ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
79.275 |
79.225 |
-0.050 |
-0.1% |
79.495 |
High |
79.530 |
79.225 |
-0.305 |
-0.4% |
79.940 |
Low |
79.125 |
78.870 |
-0.255 |
-0.3% |
78.870 |
Close |
79.357 |
79.138 |
-0.219 |
-0.3% |
79.138 |
Range |
0.405 |
0.355 |
-0.050 |
-12.3% |
1.070 |
ATR |
0.568 |
0.562 |
-0.006 |
-1.0% |
0.000 |
Volume |
19,453 |
24,070 |
4,617 |
23.7% |
111,054 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.143 |
79.995 |
79.333 |
|
R3 |
79.788 |
79.640 |
79.236 |
|
R2 |
79.433 |
79.433 |
79.203 |
|
R1 |
79.285 |
79.285 |
79.171 |
79.182 |
PP |
79.078 |
79.078 |
79.078 |
79.026 |
S1 |
78.930 |
78.930 |
79.105 |
78.827 |
S2 |
78.723 |
78.723 |
79.073 |
|
S3 |
78.368 |
78.575 |
79.040 |
|
S4 |
78.013 |
78.220 |
78.943 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.526 |
81.902 |
79.727 |
|
R3 |
81.456 |
80.832 |
79.432 |
|
R2 |
80.386 |
80.386 |
79.334 |
|
R1 |
79.762 |
79.762 |
79.236 |
79.539 |
PP |
79.316 |
79.316 |
79.316 |
79.205 |
S1 |
78.692 |
78.692 |
79.040 |
78.469 |
S2 |
78.246 |
78.246 |
78.942 |
|
S3 |
77.176 |
77.622 |
78.844 |
|
S4 |
76.106 |
76.552 |
78.550 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.940 |
78.870 |
1.070 |
1.4% |
0.504 |
0.6% |
25% |
False |
True |
22,210 |
10 |
80.195 |
78.870 |
1.325 |
1.7% |
0.529 |
0.7% |
20% |
False |
True |
20,685 |
20 |
81.160 |
78.870 |
2.290 |
2.9% |
0.596 |
0.8% |
12% |
False |
True |
18,384 |
40 |
81.160 |
78.420 |
2.740 |
3.5% |
0.522 |
0.7% |
26% |
False |
False |
9,238 |
60 |
82.286 |
78.420 |
3.866 |
4.9% |
0.374 |
0.5% |
19% |
False |
False |
6,161 |
80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.307 |
0.4% |
19% |
False |
False |
4,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.734 |
2.618 |
80.154 |
1.618 |
79.799 |
1.000 |
79.580 |
0.618 |
79.444 |
HIGH |
79.225 |
0.618 |
79.089 |
0.500 |
79.048 |
0.382 |
79.006 |
LOW |
78.870 |
0.618 |
78.651 |
1.000 |
78.515 |
1.618 |
78.296 |
2.618 |
77.941 |
4.250 |
77.361 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
79.108 |
79.200 |
PP |
79.078 |
79.179 |
S1 |
79.048 |
79.159 |
|