ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 07-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.820 |
82.250 |
-0.570 |
-0.7% |
82.415 |
High |
82.905 |
82.455 |
-0.450 |
-0.5% |
83.670 |
Low |
82.170 |
81.960 |
-0.210 |
-0.3% |
82.130 |
Close |
82.379 |
82.106 |
-0.273 |
-0.3% |
82.973 |
Range |
0.735 |
0.495 |
-0.240 |
-32.7% |
1.540 |
ATR |
0.586 |
0.579 |
-0.006 |
-1.1% |
0.000 |
Volume |
33,403 |
27,250 |
-6,153 |
-18.4% |
143,279 |
|
Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.659 |
83.377 |
82.378 |
|
R3 |
83.164 |
82.882 |
82.242 |
|
R2 |
82.669 |
82.669 |
82.197 |
|
R1 |
82.387 |
82.387 |
82.151 |
82.281 |
PP |
82.174 |
82.174 |
82.174 |
82.120 |
S1 |
81.892 |
81.892 |
82.061 |
81.786 |
S2 |
81.679 |
81.679 |
82.015 |
|
S3 |
81.184 |
81.397 |
81.970 |
|
S4 |
80.689 |
80.902 |
81.834 |
|
|
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 |
81.960 |
1.710 |
2.1% |
0.688 |
0.8% |
9% |
False |
True |
34,832 |
10 |
83.670 |
81.960 |
1.710 |
2.1% |
0.614 |
0.7% |
9% |
False |
True |
32,219 |
20 |
83.670 |
80.085 |
3.585 |
4.4% |
0.575 |
0.7% |
56% |
False |
False |
33,373 |
40 |
83.670 |
78.665 |
5.005 |
6.1% |
0.514 |
0.6% |
69% |
False |
False |
27,248 |
60 |
83.670 |
78.665 |
5.005 |
6.1% |
0.528 |
0.6% |
69% |
False |
False |
25,980 |
80 |
83.670 |
78.420 |
5.250 |
6.4% |
0.532 |
0.6% |
70% |
False |
False |
20,133 |
100 |
83.670 |
78.420 |
5.250 |
6.4% |
0.466 |
0.6% |
70% |
False |
False |
16,110 |
120 |
83.670 |
78.420 |
5.250 |
6.4% |
0.404 |
0.5% |
70% |
False |
False |
13,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.559 |
2.618 |
83.751 |
1.618 |
83.256 |
1.000 |
82.950 |
0.618 |
82.761 |
HIGH |
82.455 |
0.618 |
82.266 |
0.500 |
82.208 |
0.382 |
82.149 |
LOW |
81.960 |
0.618 |
81.654 |
1.000 |
81.465 |
1.618 |
81.159 |
2.618 |
80.664 |
4.250 |
79.856 |
|
|
Fisher Pivots for day following 07-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.208 |
82.498 |
PP |
82.174 |
82.367 |
S1 |
82.140 |
82.237 |
|