ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 03-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
Open |
78.900 |
79.260 |
0.360 |
0.5% |
79.375 |
High |
79.400 |
79.535 |
0.135 |
0.2% |
79.775 |
Low |
78.900 |
79.150 |
0.250 |
0.3% |
78.720 |
Close |
79.201 |
79.293 |
0.092 |
0.1% |
78.757 |
Range |
0.500 |
0.385 |
-0.115 |
-23.0% |
1.055 |
ATR |
0.477 |
0.470 |
-0.007 |
-1.4% |
0.000 |
Volume |
19,298 |
20,458 |
1,160 |
6.0% |
94,966 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.481 |
80.272 |
79.505 |
|
R3 |
80.096 |
79.887 |
79.399 |
|
R2 |
79.711 |
79.711 |
79.364 |
|
R1 |
79.502 |
79.502 |
79.328 |
79.607 |
PP |
79.326 |
79.326 |
79.326 |
79.378 |
S1 |
79.117 |
79.117 |
79.258 |
79.222 |
S2 |
78.941 |
78.941 |
79.222 |
|
S3 |
78.556 |
78.732 |
79.187 |
|
S4 |
78.171 |
78.347 |
79.081 |
|
|
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 |
78.665 |
0.870 |
1.1% |
0.432 |
0.5% |
72% |
True |
False |
19,016 |
10 |
79.775 |
78.665 |
1.110 |
1.4% |
0.410 |
0.5% |
57% |
False |
False |
19,063 |
20 |
80.365 |
78.665 |
1.700 |
2.1% |
0.460 |
0.6% |
37% |
False |
False |
19,640 |
40 |
81.160 |
78.665 |
2.495 |
3.1% |
0.526 |
0.7% |
25% |
False |
False |
20,687 |
60 |
81.160 |
78.420 |
2.740 |
3.5% |
0.505 |
0.6% |
32% |
False |
False |
13,878 |
80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.418 |
0.5% |
23% |
False |
False |
10,410 |
100 |
82.286 |
78.420 |
3.866 |
4.9% |
0.352 |
0.4% |
23% |
False |
False |
8,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.171 |
2.618 |
80.543 |
1.618 |
80.158 |
1.000 |
79.920 |
0.618 |
79.773 |
HIGH |
79.535 |
0.618 |
79.388 |
0.500 |
79.343 |
0.382 |
79.297 |
LOW |
79.150 |
0.618 |
78.912 |
1.000 |
78.765 |
1.618 |
78.527 |
2.618 |
78.142 |
4.250 |
77.514 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
79.343 |
79.229 |
PP |
79.326 |
79.164 |
S1 |
79.310 |
79.100 |
|