ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
81.520 |
81.650 |
0.130 |
0.2% |
80.560 |
High |
81.830 |
81.930 |
0.100 |
0.1% |
81.930 |
Low |
81.400 |
81.155 |
-0.245 |
-0.3% |
80.490 |
Close |
81.540 |
81.424 |
-0.116 |
-0.1% |
81.424 |
Range |
0.430 |
0.775 |
0.345 |
80.2% |
1.440 |
ATR |
0.467 |
0.489 |
0.022 |
4.7% |
0.000 |
Volume |
47,980 |
31,550 |
-16,430 |
-34.2% |
195,544 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.828 |
83.401 |
81.850 |
|
R3 |
83.053 |
82.626 |
81.637 |
|
R2 |
82.278 |
82.278 |
81.566 |
|
R1 |
81.851 |
81.851 |
81.495 |
81.677 |
PP |
81.503 |
81.503 |
81.503 |
81.416 |
S1 |
81.076 |
81.076 |
81.353 |
80.902 |
S2 |
80.728 |
80.728 |
81.282 |
|
S3 |
79.953 |
80.301 |
81.211 |
|
S4 |
79.178 |
79.526 |
80.998 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.601 |
84.953 |
82.216 |
|
R3 |
84.161 |
83.513 |
81.820 |
|
R2 |
82.721 |
82.721 |
81.688 |
|
R1 |
82.073 |
82.073 |
81.556 |
82.397 |
PP |
81.281 |
81.281 |
81.281 |
81.444 |
S1 |
80.633 |
80.633 |
81.292 |
80.957 |
S2 |
79.841 |
79.841 |
81.160 |
|
S3 |
78.401 |
79.193 |
81.028 |
|
S4 |
76.961 |
77.753 |
80.632 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.930 |
80.490 |
1.440 |
1.8% |
0.559 |
0.7% |
65% |
True |
False |
39,108 |
10 |
81.930 |
79.630 |
2.300 |
2.8% |
0.467 |
0.6% |
78% |
True |
False |
33,135 |
20 |
81.930 |
78.665 |
3.265 |
4.0% |
0.436 |
0.5% |
85% |
True |
False |
26,166 |
40 |
81.930 |
78.665 |
3.265 |
4.0% |
0.483 |
0.6% |
85% |
True |
False |
23,876 |
60 |
81.930 |
78.420 |
3.510 |
4.3% |
0.519 |
0.6% |
86% |
True |
False |
19,798 |
80 |
81.930 |
78.420 |
3.510 |
4.3% |
0.465 |
0.6% |
86% |
True |
False |
14,861 |
100 |
82.286 |
78.420 |
3.866 |
4.7% |
0.403 |
0.5% |
78% |
False |
False |
11,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.224 |
2.618 |
83.959 |
1.618 |
83.184 |
1.000 |
82.705 |
0.618 |
82.409 |
HIGH |
81.930 |
0.618 |
81.634 |
0.500 |
81.543 |
0.382 |
81.451 |
LOW |
81.155 |
0.618 |
80.676 |
1.000 |
80.380 |
1.618 |
79.901 |
2.618 |
79.126 |
4.250 |
77.861 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
81.543 |
81.543 |
PP |
81.503 |
81.503 |
S1 |
81.464 |
81.464 |
|