ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 02-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
79.225 |
79.035 |
-0.190 |
-0.2% |
79.495 |
High |
79.225 |
79.275 |
0.050 |
0.1% |
79.940 |
Low |
78.870 |
78.920 |
0.050 |
0.1% |
78.870 |
Close |
79.138 |
78.963 |
-0.175 |
-0.2% |
79.138 |
Range |
0.355 |
0.355 |
0.000 |
0.0% |
1.070 |
ATR |
0.562 |
0.547 |
-0.015 |
-2.6% |
0.000 |
Volume |
24,070 |
19,340 |
-4,730 |
-19.7% |
111,054 |
|
Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.118 |
79.895 |
79.158 |
|
R3 |
79.763 |
79.540 |
79.061 |
|
R2 |
79.408 |
79.408 |
79.028 |
|
R1 |
79.185 |
79.185 |
78.996 |
79.119 |
PP |
79.053 |
79.053 |
79.053 |
79.020 |
S1 |
78.830 |
78.830 |
78.930 |
78.764 |
S2 |
78.698 |
78.698 |
78.898 |
|
S3 |
78.343 |
78.475 |
78.865 |
|
S4 |
77.988 |
78.120 |
78.768 |
|
|
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 |
79.530 |
78.870 |
0.660 |
0.8% |
0.399 |
0.5% |
14% |
False |
False |
22,254 |
10 |
80.195 |
78.870 |
1.325 |
1.7% |
0.506 |
0.6% |
7% |
False |
False |
20,682 |
20 |
81.160 |
78.870 |
2.290 |
2.9% |
0.574 |
0.7% |
4% |
False |
False |
19,316 |
40 |
81.160 |
78.420 |
2.740 |
3.5% |
0.520 |
0.7% |
20% |
False |
False |
9,721 |
60 |
82.286 |
78.420 |
3.866 |
4.9% |
0.380 |
0.5% |
14% |
False |
False |
6,484 |
80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.307 |
0.4% |
14% |
False |
False |
4,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.784 |
2.618 |
80.204 |
1.618 |
79.849 |
1.000 |
79.630 |
0.618 |
79.494 |
HIGH |
79.275 |
0.618 |
79.139 |
0.500 |
79.098 |
0.382 |
79.056 |
LOW |
78.920 |
0.618 |
78.701 |
1.000 |
78.565 |
1.618 |
78.346 |
2.618 |
77.991 |
4.250 |
77.411 |
|
|
Fisher Pivots for day following 02-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
79.098 |
79.200 |
PP |
79.053 |
79.121 |
S1 |
79.008 |
79.042 |
|