ICE US Dollar Index Future March 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
78.950 |
79.200 |
0.250 |
0.3% |
79.190 |
| High |
79.125 |
79.765 |
0.640 |
0.8% |
79.645 |
| Low |
78.715 |
79.015 |
0.300 |
0.4% |
78.430 |
| Close |
79.045 |
79.694 |
0.649 |
0.8% |
79.226 |
| Range |
0.410 |
0.750 |
0.340 |
82.9% |
1.215 |
| ATR |
0.646 |
0.653 |
0.007 |
1.1% |
0.000 |
| Volume |
20,787 |
32,498 |
11,711 |
56.3% |
133,434 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.741 |
81.468 |
80.107 |
|
| R3 |
80.991 |
80.718 |
79.900 |
|
| R2 |
80.241 |
80.241 |
79.832 |
|
| R1 |
79.968 |
79.968 |
79.763 |
80.105 |
| PP |
79.491 |
79.491 |
79.491 |
79.560 |
| S1 |
79.218 |
79.218 |
79.625 |
79.355 |
| S2 |
78.741 |
78.741 |
79.557 |
|
| S3 |
77.991 |
78.468 |
79.488 |
|
| S4 |
77.241 |
77.718 |
79.282 |
|
|
| 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 |
79.765 |
78.430 |
1.335 |
1.7% |
0.525 |
0.7% |
95% |
True |
False |
26,744 |
| 10 |
79.765 |
78.430 |
1.335 |
1.7% |
0.604 |
0.8% |
95% |
True |
False |
26,698 |
| 20 |
81.375 |
78.430 |
2.945 |
3.7% |
0.637 |
0.8% |
43% |
False |
False |
25,819 |
| 40 |
82.045 |
78.430 |
3.615 |
4.5% |
0.644 |
0.8% |
35% |
False |
False |
22,197 |
| 60 |
82.045 |
78.255 |
3.790 |
4.8% |
0.650 |
0.8% |
38% |
False |
False |
16,580 |
| 80 |
82.045 |
75.255 |
6.790 |
8.5% |
0.623 |
0.8% |
65% |
False |
False |
12,441 |
| 100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.558 |
0.7% |
65% |
False |
False |
9,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.953 |
|
2.618 |
81.729 |
|
1.618 |
80.979 |
|
1.000 |
80.515 |
|
0.618 |
80.229 |
|
HIGH |
79.765 |
|
0.618 |
79.479 |
|
0.500 |
79.390 |
|
0.382 |
79.302 |
|
LOW |
79.015 |
|
0.618 |
78.552 |
|
1.000 |
78.265 |
|
1.618 |
77.802 |
|
2.618 |
77.052 |
|
4.250 |
75.828 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.593 |
79.533 |
| PP |
79.491 |
79.371 |
| S1 |
79.390 |
79.210 |
|