ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
79.725 |
79.675 |
-0.050 |
-0.1% |
80.085 |
High |
79.980 |
79.745 |
-0.235 |
-0.3% |
80.345 |
Low |
79.515 |
79.225 |
-0.290 |
-0.4% |
79.225 |
Close |
79.707 |
79.313 |
-0.394 |
-0.5% |
79.313 |
Range |
0.465 |
0.520 |
0.055 |
11.8% |
1.120 |
ATR |
0.537 |
0.536 |
-0.001 |
-0.2% |
0.000 |
Volume |
19,386 |
23,406 |
4,020 |
20.7% |
99,494 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.988 |
80.670 |
79.599 |
|
R3 |
80.468 |
80.150 |
79.456 |
|
R2 |
79.948 |
79.948 |
79.408 |
|
R1 |
79.630 |
79.630 |
79.361 |
79.529 |
PP |
79.428 |
79.428 |
79.428 |
79.377 |
S1 |
79.110 |
79.110 |
79.265 |
79.009 |
S2 |
78.908 |
78.908 |
79.218 |
|
S3 |
78.388 |
78.590 |
79.170 |
|
S4 |
77.868 |
78.070 |
79.027 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.988 |
82.270 |
79.929 |
|
R3 |
81.868 |
81.150 |
79.621 |
|
R2 |
80.748 |
80.748 |
79.518 |
|
R1 |
80.030 |
80.030 |
79.416 |
79.829 |
PP |
79.628 |
79.628 |
79.628 |
79.527 |
S1 |
78.910 |
78.910 |
79.210 |
78.709 |
S2 |
78.508 |
78.508 |
79.108 |
|
S3 |
77.388 |
77.790 |
79.005 |
|
S4 |
76.268 |
76.670 |
78.697 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.345 |
79.225 |
1.120 |
1.4% |
0.487 |
0.6% |
8% |
False |
True |
19,898 |
10 |
80.345 |
79.225 |
1.120 |
1.4% |
0.505 |
0.6% |
8% |
False |
True |
20,073 |
20 |
80.365 |
78.795 |
1.570 |
2.0% |
0.530 |
0.7% |
33% |
False |
False |
21,586 |
40 |
81.160 |
78.420 |
2.740 |
3.5% |
0.560 |
0.7% |
33% |
False |
False |
16,613 |
60 |
81.160 |
78.420 |
2.740 |
3.5% |
0.475 |
0.6% |
33% |
False |
False |
11,093 |
80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.395 |
0.5% |
23% |
False |
False |
8,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.955 |
2.618 |
81.106 |
1.618 |
80.586 |
1.000 |
80.265 |
0.618 |
80.066 |
HIGH |
79.745 |
0.618 |
79.546 |
0.500 |
79.485 |
0.382 |
79.424 |
LOW |
79.225 |
0.618 |
78.904 |
1.000 |
78.705 |
1.618 |
78.384 |
2.618 |
77.864 |
4.250 |
77.015 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
79.485 |
79.625 |
PP |
79.428 |
79.521 |
S1 |
79.370 |
79.417 |
|