ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.000 |
82.630 |
0.630 |
0.8% |
82.885 |
High |
82.650 |
82.755 |
0.105 |
0.1% |
83.150 |
Low |
81.720 |
82.350 |
0.630 |
0.8% |
81.960 |
Close |
82.548 |
82.449 |
-0.099 |
-0.1% |
82.562 |
Range |
0.930 |
0.405 |
-0.525 |
-56.5% |
1.190 |
ATR |
0.621 |
0.606 |
-0.015 |
-2.5% |
0.000 |
Volume |
30,956 |
41,575 |
10,619 |
34.3% |
146,531 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.733 |
83.496 |
82.672 |
|
R3 |
83.328 |
83.091 |
82.560 |
|
R2 |
82.923 |
82.923 |
82.523 |
|
R1 |
82.686 |
82.686 |
82.486 |
82.602 |
PP |
82.518 |
82.518 |
82.518 |
82.476 |
S1 |
82.281 |
82.281 |
82.412 |
82.197 |
S2 |
82.113 |
82.113 |
82.375 |
|
S3 |
81.708 |
81.876 |
82.338 |
|
S4 |
81.303 |
81.471 |
82.226 |
|
|
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 |
82.945 |
81.720 |
1.225 |
1.5% |
0.648 |
0.8% |
60% |
False |
False |
32,646 |
10 |
83.670 |
81.720 |
1.950 |
2.4% |
0.655 |
0.8% |
37% |
False |
False |
33,702 |
20 |
83.670 |
80.630 |
3.040 |
3.7% |
0.630 |
0.8% |
60% |
False |
False |
34,494 |
40 |
83.670 |
78.665 |
5.005 |
6.1% |
0.516 |
0.6% |
76% |
False |
False |
28,054 |
60 |
83.670 |
78.665 |
5.005 |
6.1% |
0.526 |
0.6% |
76% |
False |
False |
25,847 |
80 |
83.670 |
78.420 |
5.250 |
6.4% |
0.536 |
0.6% |
77% |
False |
False |
21,410 |
100 |
83.670 |
78.420 |
5.250 |
6.4% |
0.483 |
0.6% |
77% |
False |
False |
17,136 |
120 |
83.670 |
78.420 |
5.250 |
6.4% |
0.421 |
0.5% |
77% |
False |
False |
14,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.476 |
2.618 |
83.815 |
1.618 |
83.410 |
1.000 |
83.160 |
0.618 |
83.005 |
HIGH |
82.755 |
0.618 |
82.600 |
0.500 |
82.553 |
0.382 |
82.505 |
LOW |
82.350 |
0.618 |
82.100 |
1.000 |
81.945 |
1.618 |
81.695 |
2.618 |
81.290 |
4.250 |
80.629 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.553 |
82.410 |
PP |
82.518 |
82.371 |
S1 |
82.484 |
82.333 |
|