ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
81.415 |
81.520 |
0.105 |
0.1% |
79.790 |
High |
81.745 |
81.830 |
0.085 |
0.1% |
80.480 |
Low |
81.345 |
81.400 |
0.055 |
0.1% |
79.630 |
Close |
81.524 |
81.540 |
0.016 |
0.0% |
80.404 |
Range |
0.400 |
0.430 |
0.030 |
7.5% |
0.850 |
ATR |
0.470 |
0.467 |
-0.003 |
-0.6% |
0.000 |
Volume |
37,930 |
47,980 |
10,050 |
26.5% |
135,806 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.880 |
82.640 |
81.777 |
|
R3 |
82.450 |
82.210 |
81.658 |
|
R2 |
82.020 |
82.020 |
81.619 |
|
R1 |
81.780 |
81.780 |
81.579 |
81.900 |
PP |
81.590 |
81.590 |
81.590 |
81.650 |
S1 |
81.350 |
81.350 |
81.501 |
81.470 |
S2 |
81.160 |
81.160 |
81.461 |
|
S3 |
80.730 |
80.920 |
81.422 |
|
S4 |
80.300 |
80.490 |
81.304 |
|
|
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 |
81.830 |
80.210 |
1.620 |
2.0% |
0.458 |
0.6% |
82% |
True |
False |
37,136 |
10 |
81.830 |
79.145 |
2.685 |
3.3% |
0.437 |
0.5% |
89% |
True |
False |
32,455 |
20 |
81.830 |
78.665 |
3.165 |
3.9% |
0.423 |
0.5% |
91% |
True |
False |
25,759 |
40 |
81.830 |
78.665 |
3.165 |
3.9% |
0.477 |
0.6% |
91% |
True |
False |
23,637 |
60 |
81.830 |
78.420 |
3.410 |
4.2% |
0.515 |
0.6% |
91% |
True |
False |
19,273 |
80 |
81.830 |
78.420 |
3.410 |
4.2% |
0.460 |
0.6% |
91% |
True |
False |
14,467 |
100 |
82.286 |
78.420 |
3.866 |
4.7% |
0.396 |
0.5% |
81% |
False |
False |
11,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.658 |
2.618 |
82.956 |
1.618 |
82.526 |
1.000 |
82.260 |
0.618 |
82.096 |
HIGH |
81.830 |
0.618 |
81.666 |
0.500 |
81.615 |
0.382 |
81.564 |
LOW |
81.400 |
0.618 |
81.134 |
1.000 |
80.970 |
1.618 |
80.704 |
2.618 |
80.274 |
4.250 |
79.573 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
81.615 |
81.437 |
PP |
81.590 |
81.333 |
S1 |
81.565 |
81.230 |
|