ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 01-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
Open |
78.835 |
78.875 |
0.040 |
0.1% |
79.375 |
High |
78.960 |
79.050 |
0.090 |
0.1% |
79.775 |
Low |
78.685 |
78.665 |
-0.020 |
0.0% |
78.720 |
Close |
78.855 |
78.905 |
0.050 |
0.1% |
78.757 |
Range |
0.275 |
0.385 |
0.110 |
40.0% |
1.055 |
ATR |
0.482 |
0.475 |
-0.007 |
-1.4% |
0.000 |
Volume |
19,460 |
13,049 |
-6,411 |
-32.9% |
94,966 |
|
Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.028 |
79.852 |
79.117 |
|
R3 |
79.643 |
79.467 |
79.011 |
|
R2 |
79.258 |
79.258 |
78.976 |
|
R1 |
79.082 |
79.082 |
78.940 |
79.170 |
PP |
78.873 |
78.873 |
78.873 |
78.918 |
S1 |
78.697 |
78.697 |
78.870 |
78.785 |
S2 |
78.488 |
78.488 |
78.834 |
|
S3 |
78.103 |
78.312 |
78.799 |
|
S4 |
77.718 |
77.927 |
78.693 |
|
|
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 |
79.415 |
78.665 |
0.750 |
1.0% |
0.377 |
0.5% |
32% |
False |
True |
18,600 |
10 |
80.025 |
78.665 |
1.360 |
1.7% |
0.407 |
0.5% |
18% |
False |
True |
18,617 |
20 |
80.365 |
78.665 |
1.700 |
2.2% |
0.487 |
0.6% |
14% |
False |
True |
20,205 |
40 |
81.160 |
78.665 |
2.495 |
3.2% |
0.530 |
0.7% |
10% |
False |
True |
19,761 |
60 |
81.160 |
78.420 |
2.740 |
3.5% |
0.509 |
0.6% |
18% |
False |
False |
13,216 |
80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.407 |
0.5% |
13% |
False |
False |
9,914 |
100 |
82.286 |
78.420 |
3.866 |
4.9% |
0.343 |
0.4% |
13% |
False |
False |
7,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.686 |
2.618 |
80.058 |
1.618 |
79.673 |
1.000 |
79.435 |
0.618 |
79.288 |
HIGH |
79.050 |
0.618 |
78.903 |
0.500 |
78.858 |
0.382 |
78.812 |
LOW |
78.665 |
0.618 |
78.427 |
1.000 |
78.280 |
1.618 |
78.042 |
2.618 |
77.657 |
4.250 |
77.029 |
|
|
Fisher Pivots for day following 01-May-2012 |
Pivot |
1 day |
3 day |
R1 |
78.889 |
79.000 |
PP |
78.873 |
78.968 |
S1 |
78.858 |
78.937 |
|