ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
79.210 |
78.835 |
-0.375 |
-0.5% |
79.375 |
High |
79.335 |
78.960 |
-0.375 |
-0.5% |
79.775 |
Low |
78.720 |
78.685 |
-0.035 |
0.0% |
78.720 |
Close |
78.757 |
78.855 |
0.098 |
0.1% |
78.757 |
Range |
0.615 |
0.275 |
-0.340 |
-55.3% |
1.055 |
ATR |
0.498 |
0.482 |
-0.016 |
-3.2% |
0.000 |
Volume |
22,819 |
19,460 |
-3,359 |
-14.7% |
94,966 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.658 |
79.532 |
79.006 |
|
R3 |
79.383 |
79.257 |
78.931 |
|
R2 |
79.108 |
79.108 |
78.905 |
|
R1 |
78.982 |
78.982 |
78.880 |
79.045 |
PP |
78.833 |
78.833 |
78.833 |
78.865 |
S1 |
78.707 |
78.707 |
78.830 |
78.770 |
S2 |
78.558 |
78.558 |
78.805 |
|
S3 |
78.283 |
78.432 |
78.779 |
|
S4 |
78.008 |
78.157 |
78.704 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.249 |
81.558 |
79.337 |
|
R3 |
81.194 |
80.503 |
79.047 |
|
R2 |
80.139 |
80.139 |
78.950 |
|
R1 |
79.448 |
79.448 |
78.854 |
79.266 |
PP |
79.084 |
79.084 |
79.084 |
78.993 |
S1 |
78.393 |
78.393 |
78.660 |
78.211 |
S2 |
78.029 |
78.029 |
78.564 |
|
S3 |
76.974 |
77.338 |
78.467 |
|
S4 |
75.919 |
76.283 |
78.177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.535 |
78.685 |
0.850 |
1.1% |
0.370 |
0.5% |
20% |
False |
True |
19,195 |
10 |
80.025 |
78.685 |
1.340 |
1.7% |
0.407 |
0.5% |
13% |
False |
True |
18,860 |
20 |
80.365 |
78.685 |
1.680 |
2.1% |
0.485 |
0.6% |
10% |
False |
True |
20,520 |
40 |
81.160 |
78.685 |
2.475 |
3.1% |
0.541 |
0.7% |
7% |
False |
True |
19,452 |
60 |
81.160 |
78.420 |
2.740 |
3.5% |
0.509 |
0.6% |
16% |
False |
False |
12,998 |
80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.402 |
0.5% |
11% |
False |
False |
9,751 |
100 |
82.286 |
78.420 |
3.866 |
4.9% |
0.343 |
0.4% |
11% |
False |
False |
7,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.129 |
2.618 |
79.680 |
1.618 |
79.405 |
1.000 |
79.235 |
0.618 |
79.130 |
HIGH |
78.960 |
0.618 |
78.855 |
0.500 |
78.823 |
0.382 |
78.790 |
LOW |
78.685 |
0.618 |
78.515 |
1.000 |
78.410 |
1.618 |
78.240 |
2.618 |
77.965 |
4.250 |
77.516 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
78.844 |
79.010 |
PP |
78.833 |
78.958 |
S1 |
78.823 |
78.907 |
|