ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 14-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
80.350 |
80.560 |
0.210 |
0.3% |
79.790 |
High |
80.480 |
80.860 |
0.380 |
0.5% |
80.480 |
Low |
80.210 |
80.490 |
0.280 |
0.3% |
79.630 |
Close |
80.404 |
80.748 |
0.344 |
0.4% |
80.404 |
Range |
0.270 |
0.370 |
0.100 |
37.0% |
0.850 |
ATR |
0.448 |
0.448 |
0.001 |
0.1% |
0.000 |
Volume |
21,689 |
30,319 |
8,630 |
39.8% |
135,806 |
|
Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.809 |
81.649 |
80.952 |
|
R3 |
81.439 |
81.279 |
80.850 |
|
R2 |
81.069 |
81.069 |
80.816 |
|
R1 |
80.909 |
80.909 |
80.782 |
80.989 |
PP |
80.699 |
80.699 |
80.699 |
80.740 |
S1 |
80.539 |
80.539 |
80.714 |
80.619 |
S2 |
80.329 |
80.329 |
80.680 |
|
S3 |
79.959 |
80.169 |
80.646 |
|
S4 |
79.589 |
79.799 |
80.545 |
|
|
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 |
80.860 |
79.670 |
1.190 |
1.5% |
0.348 |
0.4% |
91% |
True |
False |
28,894 |
10 |
80.860 |
78.665 |
2.195 |
2.7% |
0.399 |
0.5% |
95% |
True |
False |
24,368 |
20 |
80.860 |
78.665 |
2.195 |
2.7% |
0.403 |
0.5% |
95% |
True |
False |
21,614 |
40 |
80.860 |
78.665 |
2.195 |
2.7% |
0.474 |
0.6% |
95% |
True |
False |
21,523 |
60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.504 |
0.6% |
85% |
False |
False |
17,048 |
80 |
81.160 |
78.420 |
2.740 |
3.4% |
0.447 |
0.6% |
85% |
False |
False |
12,796 |
100 |
82.286 |
78.420 |
3.866 |
4.8% |
0.379 |
0.5% |
60% |
False |
False |
10,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.433 |
2.618 |
81.829 |
1.618 |
81.459 |
1.000 |
81.230 |
0.618 |
81.089 |
HIGH |
80.860 |
0.618 |
80.719 |
0.500 |
80.675 |
0.382 |
80.631 |
LOW |
80.490 |
0.618 |
80.261 |
1.000 |
80.120 |
1.618 |
79.891 |
2.618 |
79.521 |
4.250 |
78.918 |
|
|
Fisher Pivots for day following 14-May-2012 |
Pivot |
1 day |
3 day |
R1 |
80.724 |
80.656 |
PP |
80.699 |
80.564 |
S1 |
80.675 |
80.473 |
|