ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 05-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.885 |
82.495 |
-0.390 |
-0.5% |
82.415 |
High |
83.150 |
83.035 |
-0.115 |
-0.1% |
83.670 |
Low |
82.545 |
82.400 |
-0.145 |
-0.2% |
82.130 |
Close |
82.661 |
82.913 |
0.252 |
0.3% |
82.973 |
Range |
0.605 |
0.635 |
0.030 |
5.0% |
1.540 |
ATR |
0.569 |
0.573 |
0.005 |
0.8% |
0.000 |
Volume |
26,976 |
28,854 |
1,878 |
7.0% |
143,279 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.688 |
84.435 |
83.262 |
|
R3 |
84.053 |
83.800 |
83.088 |
|
R2 |
83.418 |
83.418 |
83.029 |
|
R1 |
83.165 |
83.165 |
82.971 |
83.292 |
PP |
82.783 |
82.783 |
82.783 |
82.846 |
S1 |
82.530 |
82.530 |
82.855 |
82.657 |
S2 |
82.148 |
82.148 |
82.797 |
|
S3 |
81.513 |
81.895 |
82.738 |
|
S4 |
80.878 |
81.260 |
82.564 |
|
|
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 |
82.400 |
1.270 |
1.5% |
0.661 |
0.8% |
40% |
False |
True |
34,758 |
10 |
83.670 |
81.095 |
2.575 |
3.1% |
0.641 |
0.8% |
71% |
False |
False |
33,291 |
20 |
83.670 |
79.670 |
4.000 |
4.8% |
0.555 |
0.7% |
81% |
False |
False |
33,556 |
40 |
83.670 |
78.665 |
5.005 |
6.0% |
0.506 |
0.6% |
85% |
False |
False |
26,848 |
60 |
83.670 |
78.665 |
5.005 |
6.0% |
0.524 |
0.6% |
85% |
False |
False |
25,592 |
80 |
83.670 |
78.420 |
5.250 |
6.3% |
0.528 |
0.6% |
86% |
False |
False |
19,377 |
100 |
83.670 |
78.420 |
5.250 |
6.3% |
0.455 |
0.5% |
86% |
False |
False |
15,504 |
120 |
83.670 |
78.420 |
5.250 |
6.3% |
0.394 |
0.5% |
86% |
False |
False |
12,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.734 |
2.618 |
84.697 |
1.618 |
84.062 |
1.000 |
83.670 |
0.618 |
83.427 |
HIGH |
83.035 |
0.618 |
82.792 |
0.500 |
82.718 |
0.382 |
82.643 |
LOW |
82.400 |
0.618 |
82.008 |
1.000 |
81.765 |
1.618 |
81.373 |
2.618 |
80.738 |
4.250 |
79.701 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.848 |
83.035 |
PP |
82.783 |
82.994 |
S1 |
82.718 |
82.954 |
|