ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
79.895 |
79.495 |
-0.400 |
-0.5% |
80.065 |
| High |
80.010 |
79.940 |
-0.070 |
-0.1% |
80.195 |
| Low |
79.325 |
79.060 |
-0.265 |
-0.3% |
79.325 |
| Close |
79.576 |
79.179 |
-0.397 |
-0.5% |
79.576 |
| Range |
0.685 |
0.880 |
0.195 |
28.5% |
0.870 |
| ATR |
0.581 |
0.602 |
0.021 |
3.7% |
0.000 |
| Volume |
24,696 |
19,124 |
-5,572 |
-22.6% |
95,797 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.033 |
81.486 |
79.663 |
|
| R3 |
81.153 |
80.606 |
79.421 |
|
| R2 |
80.273 |
80.273 |
79.340 |
|
| R1 |
79.726 |
79.726 |
79.260 |
79.560 |
| PP |
79.393 |
79.393 |
79.393 |
79.310 |
| S1 |
78.846 |
78.846 |
79.098 |
78.680 |
| S2 |
78.513 |
78.513 |
79.018 |
|
| S3 |
77.633 |
77.966 |
78.937 |
|
| S4 |
76.753 |
77.086 |
78.695 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.309 |
81.812 |
80.055 |
|
| R3 |
81.439 |
80.942 |
79.815 |
|
| R2 |
80.569 |
80.569 |
79.736 |
|
| R1 |
80.072 |
80.072 |
79.656 |
79.886 |
| PP |
79.699 |
79.699 |
79.699 |
79.605 |
| S1 |
79.202 |
79.202 |
79.496 |
79.016 |
| S2 |
78.829 |
78.829 |
79.417 |
|
| S3 |
77.959 |
78.332 |
79.337 |
|
| S4 |
77.089 |
77.462 |
79.098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.195 |
79.060 |
1.135 |
1.4% |
0.613 |
0.8% |
10% |
False |
True |
19,110 |
| 10 |
81.160 |
79.060 |
2.100 |
2.7% |
0.643 |
0.8% |
6% |
False |
True |
25,255 |
| 20 |
81.160 |
78.420 |
2.740 |
3.5% |
0.625 |
0.8% |
28% |
False |
False |
13,819 |
| 40 |
81.160 |
78.420 |
2.740 |
3.5% |
0.484 |
0.6% |
28% |
False |
False |
6,940 |
| 60 |
82.286 |
78.420 |
3.866 |
4.9% |
0.377 |
0.5% |
20% |
False |
False |
4,630 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.287 |
0.4% |
20% |
False |
False |
3,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.680 |
|
2.618 |
82.244 |
|
1.618 |
81.364 |
|
1.000 |
80.820 |
|
0.618 |
80.484 |
|
HIGH |
79.940 |
|
0.618 |
79.604 |
|
0.500 |
79.500 |
|
0.382 |
79.396 |
|
LOW |
79.060 |
|
0.618 |
78.516 |
|
1.000 |
78.180 |
|
1.618 |
77.636 |
|
2.618 |
76.756 |
|
4.250 |
75.320 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.500 |
79.628 |
| PP |
79.393 |
79.478 |
| S1 |
79.286 |
79.329 |
|