ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 07-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
Open |
79.240 |
79.790 |
0.550 |
0.7% |
78.835 |
High |
79.615 |
80.135 |
0.520 |
0.7% |
79.615 |
Low |
79.145 |
79.630 |
0.485 |
0.6% |
78.665 |
Close |
79.587 |
79.715 |
0.128 |
0.2% |
79.587 |
Range |
0.470 |
0.505 |
0.035 |
7.4% |
0.950 |
ATR |
0.470 |
0.476 |
0.006 |
1.2% |
0.000 |
Volume |
24,757 |
21,655 |
-3,102 |
-12.5% |
97,022 |
|
Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.342 |
81.033 |
79.993 |
|
R3 |
80.837 |
80.528 |
79.854 |
|
R2 |
80.332 |
80.332 |
79.808 |
|
R1 |
80.023 |
80.023 |
79.761 |
79.925 |
PP |
79.827 |
79.827 |
79.827 |
79.778 |
S1 |
79.518 |
79.518 |
79.669 |
79.420 |
S2 |
79.322 |
79.322 |
79.622 |
|
S3 |
78.817 |
79.013 |
79.576 |
|
S4 |
78.312 |
78.508 |
79.437 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.139 |
81.813 |
80.110 |
|
R3 |
81.189 |
80.863 |
79.848 |
|
R2 |
80.239 |
80.239 |
79.761 |
|
R1 |
79.913 |
79.913 |
79.674 |
80.076 |
PP |
79.289 |
79.289 |
79.289 |
79.371 |
S1 |
78.963 |
78.963 |
79.500 |
79.126 |
S2 |
78.339 |
78.339 |
79.413 |
|
S3 |
77.389 |
78.013 |
79.326 |
|
S4 |
76.439 |
77.063 |
79.065 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.135 |
78.665 |
1.470 |
1.8% |
0.449 |
0.6% |
71% |
True |
False |
19,843 |
10 |
80.135 |
78.665 |
1.470 |
1.8% |
0.410 |
0.5% |
71% |
True |
False |
19,519 |
20 |
80.345 |
78.665 |
1.680 |
2.1% |
0.456 |
0.6% |
63% |
False |
False |
20,139 |
40 |
81.160 |
78.665 |
2.495 |
3.1% |
0.508 |
0.6% |
42% |
False |
False |
21,610 |
60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.519 |
0.7% |
47% |
False |
False |
14,651 |
80 |
82.286 |
78.420 |
3.866 |
4.8% |
0.430 |
0.5% |
33% |
False |
False |
10,991 |
100 |
82.286 |
78.420 |
3.866 |
4.8% |
0.362 |
0.5% |
33% |
False |
False |
8,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.281 |
2.618 |
81.457 |
1.618 |
80.952 |
1.000 |
80.640 |
0.618 |
80.447 |
HIGH |
80.135 |
0.618 |
79.942 |
0.500 |
79.883 |
0.382 |
79.823 |
LOW |
79.630 |
0.618 |
79.318 |
1.000 |
79.125 |
1.618 |
78.813 |
2.618 |
78.308 |
4.250 |
77.484 |
|
|
Fisher Pivots for day following 07-May-2012 |
Pivot |
1 day |
3 day |
R1 |
79.883 |
79.690 |
PP |
79.827 |
79.665 |
S1 |
79.771 |
79.640 |
|