ICE US Dollar Index Future June 2012
Trading Metrics calculated at close of trading on 15-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.125 |
81.905 |
-0.220 |
-0.3% |
82.000 |
High |
82.295 |
81.935 |
-0.360 |
-0.4% |
82.755 |
Low |
81.805 |
81.255 |
-0.550 |
-0.7% |
81.255 |
Close |
81.988 |
81.605 |
-0.383 |
-0.5% |
81.605 |
Range |
0.490 |
0.680 |
0.190 |
38.8% |
1.500 |
ATR |
0.602 |
0.611 |
0.009 |
1.6% |
0.000 |
Volume |
29,401 |
12,983 |
-16,418 |
-55.8% |
159,512 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.638 |
83.302 |
81.979 |
|
R3 |
82.958 |
82.622 |
81.792 |
|
R2 |
82.278 |
82.278 |
81.730 |
|
R1 |
81.942 |
81.942 |
81.667 |
81.770 |
PP |
81.598 |
81.598 |
81.598 |
81.513 |
S1 |
81.262 |
81.262 |
81.543 |
81.090 |
S2 |
80.918 |
80.918 |
81.480 |
|
S3 |
80.238 |
80.582 |
81.418 |
|
S4 |
79.558 |
79.902 |
81.231 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.372 |
85.488 |
82.430 |
|
R3 |
84.872 |
83.988 |
82.018 |
|
R2 |
83.372 |
83.372 |
81.880 |
|
R1 |
82.488 |
82.488 |
81.743 |
82.180 |
PP |
81.872 |
81.872 |
81.872 |
81.718 |
S1 |
80.988 |
80.988 |
81.468 |
80.680 |
S2 |
80.372 |
80.372 |
81.330 |
|
S3 |
78.872 |
79.488 |
81.193 |
|
S4 |
77.372 |
77.988 |
80.780 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.755 |
81.255 |
1.500 |
1.8% |
0.635 |
0.8% |
23% |
False |
True |
31,902 |
10 |
83.150 |
81.255 |
1.895 |
2.3% |
0.632 |
0.8% |
18% |
False |
True |
30,604 |
20 |
83.670 |
81.025 |
2.645 |
3.2% |
0.640 |
0.8% |
22% |
False |
False |
32,159 |
40 |
83.670 |
78.665 |
5.005 |
6.1% |
0.531 |
0.7% |
59% |
False |
False |
28,959 |
60 |
83.670 |
78.665 |
5.005 |
6.1% |
0.531 |
0.7% |
59% |
False |
False |
26,478 |
80 |
83.670 |
78.420 |
5.250 |
6.4% |
0.546 |
0.7% |
61% |
False |
False |
22,495 |
100 |
83.670 |
78.420 |
5.250 |
6.4% |
0.496 |
0.6% |
61% |
False |
False |
18,005 |
120 |
83.670 |
78.420 |
5.250 |
6.4% |
0.436 |
0.5% |
61% |
False |
False |
15,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.825 |
2.618 |
83.715 |
1.618 |
83.035 |
1.000 |
82.615 |
0.618 |
82.355 |
HIGH |
81.935 |
0.618 |
81.675 |
0.500 |
81.595 |
0.382 |
81.515 |
LOW |
81.255 |
0.618 |
80.835 |
1.000 |
80.575 |
1.618 |
80.155 |
2.618 |
79.475 |
4.250 |
78.365 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
81.602 |
81.923 |
PP |
81.598 |
81.817 |
S1 |
81.595 |
81.711 |
|