ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 09-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
79.915 |
80.050 |
0.135 |
0.2% |
79.035 |
High |
80.365 |
80.320 |
-0.045 |
-0.1% |
80.365 |
Low |
79.790 |
79.835 |
0.045 |
0.1% |
78.795 |
Close |
80.293 |
79.919 |
-0.374 |
-0.5% |
80.293 |
Range |
0.575 |
0.485 |
-0.090 |
-15.7% |
1.570 |
ATR |
0.569 |
0.563 |
-0.006 |
-1.1% |
0.000 |
Volume |
24,833 |
11,583 |
-13,250 |
-53.4% |
95,244 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.480 |
81.184 |
80.186 |
|
R3 |
80.995 |
80.699 |
80.052 |
|
R2 |
80.510 |
80.510 |
80.008 |
|
R1 |
80.214 |
80.214 |
79.963 |
80.120 |
PP |
80.025 |
80.025 |
80.025 |
79.977 |
S1 |
79.729 |
79.729 |
79.875 |
79.635 |
S2 |
79.540 |
79.540 |
79.830 |
|
S3 |
79.055 |
79.244 |
79.786 |
|
S4 |
78.570 |
78.759 |
79.652 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.528 |
83.980 |
81.157 |
|
R3 |
82.958 |
82.410 |
80.725 |
|
R2 |
81.388 |
81.388 |
80.581 |
|
R1 |
80.840 |
80.840 |
80.437 |
81.114 |
PP |
79.818 |
79.818 |
79.818 |
79.955 |
S1 |
79.270 |
79.270 |
80.149 |
79.544 |
S2 |
78.248 |
78.248 |
80.005 |
|
S3 |
76.678 |
77.700 |
79.861 |
|
S4 |
75.108 |
76.130 |
79.430 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.365 |
78.795 |
1.570 |
2.0% |
0.566 |
0.7% |
72% |
False |
False |
21,365 |
10 |
80.365 |
78.795 |
1.570 |
2.0% |
0.535 |
0.7% |
72% |
False |
False |
21,788 |
20 |
81.160 |
78.795 |
2.365 |
3.0% |
0.560 |
0.7% |
48% |
False |
False |
23,080 |
40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.551 |
0.7% |
55% |
False |
False |
11,907 |
60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.422 |
0.5% |
39% |
False |
False |
7,941 |
80 |
82.286 |
78.420 |
3.866 |
4.8% |
0.338 |
0.4% |
39% |
False |
False |
5,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.381 |
2.618 |
81.590 |
1.618 |
81.105 |
1.000 |
80.805 |
0.618 |
80.620 |
HIGH |
80.320 |
0.618 |
80.135 |
0.500 |
80.078 |
0.382 |
80.020 |
LOW |
79.835 |
0.618 |
79.535 |
1.000 |
79.350 |
1.618 |
79.050 |
2.618 |
78.565 |
4.250 |
77.774 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
80.078 |
79.953 |
PP |
80.025 |
79.941 |
S1 |
79.972 |
79.930 |
|