ICE US Dollar Index Future March 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
79.965 |
79.640 |
-0.325 |
-0.4% |
81.670 |
| High |
80.505 |
79.650 |
-0.855 |
-1.1% |
81.680 |
| Low |
79.515 |
79.190 |
-0.325 |
-0.4% |
80.185 |
| Close |
79.717 |
79.513 |
-0.204 |
-0.3% |
80.406 |
| Range |
0.990 |
0.460 |
-0.530 |
-53.5% |
1.495 |
| ATR |
0.710 |
0.697 |
-0.013 |
-1.8% |
0.000 |
| Volume |
36,145 |
28,881 |
-7,264 |
-20.1% |
78,896 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.831 |
80.632 |
79.766 |
|
| R3 |
80.371 |
80.172 |
79.640 |
|
| R2 |
79.911 |
79.911 |
79.597 |
|
| R1 |
79.712 |
79.712 |
79.555 |
79.582 |
| PP |
79.451 |
79.451 |
79.451 |
79.386 |
| S1 |
79.252 |
79.252 |
79.471 |
79.122 |
| S2 |
78.991 |
78.991 |
79.429 |
|
| S3 |
78.531 |
78.792 |
79.387 |
|
| S4 |
78.071 |
78.332 |
79.260 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.242 |
84.319 |
81.228 |
|
| R3 |
83.747 |
82.824 |
80.817 |
|
| R2 |
82.252 |
82.252 |
80.680 |
|
| R1 |
81.329 |
81.329 |
80.543 |
81.043 |
| PP |
80.757 |
80.757 |
80.757 |
80.614 |
| S1 |
79.834 |
79.834 |
80.269 |
79.548 |
| S2 |
79.262 |
79.262 |
80.132 |
|
| S3 |
77.767 |
78.339 |
79.995 |
|
| S4 |
76.272 |
76.844 |
79.584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.635 |
79.190 |
1.445 |
1.8% |
0.658 |
0.8% |
22% |
False |
True |
25,910 |
| 10 |
82.045 |
79.190 |
2.855 |
3.6% |
0.725 |
0.9% |
11% |
False |
True |
24,131 |
| 20 |
82.045 |
79.190 |
2.855 |
3.6% |
0.696 |
0.9% |
11% |
False |
True |
20,973 |
| 40 |
82.045 |
78.255 |
3.790 |
4.8% |
0.689 |
0.9% |
33% |
False |
False |
16,287 |
| 60 |
82.045 |
77.000 |
5.045 |
6.3% |
0.624 |
0.8% |
50% |
False |
False |
10,870 |
| 80 |
82.045 |
75.255 |
6.790 |
8.5% |
0.574 |
0.7% |
63% |
False |
False |
8,156 |
| 100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.485 |
0.6% |
63% |
False |
False |
6,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.605 |
|
2.618 |
80.854 |
|
1.618 |
80.394 |
|
1.000 |
80.110 |
|
0.618 |
79.934 |
|
HIGH |
79.650 |
|
0.618 |
79.474 |
|
0.500 |
79.420 |
|
0.382 |
79.366 |
|
LOW |
79.190 |
|
0.618 |
78.906 |
|
1.000 |
78.730 |
|
1.618 |
78.446 |
|
2.618 |
77.986 |
|
4.250 |
77.235 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.482 |
79.848 |
| PP |
79.451 |
79.736 |
| S1 |
79.420 |
79.625 |
|