ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
80.595 |
81.025 |
0.430 |
0.5% |
79.800 |
| High |
81.060 |
81.160 |
0.100 |
0.1% |
80.535 |
| Low |
80.575 |
80.370 |
-0.205 |
-0.3% |
79.530 |
| Close |
80.981 |
80.505 |
-0.476 |
-0.6% |
80.509 |
| Range |
0.485 |
0.790 |
0.305 |
62.9% |
1.005 |
| ATR |
0.558 |
0.574 |
0.017 |
3.0% |
0.000 |
| Volume |
42,141 |
39,472 |
-2,669 |
-6.3% |
12,919 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.048 |
82.567 |
80.940 |
|
| R3 |
82.258 |
81.777 |
80.722 |
|
| R2 |
81.468 |
81.468 |
80.650 |
|
| R1 |
80.987 |
80.987 |
80.577 |
80.833 |
| PP |
80.678 |
80.678 |
80.678 |
80.601 |
| S1 |
80.197 |
80.197 |
80.433 |
80.043 |
| S2 |
79.888 |
79.888 |
80.360 |
|
| S3 |
79.098 |
79.407 |
80.288 |
|
| S4 |
78.308 |
78.617 |
80.071 |
|
|
| 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 |
81.160 |
79.595 |
1.565 |
1.9% |
0.644 |
0.8% |
58% |
True |
False |
24,693 |
| 10 |
81.160 |
79.235 |
1.925 |
2.4% |
0.645 |
0.8% |
66% |
True |
False |
13,204 |
| 20 |
81.160 |
78.420 |
2.740 |
3.4% |
0.542 |
0.7% |
76% |
True |
False |
6,658 |
| 40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.401 |
0.5% |
76% |
True |
False |
3,346 |
| 60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.302 |
0.4% |
54% |
False |
False |
2,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.518 |
|
2.618 |
83.228 |
|
1.618 |
82.438 |
|
1.000 |
81.950 |
|
0.618 |
81.648 |
|
HIGH |
81.160 |
|
0.618 |
80.858 |
|
0.500 |
80.765 |
|
0.382 |
80.672 |
|
LOW |
80.370 |
|
0.618 |
79.882 |
|
1.000 |
79.580 |
|
1.618 |
79.092 |
|
2.618 |
78.302 |
|
4.250 |
77.013 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.765 |
80.633 |
| PP |
80.678 |
80.590 |
| S1 |
80.592 |
80.548 |
|