ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
79.625 |
80.450 |
0.825 |
1.0% |
79.800 |
| High |
80.535 |
80.580 |
0.045 |
0.1% |
80.535 |
| Low |
79.595 |
80.270 |
0.675 |
0.8% |
79.530 |
| Close |
80.509 |
80.344 |
-0.165 |
-0.2% |
80.509 |
| Range |
0.940 |
0.310 |
-0.630 |
-67.0% |
1.005 |
| ATR |
0.572 |
0.553 |
-0.019 |
-3.3% |
0.000 |
| Volume |
4,490 |
10,297 |
5,807 |
129.3% |
12,919 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.328 |
81.146 |
80.515 |
|
| R3 |
81.018 |
80.836 |
80.429 |
|
| R2 |
80.708 |
80.708 |
80.401 |
|
| R1 |
80.526 |
80.526 |
80.372 |
80.462 |
| PP |
80.398 |
80.398 |
80.398 |
80.366 |
| S1 |
80.216 |
80.216 |
80.316 |
80.152 |
| S2 |
80.088 |
80.088 |
80.287 |
|
| S3 |
79.778 |
79.906 |
80.259 |
|
| S4 |
79.468 |
79.596 |
80.174 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.206 |
82.863 |
81.062 |
|
| R3 |
82.201 |
81.858 |
80.785 |
|
| R2 |
81.196 |
81.196 |
80.693 |
|
| R1 |
80.853 |
80.853 |
80.601 |
81.025 |
| PP |
80.191 |
80.191 |
80.191 |
80.277 |
| S1 |
79.848 |
79.848 |
80.417 |
80.020 |
| S2 |
79.186 |
79.186 |
80.325 |
|
| S3 |
78.181 |
78.843 |
80.233 |
|
| S4 |
77.176 |
77.838 |
79.956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.580 |
79.530 |
1.050 |
1.3% |
0.612 |
0.8% |
78% |
True |
False |
4,502 |
| 10 |
80.580 |
78.420 |
2.160 |
2.7% |
0.607 |
0.8% |
89% |
True |
False |
2,383 |
| 20 |
80.585 |
78.420 |
2.165 |
2.7% |
0.538 |
0.7% |
89% |
False |
False |
1,248 |
| 40 |
81.785 |
78.420 |
3.365 |
4.2% |
0.360 |
0.4% |
57% |
False |
False |
629 |
| 60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.270 |
0.3% |
50% |
False |
False |
421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.898 |
|
2.618 |
81.392 |
|
1.618 |
81.082 |
|
1.000 |
80.890 |
|
0.618 |
80.772 |
|
HIGH |
80.580 |
|
0.618 |
80.462 |
|
0.500 |
80.425 |
|
0.382 |
80.388 |
|
LOW |
80.270 |
|
0.618 |
80.078 |
|
1.000 |
79.960 |
|
1.618 |
79.768 |
|
2.618 |
79.458 |
|
4.250 |
78.953 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.425 |
80.248 |
| PP |
80.398 |
80.151 |
| S1 |
80.371 |
80.055 |
|