ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
81.280 |
81.115 |
-0.165 |
-0.2% |
80.560 |
High |
81.560 |
81.940 |
0.380 |
0.5% |
81.930 |
Low |
81.025 |
81.095 |
0.070 |
0.1% |
80.490 |
Close |
81.075 |
81.648 |
0.573 |
0.7% |
81.424 |
Range |
0.535 |
0.845 |
0.310 |
57.9% |
1.440 |
ATR |
0.492 |
0.519 |
0.027 |
5.4% |
0.000 |
Volume |
28,518 |
33,085 |
4,567 |
16.0% |
195,544 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.096 |
83.717 |
82.113 |
|
R3 |
83.251 |
82.872 |
81.880 |
|
R2 |
82.406 |
82.406 |
81.803 |
|
R1 |
82.027 |
82.027 |
81.725 |
82.217 |
PP |
81.561 |
81.561 |
81.561 |
81.656 |
S1 |
81.182 |
81.182 |
81.571 |
81.372 |
S2 |
80.716 |
80.716 |
81.493 |
|
S3 |
79.871 |
80.337 |
81.416 |
|
S4 |
79.026 |
79.492 |
81.183 |
|
|
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 |
81.940 |
81.025 |
0.915 |
1.1% |
0.597 |
0.7% |
68% |
True |
False |
35,812 |
10 |
81.940 |
79.975 |
1.965 |
2.4% |
0.514 |
0.6% |
85% |
True |
False |
34,580 |
20 |
81.940 |
78.665 |
3.275 |
4.0% |
0.465 |
0.6% |
91% |
True |
False |
27,523 |
40 |
81.940 |
78.665 |
3.275 |
4.0% |
0.478 |
0.6% |
91% |
True |
False |
24,321 |
60 |
81.940 |
78.420 |
3.520 |
4.3% |
0.527 |
0.6% |
92% |
True |
False |
20,820 |
80 |
81.940 |
78.420 |
3.520 |
4.3% |
0.481 |
0.6% |
92% |
True |
False |
15,631 |
100 |
82.286 |
78.420 |
3.866 |
4.7% |
0.417 |
0.5% |
83% |
False |
False |
12,506 |
120 |
82.286 |
78.420 |
3.866 |
4.7% |
0.350 |
0.4% |
83% |
False |
False |
10,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.531 |
2.618 |
84.152 |
1.618 |
83.307 |
1.000 |
82.785 |
0.618 |
82.462 |
HIGH |
81.940 |
0.618 |
81.617 |
0.500 |
81.518 |
0.382 |
81.418 |
LOW |
81.095 |
0.618 |
80.573 |
1.000 |
80.250 |
1.618 |
79.728 |
2.618 |
78.883 |
4.250 |
77.504 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
81.605 |
81.593 |
PP |
81.561 |
81.538 |
S1 |
81.518 |
81.483 |
|