ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
83.130 |
83.210 |
0.080 |
0.1% |
82.415 |
High |
83.295 |
83.670 |
0.375 |
0.5% |
83.670 |
Low |
82.805 |
82.700 |
-0.105 |
-0.1% |
82.130 |
Close |
83.129 |
82.973 |
-0.156 |
-0.2% |
82.973 |
Range |
0.490 |
0.970 |
0.480 |
98.0% |
1.540 |
ATR |
0.535 |
0.566 |
0.031 |
5.8% |
0.000 |
Volume |
31,355 |
57,677 |
26,322 |
83.9% |
143,279 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.024 |
85.469 |
83.507 |
|
R3 |
85.054 |
84.499 |
83.240 |
|
R2 |
84.084 |
84.084 |
83.151 |
|
R1 |
83.529 |
83.529 |
83.062 |
83.322 |
PP |
83.114 |
83.114 |
83.114 |
83.011 |
S1 |
82.559 |
82.559 |
82.884 |
82.352 |
S2 |
82.144 |
82.144 |
82.795 |
|
S3 |
81.174 |
81.589 |
82.706 |
|
S4 |
80.204 |
80.619 |
82.440 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.544 |
86.799 |
83.820 |
|
R3 |
86.004 |
85.259 |
83.397 |
|
R2 |
84.464 |
84.464 |
83.255 |
|
R1 |
83.719 |
83.719 |
83.114 |
84.092 |
PP |
82.924 |
82.924 |
82.924 |
83.111 |
S1 |
82.179 |
82.179 |
82.832 |
82.552 |
S2 |
81.384 |
81.384 |
82.691 |
|
S3 |
79.844 |
80.639 |
82.550 |
|
S4 |
78.304 |
79.099 |
82.126 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.670 |
82.125 |
1.545 |
1.9% |
0.626 |
0.8% |
55% |
True |
False |
33,970 |
10 |
83.670 |
81.025 |
2.645 |
3.2% |
0.648 |
0.8% |
74% |
True |
False |
33,715 |
20 |
83.670 |
79.145 |
4.525 |
5.5% |
0.542 |
0.7% |
85% |
True |
False |
33,085 |
40 |
83.670 |
78.665 |
5.005 |
6.0% |
0.501 |
0.6% |
86% |
True |
False |
26,362 |
60 |
83.670 |
78.665 |
5.005 |
6.0% |
0.532 |
0.6% |
86% |
True |
False |
24,819 |
80 |
83.670 |
78.420 |
5.250 |
6.3% |
0.514 |
0.6% |
87% |
True |
False |
18,679 |
100 |
83.670 |
78.420 |
5.250 |
6.3% |
0.443 |
0.5% |
87% |
True |
False |
14,945 |
120 |
83.670 |
78.420 |
5.250 |
6.3% |
0.384 |
0.5% |
87% |
True |
False |
12,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.793 |
2.618 |
86.209 |
1.618 |
85.239 |
1.000 |
84.640 |
0.618 |
84.269 |
HIGH |
83.670 |
0.618 |
83.299 |
0.500 |
83.185 |
0.382 |
83.071 |
LOW |
82.700 |
0.618 |
82.101 |
1.000 |
81.730 |
1.618 |
81.131 |
2.618 |
80.161 |
4.250 |
78.578 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
83.185 |
83.120 |
PP |
83.114 |
83.071 |
S1 |
83.044 |
83.022 |
|