ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 31-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
Open |
82.605 |
83.130 |
0.525 |
0.6% |
81.280 |
High |
83.175 |
83.295 |
0.120 |
0.1% |
82.610 |
Low |
82.570 |
82.805 |
0.235 |
0.3% |
81.025 |
Close |
83.086 |
83.129 |
0.043 |
0.1% |
82.523 |
Range |
0.605 |
0.490 |
-0.115 |
-19.0% |
1.585 |
ATR |
0.538 |
0.535 |
-0.003 |
-0.6% |
0.000 |
Volume |
28,931 |
31,355 |
2,424 |
8.4% |
162,321 |
|
Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.546 |
84.328 |
83.399 |
|
R3 |
84.056 |
83.838 |
83.264 |
|
R2 |
83.566 |
83.566 |
83.219 |
|
R1 |
83.348 |
83.348 |
83.174 |
83.212 |
PP |
83.076 |
83.076 |
83.076 |
83.009 |
S1 |
82.858 |
82.858 |
83.084 |
82.722 |
S2 |
82.586 |
82.586 |
83.039 |
|
S3 |
82.096 |
82.368 |
82.994 |
|
S4 |
81.606 |
81.878 |
82.860 |
|
|
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 |
83.295 |
81.995 |
1.300 |
1.6% |
0.540 |
0.6% |
87% |
True |
False |
29,607 |
10 |
83.295 |
81.025 |
2.270 |
2.7% |
0.594 |
0.7% |
93% |
True |
False |
32,745 |
20 |
83.295 |
79.145 |
4.150 |
5.0% |
0.513 |
0.6% |
96% |
True |
False |
31,224 |
40 |
83.295 |
78.665 |
4.630 |
5.6% |
0.491 |
0.6% |
96% |
True |
False |
25,491 |
60 |
83.295 |
78.665 |
4.630 |
5.6% |
0.520 |
0.6% |
96% |
True |
False |
23,871 |
80 |
83.295 |
78.420 |
4.875 |
5.9% |
0.505 |
0.6% |
97% |
True |
False |
17,959 |
100 |
83.295 |
78.420 |
4.875 |
5.9% |
0.433 |
0.5% |
97% |
True |
False |
14,369 |
120 |
83.295 |
78.420 |
4.875 |
5.9% |
0.376 |
0.5% |
97% |
True |
False |
11,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.378 |
2.618 |
84.578 |
1.618 |
84.088 |
1.000 |
83.785 |
0.618 |
83.598 |
HIGH |
83.295 |
0.618 |
83.108 |
0.500 |
83.050 |
0.382 |
82.992 |
LOW |
82.805 |
0.618 |
82.502 |
1.000 |
82.315 |
1.618 |
82.012 |
2.618 |
81.522 |
4.250 |
80.723 |
|
|
Fisher Pivots for day following 31-May-2012 |
Pivot |
1 day |
3 day |
R1 |
83.103 |
82.990 |
PP |
83.076 |
82.851 |
S1 |
83.050 |
82.713 |
|