ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
79.755 |
79.805 |
0.050 |
0.1% |
80.450 |
| High |
80.100 |
80.070 |
-0.030 |
0.0% |
81.160 |
| Low |
79.685 |
79.530 |
-0.155 |
-0.2% |
79.950 |
| Close |
79.825 |
79.896 |
0.071 |
0.1% |
80.082 |
| Range |
0.415 |
0.540 |
0.125 |
30.1% |
1.210 |
| ATR |
0.578 |
0.575 |
-0.003 |
-0.5% |
0.000 |
| Volume |
13,886 |
15,861 |
1,975 |
14.2% |
147,926 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.452 |
81.214 |
80.193 |
|
| R3 |
80.912 |
80.674 |
80.045 |
|
| R2 |
80.372 |
80.372 |
79.995 |
|
| R1 |
80.134 |
80.134 |
79.946 |
80.253 |
| PP |
79.832 |
79.832 |
79.832 |
79.892 |
| S1 |
79.594 |
79.594 |
79.847 |
79.713 |
| S2 |
79.292 |
79.292 |
79.797 |
|
| S3 |
78.752 |
79.054 |
79.748 |
|
| S4 |
78.212 |
78.514 |
79.599 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.027 |
83.265 |
80.748 |
|
| R3 |
82.817 |
82.055 |
80.415 |
|
| R2 |
81.607 |
81.607 |
80.304 |
|
| R1 |
80.845 |
80.845 |
80.193 |
80.621 |
| PP |
80.397 |
80.397 |
80.397 |
80.286 |
| S1 |
79.635 |
79.635 |
79.971 |
79.411 |
| S2 |
79.187 |
79.187 |
79.860 |
|
| S3 |
77.977 |
78.425 |
79.749 |
|
| S4 |
76.767 |
77.215 |
79.417 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.160 |
79.530 |
1.630 |
2.0% |
0.627 |
0.8% |
22% |
False |
True |
23,507 |
| 10 |
81.160 |
79.530 |
1.630 |
2.0% |
0.634 |
0.8% |
22% |
False |
True |
20,653 |
| 20 |
81.160 |
78.420 |
2.740 |
3.4% |
0.591 |
0.7% |
54% |
False |
False |
10,546 |
| 40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.443 |
0.6% |
54% |
False |
False |
5,296 |
| 60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.341 |
0.4% |
38% |
False |
False |
3,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.365 |
|
2.618 |
81.484 |
|
1.618 |
80.944 |
|
1.000 |
80.610 |
|
0.618 |
80.404 |
|
HIGH |
80.070 |
|
0.618 |
79.864 |
|
0.500 |
79.800 |
|
0.382 |
79.736 |
|
LOW |
79.530 |
|
0.618 |
79.196 |
|
1.000 |
78.990 |
|
1.618 |
78.656 |
|
2.618 |
78.116 |
|
4.250 |
77.235 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.864 |
79.883 |
| PP |
79.832 |
79.870 |
| S1 |
79.800 |
79.858 |
|