ICE US Dollar Index Future March 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
79.485 |
79.200 |
-0.285 |
-0.4% |
78.950 |
| High |
79.595 |
79.360 |
-0.235 |
-0.3% |
80.240 |
| Low |
79.255 |
78.895 |
-0.360 |
-0.5% |
78.715 |
| Close |
79.456 |
79.175 |
-0.281 |
-0.4% |
79.456 |
| Range |
0.340 |
0.465 |
0.125 |
36.8% |
1.525 |
| ATR |
0.646 |
0.640 |
-0.006 |
-0.9% |
0.000 |
| Volume |
24,246 |
23,373 |
-873 |
-3.6% |
145,988 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.538 |
80.322 |
79.431 |
|
| R3 |
80.073 |
79.857 |
79.303 |
|
| R2 |
79.608 |
79.608 |
79.260 |
|
| R1 |
79.392 |
79.392 |
79.218 |
79.268 |
| PP |
79.143 |
79.143 |
79.143 |
79.081 |
| S1 |
78.927 |
78.927 |
79.132 |
78.803 |
| S2 |
78.678 |
78.678 |
79.090 |
|
| S3 |
78.213 |
78.462 |
79.047 |
|
| S4 |
77.748 |
77.997 |
78.919 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.045 |
83.276 |
80.295 |
|
| R3 |
82.520 |
81.751 |
79.875 |
|
| R2 |
80.995 |
80.995 |
79.736 |
|
| R1 |
80.226 |
80.226 |
79.596 |
80.611 |
| PP |
79.470 |
79.470 |
79.470 |
79.663 |
| S1 |
78.701 |
78.701 |
79.316 |
79.086 |
| S2 |
77.945 |
77.945 |
79.176 |
|
| S3 |
76.420 |
77.176 |
79.037 |
|
| S4 |
74.895 |
75.651 |
78.617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.240 |
78.895 |
1.345 |
1.7% |
0.617 |
0.8% |
21% |
False |
True |
29,714 |
| 10 |
80.240 |
78.430 |
1.810 |
2.3% |
0.576 |
0.7% |
41% |
False |
False |
28,424 |
| 20 |
80.505 |
78.430 |
2.075 |
2.6% |
0.625 |
0.8% |
36% |
False |
False |
27,449 |
| 40 |
82.045 |
78.430 |
3.615 |
4.6% |
0.637 |
0.8% |
21% |
False |
False |
22,614 |
| 60 |
82.045 |
78.255 |
3.790 |
4.8% |
0.657 |
0.8% |
24% |
False |
False |
18,513 |
| 80 |
82.045 |
75.255 |
6.790 |
8.6% |
0.629 |
0.8% |
58% |
False |
False |
13,892 |
| 100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.570 |
0.7% |
58% |
False |
False |
11,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.336 |
|
2.618 |
80.577 |
|
1.618 |
80.112 |
|
1.000 |
79.825 |
|
0.618 |
79.647 |
|
HIGH |
79.360 |
|
0.618 |
79.182 |
|
0.500 |
79.128 |
|
0.382 |
79.073 |
|
LOW |
78.895 |
|
0.618 |
78.608 |
|
1.000 |
78.430 |
|
1.618 |
78.143 |
|
2.618 |
77.678 |
|
4.250 |
76.919 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.159 |
79.568 |
| PP |
79.143 |
79.437 |
| S1 |
79.128 |
79.306 |
|