ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 14-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.445 |
82.125 |
-0.320 |
-0.4% |
82.885 |
High |
82.590 |
82.295 |
-0.295 |
-0.4% |
83.150 |
Low |
81.920 |
81.805 |
-0.115 |
-0.1% |
81.960 |
Close |
82.057 |
81.988 |
-0.069 |
-0.1% |
82.562 |
Range |
0.670 |
0.490 |
-0.180 |
-26.9% |
1.190 |
ATR |
0.611 |
0.602 |
-0.009 |
-1.4% |
0.000 |
Volume |
44,597 |
29,401 |
-15,196 |
-34.1% |
146,531 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.499 |
83.234 |
82.258 |
|
R3 |
83.009 |
82.744 |
82.123 |
|
R2 |
82.519 |
82.519 |
82.078 |
|
R1 |
82.254 |
82.254 |
82.033 |
82.142 |
PP |
82.029 |
82.029 |
82.029 |
81.973 |
S1 |
81.764 |
81.764 |
81.943 |
81.652 |
S2 |
81.539 |
81.539 |
81.898 |
|
S3 |
81.049 |
81.274 |
81.853 |
|
S4 |
80.559 |
80.784 |
81.719 |
|
|
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% |
0.634 |
0.8% |
22% |
False |
False |
35,315 |
10 |
83.670 |
81.720 |
1.950 |
2.4% |
0.661 |
0.8% |
14% |
False |
False |
35,073 |
20 |
83.670 |
81.025 |
2.645 |
3.2% |
0.627 |
0.8% |
36% |
False |
False |
33,909 |
40 |
83.670 |
78.665 |
5.005 |
6.1% |
0.526 |
0.6% |
66% |
False |
False |
29,119 |
60 |
83.670 |
78.665 |
5.005 |
6.1% |
0.529 |
0.6% |
66% |
False |
False |
26,526 |
80 |
83.670 |
78.420 |
5.250 |
6.4% |
0.541 |
0.7% |
68% |
False |
False |
22,333 |
100 |
83.670 |
78.420 |
5.250 |
6.4% |
0.490 |
0.6% |
68% |
False |
False |
17,875 |
120 |
83.670 |
78.420 |
5.250 |
6.4% |
0.431 |
0.5% |
68% |
False |
False |
14,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.378 |
2.618 |
83.578 |
1.618 |
83.088 |
1.000 |
82.785 |
0.618 |
82.598 |
HIGH |
82.295 |
0.618 |
82.108 |
0.500 |
82.050 |
0.382 |
81.992 |
LOW |
81.805 |
0.618 |
81.502 |
1.000 |
81.315 |
1.618 |
81.012 |
2.618 |
80.522 |
4.250 |
79.723 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.050 |
82.280 |
PP |
82.029 |
82.183 |
S1 |
82.009 |
82.085 |
|