ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 23-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
79.675 |
79.375 |
-0.300 |
-0.4% |
80.085 |
High |
79.745 |
79.775 |
0.030 |
0.0% |
80.345 |
Low |
79.225 |
79.320 |
0.095 |
0.1% |
79.225 |
Close |
79.313 |
79.536 |
0.223 |
0.3% |
79.313 |
Range |
0.520 |
0.455 |
-0.065 |
-12.5% |
1.120 |
ATR |
0.536 |
0.531 |
-0.005 |
-1.0% |
0.000 |
Volume |
23,406 |
18,450 |
-4,956 |
-21.2% |
99,494 |
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.909 |
80.677 |
79.786 |
|
R3 |
80.454 |
80.222 |
79.661 |
|
R2 |
79.999 |
79.999 |
79.619 |
|
R1 |
79.767 |
79.767 |
79.578 |
79.883 |
PP |
79.544 |
79.544 |
79.544 |
79.602 |
S1 |
79.312 |
79.312 |
79.494 |
79.428 |
S2 |
79.089 |
79.089 |
79.453 |
|
S3 |
78.634 |
78.857 |
79.411 |
|
S4 |
78.179 |
78.402 |
79.286 |
|
|
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 |
80.025 |
79.225 |
0.800 |
1.0% |
0.443 |
0.6% |
39% |
False |
False |
18,526 |
10 |
80.345 |
79.225 |
1.120 |
1.4% |
0.502 |
0.6% |
28% |
False |
False |
20,760 |
20 |
80.365 |
78.795 |
1.570 |
2.0% |
0.519 |
0.7% |
47% |
False |
False |
21,274 |
40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.558 |
0.7% |
41% |
False |
False |
17,072 |
60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.482 |
0.6% |
41% |
False |
False |
11,400 |
80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.401 |
0.5% |
29% |
False |
False |
8,552 |
100 |
82.286 |
78.420 |
3.866 |
4.9% |
0.324 |
0.4% |
29% |
False |
False |
6,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.709 |
2.618 |
80.966 |
1.618 |
80.511 |
1.000 |
80.230 |
0.618 |
80.056 |
HIGH |
79.775 |
0.618 |
79.601 |
0.500 |
79.548 |
0.382 |
79.494 |
LOW |
79.320 |
0.618 |
79.039 |
1.000 |
78.865 |
1.618 |
78.584 |
2.618 |
78.129 |
4.250 |
77.386 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
79.548 |
79.603 |
PP |
79.544 |
79.580 |
S1 |
79.540 |
79.558 |
|