ICE US Dollar Index Future March 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
78.800 |
78.655 |
-0.145 |
-0.2% |
79.190 |
| High |
78.890 |
79.315 |
0.425 |
0.5% |
79.645 |
| Low |
78.430 |
78.655 |
0.225 |
0.3% |
78.430 |
| Close |
78.652 |
79.226 |
0.574 |
0.7% |
79.226 |
| Range |
0.460 |
0.660 |
0.200 |
43.5% |
1.215 |
| ATR |
0.656 |
0.656 |
0.001 |
0.1% |
0.000 |
| Volume |
26,565 |
28,290 |
1,725 |
6.5% |
133,434 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.045 |
80.796 |
79.589 |
|
| R3 |
80.385 |
80.136 |
79.408 |
|
| R2 |
79.725 |
79.725 |
79.347 |
|
| R1 |
79.476 |
79.476 |
79.287 |
79.601 |
| PP |
79.065 |
79.065 |
79.065 |
79.128 |
| S1 |
78.816 |
78.816 |
79.166 |
78.941 |
| S2 |
78.405 |
78.405 |
79.105 |
|
| S3 |
77.745 |
78.156 |
79.045 |
|
| S4 |
77.085 |
77.496 |
78.863 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.745 |
82.201 |
79.894 |
|
| R3 |
81.530 |
80.986 |
79.560 |
|
| R2 |
80.315 |
80.315 |
79.449 |
|
| R1 |
79.771 |
79.771 |
79.337 |
80.043 |
| PP |
79.100 |
79.100 |
79.100 |
79.237 |
| S1 |
78.556 |
78.556 |
79.115 |
78.828 |
| S2 |
77.885 |
77.885 |
79.003 |
|
| S3 |
76.670 |
77.341 |
78.892 |
|
| S4 |
75.455 |
76.126 |
78.558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.645 |
78.430 |
1.215 |
1.5% |
0.562 |
0.7% |
66% |
False |
False |
26,686 |
| 10 |
79.665 |
78.430 |
1.235 |
1.6% |
0.626 |
0.8% |
64% |
False |
False |
26,100 |
| 20 |
82.045 |
78.430 |
3.615 |
4.6% |
0.678 |
0.9% |
22% |
False |
False |
25,486 |
| 40 |
82.045 |
78.430 |
3.615 |
4.6% |
0.644 |
0.8% |
22% |
False |
False |
22,269 |
| 60 |
82.045 |
78.255 |
3.790 |
4.8% |
0.645 |
0.8% |
26% |
False |
False |
15,693 |
| 80 |
82.045 |
75.255 |
6.790 |
8.6% |
0.615 |
0.8% |
58% |
False |
False |
11,776 |
| 100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.551 |
0.7% |
58% |
False |
False |
9,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.120 |
|
2.618 |
81.043 |
|
1.618 |
80.383 |
|
1.000 |
79.975 |
|
0.618 |
79.723 |
|
HIGH |
79.315 |
|
0.618 |
79.063 |
|
0.500 |
78.985 |
|
0.382 |
78.907 |
|
LOW |
78.655 |
|
0.618 |
78.247 |
|
1.000 |
77.995 |
|
1.618 |
77.587 |
|
2.618 |
76.927 |
|
4.250 |
75.850 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.146 |
79.108 |
| PP |
79.065 |
78.990 |
| S1 |
78.985 |
78.873 |
|