ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
79.920 |
79.495 |
-0.425 |
-0.5% |
80.050 |
High |
79.955 |
80.080 |
0.125 |
0.2% |
80.320 |
Low |
79.365 |
79.450 |
0.085 |
0.1% |
79.365 |
Close |
79.449 |
80.055 |
0.606 |
0.8% |
80.055 |
Range |
0.590 |
0.630 |
0.040 |
6.8% |
0.955 |
ATR |
0.554 |
0.559 |
0.006 |
1.0% |
0.000 |
Volume |
25,445 |
19,563 |
-5,882 |
-23.1% |
101,245 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.752 |
81.533 |
80.402 |
|
R3 |
81.122 |
80.903 |
80.228 |
|
R2 |
80.492 |
80.492 |
80.171 |
|
R1 |
80.273 |
80.273 |
80.113 |
80.383 |
PP |
79.862 |
79.862 |
79.862 |
79.916 |
S1 |
79.643 |
79.643 |
79.997 |
79.753 |
S2 |
79.232 |
79.232 |
79.940 |
|
S3 |
78.602 |
79.013 |
79.882 |
|
S4 |
77.972 |
78.383 |
79.709 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.778 |
82.372 |
80.580 |
|
R3 |
81.823 |
81.417 |
80.318 |
|
R2 |
80.868 |
80.868 |
80.230 |
|
R1 |
80.462 |
80.462 |
80.143 |
80.665 |
PP |
79.913 |
79.913 |
79.913 |
80.015 |
S1 |
79.507 |
79.507 |
79.967 |
79.710 |
S2 |
78.958 |
78.958 |
79.880 |
|
S3 |
78.003 |
78.552 |
79.792 |
|
S4 |
77.048 |
77.597 |
79.530 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.320 |
79.365 |
0.955 |
1.2% |
0.523 |
0.7% |
72% |
False |
False |
20,249 |
10 |
80.365 |
78.795 |
1.570 |
2.0% |
0.532 |
0.7% |
80% |
False |
False |
22,055 |
20 |
80.760 |
78.795 |
1.965 |
2.5% |
0.553 |
0.7% |
64% |
False |
False |
21,614 |
40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.547 |
0.7% |
60% |
False |
False |
14,136 |
60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.451 |
0.6% |
60% |
False |
False |
9,435 |
80 |
82.286 |
78.420 |
3.866 |
4.8% |
0.365 |
0.5% |
42% |
False |
False |
7,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.758 |
2.618 |
81.729 |
1.618 |
81.099 |
1.000 |
80.710 |
0.618 |
80.469 |
HIGH |
80.080 |
0.618 |
79.839 |
0.500 |
79.765 |
0.382 |
79.691 |
LOW |
79.450 |
0.618 |
79.061 |
1.000 |
78.820 |
1.618 |
78.431 |
2.618 |
77.801 |
4.250 |
76.773 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
79.958 |
79.956 |
PP |
79.862 |
79.857 |
S1 |
79.765 |
79.758 |
|