ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
79.495 |
80.085 |
0.590 |
0.7% |
80.050 |
High |
80.080 |
80.345 |
0.265 |
0.3% |
80.320 |
Low |
79.450 |
79.670 |
0.220 |
0.3% |
79.365 |
Close |
80.055 |
79.732 |
-0.323 |
-0.4% |
80.055 |
Range |
0.630 |
0.675 |
0.045 |
7.1% |
0.955 |
ATR |
0.559 |
0.567 |
0.008 |
1.5% |
0.000 |
Volume |
19,563 |
25,314 |
5,751 |
29.4% |
101,245 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.941 |
81.511 |
80.103 |
|
R3 |
81.266 |
80.836 |
79.918 |
|
R2 |
80.591 |
80.591 |
79.856 |
|
R1 |
80.161 |
80.161 |
79.794 |
80.039 |
PP |
79.916 |
79.916 |
79.916 |
79.854 |
S1 |
79.486 |
79.486 |
79.670 |
79.364 |
S2 |
79.241 |
79.241 |
79.608 |
|
S3 |
78.566 |
78.811 |
79.546 |
|
S4 |
77.891 |
78.136 |
79.361 |
|
|
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 |
80.345 |
79.365 |
0.980 |
1.2% |
0.561 |
0.7% |
37% |
True |
False |
22,995 |
10 |
80.365 |
78.795 |
1.570 |
2.0% |
0.564 |
0.7% |
60% |
False |
False |
22,180 |
20 |
80.365 |
78.795 |
1.570 |
2.0% |
0.546 |
0.7% |
60% |
False |
False |
21,432 |
40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.555 |
0.7% |
48% |
False |
False |
14,765 |
60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.462 |
0.6% |
48% |
False |
False |
9,857 |
80 |
82.286 |
78.420 |
3.866 |
4.8% |
0.373 |
0.5% |
34% |
False |
False |
7,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.214 |
2.618 |
82.112 |
1.618 |
81.437 |
1.000 |
81.020 |
0.618 |
80.762 |
HIGH |
80.345 |
0.618 |
80.087 |
0.500 |
80.008 |
0.382 |
79.928 |
LOW |
79.670 |
0.618 |
79.253 |
1.000 |
78.995 |
1.618 |
78.578 |
2.618 |
77.903 |
4.250 |
76.801 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
80.008 |
79.855 |
PP |
79.916 |
79.814 |
S1 |
79.824 |
79.773 |
|