ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
80.295 |
80.350 |
0.055 |
0.1% |
79.790 |
High |
80.340 |
80.480 |
0.140 |
0.2% |
80.480 |
Low |
80.085 |
80.210 |
0.125 |
0.2% |
79.630 |
Close |
80.320 |
80.404 |
0.084 |
0.1% |
80.404 |
Range |
0.255 |
0.270 |
0.015 |
5.9% |
0.850 |
ATR |
0.461 |
0.448 |
-0.014 |
-3.0% |
0.000 |
Volume |
28,158 |
21,689 |
-6,469 |
-23.0% |
135,806 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.175 |
81.059 |
80.553 |
|
R3 |
80.905 |
80.789 |
80.478 |
|
R2 |
80.635 |
80.635 |
80.454 |
|
R1 |
80.519 |
80.519 |
80.429 |
80.577 |
PP |
80.365 |
80.365 |
80.365 |
80.394 |
S1 |
80.249 |
80.249 |
80.379 |
80.307 |
S2 |
80.095 |
80.095 |
80.355 |
|
S3 |
79.825 |
79.979 |
80.330 |
|
S4 |
79.555 |
79.709 |
80.256 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.721 |
82.413 |
80.872 |
|
R3 |
81.871 |
81.563 |
80.638 |
|
R2 |
81.021 |
81.021 |
80.560 |
|
R1 |
80.713 |
80.713 |
80.482 |
80.867 |
PP |
80.171 |
80.171 |
80.171 |
80.249 |
S1 |
79.863 |
79.863 |
80.326 |
80.017 |
S2 |
79.321 |
79.321 |
80.248 |
|
S3 |
78.471 |
79.013 |
80.170 |
|
S4 |
77.621 |
78.163 |
79.937 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.480 |
79.630 |
0.850 |
1.1% |
0.375 |
0.5% |
91% |
True |
False |
27,161 |
10 |
80.480 |
78.665 |
1.815 |
2.3% |
0.389 |
0.5% |
96% |
True |
False |
23,282 |
20 |
80.480 |
78.665 |
1.815 |
2.3% |
0.418 |
0.5% |
96% |
True |
False |
21,364 |
40 |
80.760 |
78.665 |
2.095 |
2.6% |
0.485 |
0.6% |
83% |
False |
False |
21,489 |
60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.504 |
0.6% |
72% |
False |
False |
16,545 |
80 |
81.160 |
78.420 |
2.740 |
3.4% |
0.443 |
0.6% |
72% |
False |
False |
12,417 |
100 |
82.286 |
78.420 |
3.866 |
4.8% |
0.376 |
0.5% |
51% |
False |
False |
9,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.628 |
2.618 |
81.187 |
1.618 |
80.917 |
1.000 |
80.750 |
0.618 |
80.647 |
HIGH |
80.480 |
0.618 |
80.377 |
0.500 |
80.345 |
0.382 |
80.313 |
LOW |
80.210 |
0.618 |
80.043 |
1.000 |
79.940 |
1.618 |
79.773 |
2.618 |
79.503 |
4.250 |
79.063 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
80.384 |
80.345 |
PP |
80.365 |
80.286 |
S1 |
80.345 |
80.228 |
|