ICE US Dollar Index Future March 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
78.655 |
78.950 |
0.295 |
0.4% |
79.190 |
| High |
79.315 |
79.125 |
-0.190 |
-0.2% |
79.645 |
| Low |
78.655 |
78.715 |
0.060 |
0.1% |
78.430 |
| Close |
79.226 |
79.045 |
-0.181 |
-0.2% |
79.226 |
| Range |
0.660 |
0.410 |
-0.250 |
-37.9% |
1.215 |
| ATR |
0.656 |
0.646 |
-0.010 |
-1.6% |
0.000 |
| Volume |
28,290 |
20,787 |
-7,503 |
-26.5% |
133,434 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.192 |
80.028 |
79.271 |
|
| R3 |
79.782 |
79.618 |
79.158 |
|
| R2 |
79.372 |
79.372 |
79.120 |
|
| R1 |
79.208 |
79.208 |
79.083 |
79.290 |
| PP |
78.962 |
78.962 |
78.962 |
79.003 |
| S1 |
78.798 |
78.798 |
79.007 |
78.880 |
| S2 |
78.552 |
78.552 |
78.970 |
|
| S3 |
78.142 |
78.388 |
78.932 |
|
| S4 |
77.732 |
77.978 |
78.820 |
|
|
| 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 |
79.370 |
78.430 |
0.940 |
1.2% |
0.535 |
0.7% |
65% |
False |
False |
27,133 |
| 10 |
79.665 |
78.430 |
1.235 |
1.6% |
0.606 |
0.8% |
50% |
False |
False |
25,943 |
| 20 |
81.680 |
78.430 |
3.250 |
4.1% |
0.633 |
0.8% |
19% |
False |
False |
25,205 |
| 40 |
82.045 |
78.430 |
3.615 |
4.6% |
0.639 |
0.8% |
17% |
False |
False |
22,034 |
| 60 |
82.045 |
78.255 |
3.790 |
4.8% |
0.645 |
0.8% |
21% |
False |
False |
16,039 |
| 80 |
82.045 |
75.255 |
6.790 |
8.6% |
0.613 |
0.8% |
56% |
False |
False |
12,035 |
| 100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.554 |
0.7% |
56% |
False |
False |
9,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.868 |
|
2.618 |
80.198 |
|
1.618 |
79.788 |
|
1.000 |
79.535 |
|
0.618 |
79.378 |
|
HIGH |
79.125 |
|
0.618 |
78.968 |
|
0.500 |
78.920 |
|
0.382 |
78.872 |
|
LOW |
78.715 |
|
0.618 |
78.462 |
|
1.000 |
78.305 |
|
1.618 |
78.052 |
|
2.618 |
77.642 |
|
4.250 |
76.973 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.003 |
78.988 |
| PP |
78.962 |
78.930 |
| S1 |
78.920 |
78.873 |
|