ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
79.955 |
80.105 |
0.150 |
0.2% |
79.035 |
High |
80.245 |
80.150 |
-0.095 |
-0.1% |
80.365 |
Low |
79.775 |
79.710 |
-0.065 |
-0.1% |
78.795 |
Close |
80.098 |
79.993 |
-0.105 |
-0.1% |
80.293 |
Range |
0.470 |
0.440 |
-0.030 |
-6.4% |
1.570 |
ATR |
0.556 |
0.548 |
-0.008 |
-1.5% |
0.000 |
Volume |
26,103 |
18,551 |
-7,552 |
-28.9% |
95,244 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.271 |
81.072 |
80.235 |
|
R3 |
80.831 |
80.632 |
80.114 |
|
R2 |
80.391 |
80.391 |
80.074 |
|
R1 |
80.192 |
80.192 |
80.033 |
80.072 |
PP |
79.951 |
79.951 |
79.951 |
79.891 |
S1 |
79.752 |
79.752 |
79.953 |
79.632 |
S2 |
79.511 |
79.511 |
79.912 |
|
S3 |
79.071 |
79.312 |
79.872 |
|
S4 |
78.631 |
78.872 |
79.751 |
|
|
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 |
79.540 |
0.825 |
1.0% |
0.505 |
0.6% |
55% |
False |
False |
20,781 |
10 |
80.365 |
78.795 |
1.570 |
2.0% |
0.497 |
0.6% |
76% |
False |
False |
22,263 |
20 |
81.160 |
78.795 |
2.365 |
3.0% |
0.556 |
0.7% |
51% |
False |
False |
23,444 |
40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.550 |
0.7% |
57% |
False |
False |
13,018 |
60 |
81.175 |
78.420 |
2.755 |
3.4% |
0.435 |
0.5% |
57% |
False |
False |
8,685 |
80 |
82.286 |
78.420 |
3.866 |
4.8% |
0.350 |
0.4% |
41% |
False |
False |
6,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.020 |
2.618 |
81.302 |
1.618 |
80.862 |
1.000 |
80.590 |
0.618 |
80.422 |
HIGH |
80.150 |
0.618 |
79.982 |
0.500 |
79.930 |
0.382 |
79.878 |
LOW |
79.710 |
0.618 |
79.438 |
1.000 |
79.270 |
1.618 |
78.998 |
2.618 |
78.558 |
4.250 |
77.840 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
79.972 |
80.015 |
PP |
79.951 |
80.008 |
S1 |
79.930 |
80.000 |
|