ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.250 |
82.280 |
0.030 |
0.0% |
82.885 |
High |
82.455 |
82.945 |
0.490 |
0.6% |
83.150 |
Low |
81.960 |
82.270 |
0.310 |
0.4% |
81.960 |
Close |
82.106 |
82.562 |
0.456 |
0.6% |
82.562 |
Range |
0.495 |
0.675 |
0.180 |
36.4% |
1.190 |
ATR |
0.579 |
0.598 |
0.019 |
3.2% |
0.000 |
Volume |
27,250 |
30,048 |
2,798 |
10.3% |
146,531 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.617 |
84.265 |
82.933 |
|
R3 |
83.942 |
83.590 |
82.748 |
|
R2 |
83.267 |
83.267 |
82.686 |
|
R1 |
82.915 |
82.915 |
82.624 |
83.091 |
PP |
82.592 |
82.592 |
82.592 |
82.681 |
S1 |
82.240 |
82.240 |
82.500 |
82.416 |
S2 |
81.917 |
81.917 |
82.438 |
|
S3 |
81.242 |
81.565 |
82.376 |
|
S4 |
80.567 |
80.890 |
82.191 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.127 |
85.535 |
83.217 |
|
R3 |
84.937 |
84.345 |
82.889 |
|
R2 |
83.747 |
83.747 |
82.780 |
|
R1 |
83.155 |
83.155 |
82.671 |
82.856 |
PP |
82.557 |
82.557 |
82.557 |
82.408 |
S1 |
81.965 |
81.965 |
82.453 |
81.666 |
S2 |
81.367 |
81.367 |
82.344 |
|
S3 |
80.177 |
80.775 |
82.235 |
|
S4 |
78.987 |
79.585 |
81.908 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.150 |
81.960 |
1.190 |
1.4% |
0.629 |
0.8% |
51% |
False |
False |
29,306 |
10 |
83.670 |
81.960 |
1.710 |
2.1% |
0.628 |
0.8% |
35% |
False |
False |
31,638 |
20 |
83.670 |
80.210 |
3.460 |
4.2% |
0.596 |
0.7% |
68% |
False |
False |
33,468 |
40 |
83.670 |
78.665 |
5.005 |
6.1% |
0.516 |
0.6% |
78% |
False |
False |
27,363 |
60 |
83.670 |
78.665 |
5.005 |
6.1% |
0.531 |
0.6% |
78% |
False |
False |
25,778 |
80 |
83.670 |
78.420 |
5.250 |
6.4% |
0.534 |
0.6% |
79% |
False |
False |
20,506 |
100 |
83.670 |
78.420 |
5.250 |
6.4% |
0.473 |
0.6% |
79% |
False |
False |
16,411 |
120 |
83.670 |
78.420 |
5.250 |
6.4% |
0.410 |
0.5% |
79% |
False |
False |
13,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.814 |
2.618 |
84.712 |
1.618 |
84.037 |
1.000 |
83.620 |
0.618 |
83.362 |
HIGH |
82.945 |
0.618 |
82.687 |
0.500 |
82.608 |
0.382 |
82.528 |
LOW |
82.270 |
0.618 |
81.853 |
1.000 |
81.595 |
1.618 |
81.178 |
2.618 |
80.503 |
4.250 |
79.401 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.608 |
82.526 |
PP |
82.592 |
82.489 |
S1 |
82.577 |
82.453 |
|