ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
79.295 |
79.100 |
-0.195 |
-0.2% |
80.085 |
High |
79.415 |
79.170 |
-0.245 |
-0.3% |
80.345 |
Low |
79.075 |
78.900 |
-0.175 |
-0.2% |
79.225 |
Close |
79.111 |
79.001 |
-0.110 |
-0.1% |
79.313 |
Range |
0.340 |
0.270 |
-0.070 |
-20.6% |
1.120 |
ATR |
0.505 |
0.488 |
-0.017 |
-3.3% |
0.000 |
Volume |
20,417 |
17,256 |
-3,161 |
-15.5% |
99,494 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.834 |
79.687 |
79.150 |
|
R3 |
79.564 |
79.417 |
79.075 |
|
R2 |
79.294 |
79.294 |
79.051 |
|
R1 |
79.147 |
79.147 |
79.026 |
79.086 |
PP |
79.024 |
79.024 |
79.024 |
78.993 |
S1 |
78.877 |
78.877 |
78.976 |
78.816 |
S2 |
78.754 |
78.754 |
78.952 |
|
S3 |
78.484 |
78.607 |
78.927 |
|
S4 |
78.214 |
78.337 |
78.853 |
|
|
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 |
79.775 |
78.900 |
0.875 |
1.1% |
0.387 |
0.5% |
12% |
False |
True |
19,110 |
10 |
80.345 |
78.900 |
1.445 |
1.8% |
0.448 |
0.6% |
7% |
False |
True |
19,120 |
20 |
80.365 |
78.795 |
1.570 |
2.0% |
0.479 |
0.6% |
13% |
False |
False |
20,582 |
40 |
81.160 |
78.795 |
2.365 |
3.0% |
0.543 |
0.7% |
9% |
False |
False |
18,403 |
60 |
81.160 |
78.420 |
2.740 |
3.5% |
0.497 |
0.6% |
21% |
False |
False |
12,294 |
80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.401 |
0.5% |
15% |
False |
False |
9,223 |
100 |
82.286 |
78.420 |
3.866 |
4.9% |
0.334 |
0.4% |
15% |
False |
False |
7,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.318 |
2.618 |
79.877 |
1.618 |
79.607 |
1.000 |
79.440 |
0.618 |
79.337 |
HIGH |
79.170 |
0.618 |
79.067 |
0.500 |
79.035 |
0.382 |
79.003 |
LOW |
78.900 |
0.618 |
78.733 |
1.000 |
78.630 |
1.618 |
78.463 |
2.618 |
78.193 |
4.250 |
77.753 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
79.035 |
79.218 |
PP |
79.024 |
79.145 |
S1 |
79.012 |
79.073 |
|