ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
80.005 |
80.295 |
0.290 |
0.4% |
78.835 |
High |
80.415 |
80.340 |
-0.075 |
-0.1% |
79.615 |
Low |
79.975 |
80.085 |
0.110 |
0.1% |
78.665 |
Close |
80.290 |
80.320 |
0.030 |
0.0% |
79.587 |
Range |
0.440 |
0.255 |
-0.185 |
-42.0% |
0.950 |
ATR |
0.477 |
0.461 |
-0.016 |
-3.3% |
0.000 |
Volume |
38,813 |
28,158 |
-10,655 |
-27.5% |
97,022 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.013 |
80.922 |
80.460 |
|
R3 |
80.758 |
80.667 |
80.390 |
|
R2 |
80.503 |
80.503 |
80.367 |
|
R1 |
80.412 |
80.412 |
80.343 |
80.458 |
PP |
80.248 |
80.248 |
80.248 |
80.271 |
S1 |
80.157 |
80.157 |
80.297 |
80.203 |
S2 |
79.993 |
79.993 |
80.273 |
|
S3 |
79.738 |
79.902 |
80.250 |
|
S4 |
79.483 |
79.647 |
80.180 |
|
|
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 |
80.415 |
79.145 |
1.270 |
1.6% |
0.415 |
0.5% |
93% |
False |
False |
27,774 |
10 |
80.415 |
78.665 |
1.750 |
2.2% |
0.424 |
0.5% |
95% |
False |
False |
23,395 |
20 |
80.415 |
78.665 |
1.750 |
2.2% |
0.436 |
0.5% |
95% |
False |
False |
21,258 |
40 |
81.160 |
78.665 |
2.495 |
3.1% |
0.498 |
0.6% |
66% |
False |
False |
21,934 |
60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.513 |
0.6% |
69% |
False |
False |
16,186 |
80 |
81.160 |
78.420 |
2.740 |
3.4% |
0.443 |
0.6% |
69% |
False |
False |
12,146 |
100 |
82.286 |
78.420 |
3.866 |
4.8% |
0.373 |
0.5% |
49% |
False |
False |
9,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.424 |
2.618 |
81.008 |
1.618 |
80.753 |
1.000 |
80.595 |
0.618 |
80.498 |
HIGH |
80.340 |
0.618 |
80.243 |
0.500 |
80.213 |
0.382 |
80.182 |
LOW |
80.085 |
0.618 |
79.927 |
1.000 |
79.830 |
1.618 |
79.672 |
2.618 |
79.417 |
4.250 |
79.001 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
80.284 |
80.228 |
PP |
80.248 |
80.135 |
S1 |
80.213 |
80.043 |
|