ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
79.790 |
79.680 |
-0.110 |
-0.1% |
78.835 |
High |
80.135 |
80.075 |
-0.060 |
-0.1% |
79.615 |
Low |
79.630 |
79.670 |
0.040 |
0.1% |
78.665 |
Close |
79.715 |
79.849 |
0.134 |
0.2% |
79.587 |
Range |
0.505 |
0.405 |
-0.100 |
-19.8% |
0.950 |
ATR |
0.476 |
0.471 |
-0.005 |
-1.1% |
0.000 |
Volume |
21,655 |
25,491 |
3,836 |
17.7% |
97,022 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.080 |
80.869 |
80.072 |
|
R3 |
80.675 |
80.464 |
79.960 |
|
R2 |
80.270 |
80.270 |
79.923 |
|
R1 |
80.059 |
80.059 |
79.886 |
80.165 |
PP |
79.865 |
79.865 |
79.865 |
79.917 |
S1 |
79.654 |
79.654 |
79.812 |
79.760 |
S2 |
79.460 |
79.460 |
79.775 |
|
S3 |
79.055 |
79.249 |
79.738 |
|
S4 |
78.650 |
78.844 |
79.626 |
|
|
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 |
78.900 |
1.235 |
1.5% |
0.453 |
0.6% |
77% |
False |
False |
22,331 |
10 |
80.135 |
78.665 |
1.470 |
1.8% |
0.415 |
0.5% |
81% |
False |
False |
20,466 |
20 |
80.345 |
78.665 |
1.680 |
2.1% |
0.453 |
0.6% |
70% |
False |
False |
20,109 |
40 |
81.160 |
78.665 |
2.495 |
3.1% |
0.510 |
0.6% |
47% |
False |
False |
21,989 |
60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.520 |
0.7% |
52% |
False |
False |
15,075 |
80 |
81.785 |
78.420 |
3.365 |
4.2% |
0.435 |
0.5% |
42% |
False |
False |
11,309 |
100 |
82.286 |
78.420 |
3.866 |
4.8% |
0.366 |
0.5% |
37% |
False |
False |
9,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.796 |
2.618 |
81.135 |
1.618 |
80.730 |
1.000 |
80.480 |
0.618 |
80.325 |
HIGH |
80.075 |
0.618 |
79.920 |
0.500 |
79.873 |
0.382 |
79.825 |
LOW |
79.670 |
0.618 |
79.420 |
1.000 |
79.265 |
1.618 |
79.015 |
2.618 |
78.610 |
4.250 |
77.949 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
79.873 |
79.779 |
PP |
79.865 |
79.710 |
S1 |
79.857 |
79.640 |
|