ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 04-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
83.210 |
82.885 |
-0.325 |
-0.4% |
82.415 |
High |
83.670 |
83.150 |
-0.520 |
-0.6% |
83.670 |
Low |
82.700 |
82.545 |
-0.155 |
-0.2% |
82.130 |
Close |
82.973 |
82.661 |
-0.312 |
-0.4% |
82.973 |
Range |
0.970 |
0.605 |
-0.365 |
-37.6% |
1.540 |
ATR |
0.566 |
0.569 |
0.003 |
0.5% |
0.000 |
Volume |
57,677 |
26,976 |
-30,701 |
-53.2% |
143,279 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.600 |
84.236 |
82.994 |
|
R3 |
83.995 |
83.631 |
82.827 |
|
R2 |
83.390 |
83.390 |
82.772 |
|
R1 |
83.026 |
83.026 |
82.716 |
82.906 |
PP |
82.785 |
82.785 |
82.785 |
82.725 |
S1 |
82.421 |
82.421 |
82.606 |
82.301 |
S2 |
82.180 |
82.180 |
82.550 |
|
S3 |
81.575 |
81.816 |
82.495 |
|
S4 |
80.970 |
81.211 |
82.328 |
|
|
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 |
82.130 |
1.540 |
1.9% |
0.650 |
0.8% |
34% |
False |
False |
34,051 |
10 |
83.670 |
81.025 |
2.645 |
3.2% |
0.631 |
0.8% |
62% |
False |
False |
33,257 |
20 |
83.670 |
79.630 |
4.040 |
4.9% |
0.549 |
0.7% |
75% |
False |
False |
33,196 |
40 |
83.670 |
78.665 |
5.005 |
6.1% |
0.502 |
0.6% |
80% |
False |
False |
26,416 |
60 |
83.670 |
78.665 |
5.005 |
6.1% |
0.529 |
0.6% |
80% |
False |
False |
25,186 |
80 |
83.670 |
78.420 |
5.250 |
6.4% |
0.522 |
0.6% |
81% |
False |
False |
19,017 |
100 |
83.670 |
78.420 |
5.250 |
6.4% |
0.449 |
0.5% |
81% |
False |
False |
15,215 |
120 |
83.670 |
78.420 |
5.250 |
6.4% |
0.389 |
0.5% |
81% |
False |
False |
12,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.721 |
2.618 |
84.734 |
1.618 |
84.129 |
1.000 |
83.755 |
0.618 |
83.524 |
HIGH |
83.150 |
0.618 |
82.919 |
0.500 |
82.848 |
0.382 |
82.776 |
LOW |
82.545 |
0.618 |
82.171 |
1.000 |
81.940 |
1.618 |
81.566 |
2.618 |
80.961 |
4.250 |
79.974 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.848 |
83.108 |
PP |
82.785 |
82.959 |
S1 |
82.723 |
82.810 |
|