ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 03-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
79.035 |
78.900 |
-0.135 |
-0.2% |
79.495 |
High |
79.275 |
79.655 |
0.380 |
0.5% |
79.940 |
Low |
78.920 |
78.795 |
-0.125 |
-0.2% |
78.870 |
Close |
78.963 |
79.641 |
0.678 |
0.9% |
79.138 |
Range |
0.355 |
0.860 |
0.505 |
142.3% |
1.070 |
ATR |
0.547 |
0.569 |
0.022 |
4.1% |
0.000 |
Volume |
19,340 |
28,232 |
8,892 |
46.0% |
111,054 |
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.944 |
81.652 |
80.114 |
|
R3 |
81.084 |
80.792 |
79.878 |
|
R2 |
80.224 |
80.224 |
79.799 |
|
R1 |
79.932 |
79.932 |
79.720 |
80.078 |
PP |
79.364 |
79.364 |
79.364 |
79.437 |
S1 |
79.072 |
79.072 |
79.562 |
79.218 |
S2 |
78.504 |
78.504 |
79.483 |
|
S3 |
77.644 |
78.212 |
79.405 |
|
S4 |
76.784 |
77.352 |
79.168 |
|
|
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 |
79.655 |
78.795 |
0.860 |
1.1% |
0.488 |
0.6% |
98% |
True |
True |
23,744 |
10 |
80.195 |
78.795 |
1.400 |
1.8% |
0.551 |
0.7% |
60% |
False |
True |
22,116 |
20 |
81.160 |
78.795 |
2.365 |
3.0% |
0.579 |
0.7% |
36% |
False |
True |
20,632 |
40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.519 |
0.7% |
45% |
False |
False |
10,427 |
60 |
82.286 |
78.420 |
3.866 |
4.9% |
0.395 |
0.5% |
32% |
False |
False |
6,954 |
80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.318 |
0.4% |
32% |
False |
False |
5,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.310 |
2.618 |
81.906 |
1.618 |
81.046 |
1.000 |
80.515 |
0.618 |
80.186 |
HIGH |
79.655 |
0.618 |
79.326 |
0.500 |
79.225 |
0.382 |
79.124 |
LOW |
78.795 |
0.618 |
78.264 |
1.000 |
77.935 |
1.618 |
77.404 |
2.618 |
76.544 |
4.250 |
75.140 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
79.502 |
79.502 |
PP |
79.364 |
79.364 |
S1 |
79.225 |
79.225 |
|