ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
81.650 |
81.280 |
-0.370 |
-0.5% |
80.560 |
High |
81.930 |
81.560 |
-0.370 |
-0.5% |
81.930 |
Low |
81.155 |
81.025 |
-0.130 |
-0.2% |
80.490 |
Close |
81.424 |
81.075 |
-0.349 |
-0.4% |
81.424 |
Range |
0.775 |
0.535 |
-0.240 |
-31.0% |
1.440 |
ATR |
0.489 |
0.492 |
0.003 |
0.7% |
0.000 |
Volume |
31,550 |
28,518 |
-3,032 |
-9.6% |
195,544 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.825 |
82.485 |
81.369 |
|
R3 |
82.290 |
81.950 |
81.222 |
|
R2 |
81.755 |
81.755 |
81.173 |
|
R1 |
81.415 |
81.415 |
81.124 |
81.318 |
PP |
81.220 |
81.220 |
81.220 |
81.171 |
S1 |
80.880 |
80.880 |
81.026 |
80.783 |
S2 |
80.685 |
80.685 |
80.977 |
|
S3 |
80.150 |
80.345 |
80.928 |
|
S4 |
79.615 |
79.810 |
80.781 |
|
|
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 |
80.630 |
1.300 |
1.6% |
0.592 |
0.7% |
34% |
False |
False |
38,748 |
10 |
81.930 |
79.670 |
2.260 |
2.8% |
0.470 |
0.6% |
62% |
False |
False |
33,821 |
20 |
81.930 |
78.665 |
3.265 |
4.0% |
0.440 |
0.5% |
74% |
False |
False |
26,670 |
40 |
81.930 |
78.665 |
3.265 |
4.0% |
0.479 |
0.6% |
74% |
False |
False |
23,972 |
60 |
81.930 |
78.420 |
3.510 |
4.3% |
0.519 |
0.6% |
76% |
False |
False |
20,272 |
80 |
81.930 |
78.420 |
3.510 |
4.3% |
0.472 |
0.6% |
76% |
False |
False |
15,217 |
100 |
82.286 |
78.420 |
3.866 |
4.8% |
0.409 |
0.5% |
69% |
False |
False |
12,175 |
120 |
82.286 |
78.420 |
3.866 |
4.8% |
0.343 |
0.4% |
69% |
False |
False |
10,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.834 |
2.618 |
82.961 |
1.618 |
82.426 |
1.000 |
82.095 |
0.618 |
81.891 |
HIGH |
81.560 |
0.618 |
81.356 |
0.500 |
81.293 |
0.382 |
81.229 |
LOW |
81.025 |
0.618 |
80.694 |
1.000 |
80.490 |
1.618 |
80.159 |
2.618 |
79.624 |
4.250 |
78.751 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
81.293 |
81.478 |
PP |
81.220 |
81.343 |
S1 |
81.148 |
81.209 |
|