ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
79.770 |
79.895 |
0.125 |
0.2% |
80.065 |
| High |
80.195 |
80.010 |
-0.185 |
-0.2% |
80.195 |
| Low |
79.650 |
79.325 |
-0.325 |
-0.4% |
79.325 |
| Close |
79.998 |
79.576 |
-0.422 |
-0.5% |
79.576 |
| Range |
0.545 |
0.685 |
0.140 |
25.7% |
0.870 |
| ATR |
0.573 |
0.581 |
0.008 |
1.4% |
0.000 |
| Volume |
21,985 |
24,696 |
2,711 |
12.3% |
95,797 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.692 |
81.319 |
79.953 |
|
| R3 |
81.007 |
80.634 |
79.764 |
|
| R2 |
80.322 |
80.322 |
79.702 |
|
| R1 |
79.949 |
79.949 |
79.639 |
79.793 |
| PP |
79.637 |
79.637 |
79.637 |
79.559 |
| S1 |
79.264 |
79.264 |
79.513 |
79.108 |
| S2 |
78.952 |
78.952 |
79.450 |
|
| S3 |
78.267 |
78.579 |
79.388 |
|
| S4 |
77.582 |
77.894 |
79.199 |
|
|
| 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 |
79.325 |
0.870 |
1.1% |
0.553 |
0.7% |
29% |
False |
True |
19,159 |
| 10 |
81.160 |
79.325 |
1.835 |
2.3% |
0.586 |
0.7% |
14% |
False |
True |
24,372 |
| 20 |
81.160 |
78.420 |
2.740 |
3.4% |
0.598 |
0.8% |
42% |
False |
False |
12,871 |
| 40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.464 |
0.6% |
42% |
False |
False |
6,463 |
| 60 |
82.286 |
78.420 |
3.866 |
4.9% |
0.362 |
0.5% |
30% |
False |
False |
4,311 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.276 |
0.3% |
30% |
False |
False |
3,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.921 |
|
2.618 |
81.803 |
|
1.618 |
81.118 |
|
1.000 |
80.695 |
|
0.618 |
80.433 |
|
HIGH |
80.010 |
|
0.618 |
79.748 |
|
0.500 |
79.668 |
|
0.382 |
79.587 |
|
LOW |
79.325 |
|
0.618 |
78.902 |
|
1.000 |
78.640 |
|
1.618 |
78.217 |
|
2.618 |
77.532 |
|
4.250 |
76.414 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.668 |
79.760 |
| PP |
79.637 |
79.699 |
| S1 |
79.607 |
79.637 |
|