ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
80.240 |
79.625 |
-0.615 |
-0.8% |
79.800 |
| High |
80.300 |
80.535 |
0.235 |
0.3% |
80.535 |
| Low |
79.530 |
79.595 |
0.065 |
0.1% |
79.530 |
| Close |
79.609 |
80.509 |
0.900 |
1.1% |
80.509 |
| Range |
0.770 |
0.940 |
0.170 |
22.1% |
1.005 |
| ATR |
0.544 |
0.572 |
0.028 |
5.2% |
0.000 |
| Volume |
4,999 |
4,490 |
-509 |
-10.2% |
12,919 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.033 |
82.711 |
81.026 |
|
| R3 |
82.093 |
81.771 |
80.768 |
|
| R2 |
81.153 |
81.153 |
80.681 |
|
| R1 |
80.831 |
80.831 |
80.595 |
80.992 |
| PP |
80.213 |
80.213 |
80.213 |
80.294 |
| S1 |
79.891 |
79.891 |
80.423 |
80.052 |
| S2 |
79.273 |
79.273 |
80.337 |
|
| S3 |
78.333 |
78.951 |
80.251 |
|
| S4 |
77.393 |
78.011 |
79.992 |
|
|
| 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 |
80.535 |
79.530 |
1.005 |
1.2% |
0.709 |
0.9% |
97% |
True |
False |
2,583 |
| 10 |
80.535 |
78.420 |
2.115 |
2.6% |
0.610 |
0.8% |
99% |
True |
False |
1,370 |
| 20 |
80.585 |
78.420 |
2.165 |
2.7% |
0.542 |
0.7% |
96% |
False |
False |
734 |
| 40 |
82.286 |
78.420 |
3.866 |
4.8% |
0.352 |
0.4% |
54% |
False |
False |
372 |
| 60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.264 |
0.3% |
54% |
False |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.530 |
|
2.618 |
82.996 |
|
1.618 |
82.056 |
|
1.000 |
81.475 |
|
0.618 |
81.116 |
|
HIGH |
80.535 |
|
0.618 |
80.176 |
|
0.500 |
80.065 |
|
0.382 |
79.954 |
|
LOW |
79.595 |
|
0.618 |
79.014 |
|
1.000 |
78.655 |
|
1.618 |
78.074 |
|
2.618 |
77.134 |
|
4.250 |
75.600 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.361 |
80.350 |
| PP |
80.213 |
80.191 |
| S1 |
80.065 |
80.033 |
|