
80.559 |
80.995 |
|
| S4 |
80.017 |
80.174 |
80.889 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.719 |
86.048 |
82.637 |
|
| R3 |
84.829 |
84.158 |
82.117 |
|
| R2 |
82.939 |
82.939 |
81.944 |
|
| R1 |
82.268 |
82.268 |
81.770 |
82.604 |
| PP |
81.049 |
81.049 |
81.049 |
81.217 |
| S1 |
80.378 |
80.378 |
81.424 |
80.714 |
| S2 |
79.159 |
79.159 |
81.251 |
|
| S3 |
77.269 |
78.488 |
81.077 |
|
| S4 |
75.379 |
76.598 |
80.558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.855 |
79.845 |
2.010 |
2.5% |
0.681 |
0.8% |
62% |
False |
False |
17,943 |
| 10 |
81.855 |
79.830 |
2.025 |
2.5% |
0.617 |
0.8% |
63% |
False |
False |
16,441 |
| 20 |
81.855 |
79.210 |
2.645 |
3.3% |
0.655 |
0.8% |
71% |
False |
False |
18,985 |
| 40 |
81.855 |
77.400 |
4.455 |
5.5% |
0.610 |
0.8% |
83% |
False |
False |
9,781 |
| 60 |
81.855 |
75.255 |
6.600 |
8.1% |
0.590 |
0.7% |
89% |
False |
False |
6,528 |
| 80 |
81.855 |
75.255 |
6.600 |
8.1% |
0.503 |
0.6% |
89% |
False |
False |
4,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.036 |
|
2.618 |
82.408 |
|
1.618 |
82.023 |
|
1.000 |
81.785 |
|
0.618 |
81.638 |
|
HIGH |
81.400 |
|
0.618 |
81.253 |
|
0.500 |
81.208 |
|
0.382 |
81.162 |
|
LOW |
81.015 |
|
0.618 |
80.777 |
|
1.000 |
80.630 |
|
1.618 |
80.392 |
|
2.618 |
80.007 |
|
4.250 |
79.379 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
81.208 |
81.435 |
| PP |
81.172 |
81.324 |
| S1 |
81.137 |
81.212 |
|