ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
82.415 |
82.605 |
0.190 |
0.2% |
81.280 |
High |
82.710 |
83.175 |
0.465 |
0.6% |
82.610 |
Low |
82.130 |
82.570 |
0.440 |
0.5% |
81.025 |
Close |
82.581 |
83.086 |
0.505 |
0.6% |
82.523 |
Range |
0.580 |
0.605 |
0.025 |
4.3% |
1.585 |
ATR |
0.533 |
0.538 |
0.005 |
1.0% |
0.000 |
Volume |
25,316 |
28,931 |
3,615 |
14.3% |
162,321 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.759 |
84.527 |
83.419 |
|
R3 |
84.154 |
83.922 |
83.252 |
|
R2 |
83.549 |
83.549 |
83.197 |
|
R1 |
83.317 |
83.317 |
83.141 |
83.433 |
PP |
82.944 |
82.944 |
82.944 |
83.002 |
S1 |
82.712 |
82.712 |
83.031 |
82.828 |
S2 |
82.339 |
82.339 |
82.975 |
|
S3 |
81.734 |
82.107 |
82.920 |
|
S4 |
81.129 |
81.502 |
82.753 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.808 |
86.250 |
83.395 |
|
R3 |
85.223 |
84.665 |
82.959 |
|
R2 |
83.638 |
83.638 |
82.814 |
|
R1 |
83.080 |
83.080 |
82.668 |
83.359 |
PP |
82.053 |
82.053 |
82.053 |
82.192 |
S1 |
81.495 |
81.495 |
82.378 |
81.774 |
S2 |
80.468 |
80.468 |
82.232 |
|
S3 |
78.883 |
79.910 |
82.087 |
|
S4 |
77.298 |
78.325 |
81.651 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.175 |
81.710 |
1.465 |
1.8% |
0.572 |
0.7% |
94% |
True |
False |
30,993 |
10 |
83.175 |
81.025 |
2.150 |
2.6% |
0.585 |
0.7% |
96% |
True |
False |
33,402 |
20 |
83.175 |
78.900 |
4.275 |
5.1% |
0.513 |
0.6% |
98% |
True |
False |
30,621 |
40 |
83.175 |
78.665 |
4.510 |
5.4% |
0.500 |
0.6% |
98% |
True |
False |
25,413 |
60 |
83.175 |
78.665 |
4.510 |
5.4% |
0.525 |
0.6% |
98% |
True |
False |
23,381 |
80 |
83.175 |
78.420 |
4.755 |
5.7% |
0.510 |
0.6% |
98% |
True |
False |
17,567 |
100 |
83.175 |
78.420 |
4.755 |
5.7% |
0.428 |
0.5% |
98% |
True |
False |
14,055 |
120 |
83.175 |
78.420 |
4.755 |
5.7% |
0.372 |
0.4% |
98% |
True |
False |
11,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.746 |
2.618 |
84.759 |
1.618 |
84.154 |
1.000 |
83.780 |
0.618 |
83.549 |
HIGH |
83.175 |
0.618 |
82.944 |
0.500 |
82.873 |
0.382 |
82.801 |
LOW |
82.570 |
0.618 |
82.196 |
1.000 |
81.965 |
1.618 |
81.591 |
2.618 |
80.986 |
4.250 |
79.999 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
83.015 |
82.941 |
PP |
82.944 |
82.795 |
S1 |
82.873 |
82.650 |
|