ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
83.500 |
83.640 |
0.140 |
0.2% |
82.600 |
High |
83.650 |
84.000 |
0.350 |
0.4% |
84.000 |
Low |
83.260 |
83.125 |
-0.135 |
-0.2% |
82.350 |
Close |
83.524 |
83.343 |
-0.181 |
-0.2% |
83.343 |
Range |
0.390 |
0.875 |
0.485 |
124.4% |
1.650 |
ATR |
0.443 |
0.473 |
0.031 |
7.0% |
0.000 |
Volume |
493 |
304 |
-189 |
-38.3% |
1,635 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.114 |
85.604 |
83.824 |
|
R3 |
85.239 |
84.729 |
83.584 |
|
R2 |
84.364 |
84.364 |
83.503 |
|
R1 |
83.854 |
83.854 |
83.423 |
83.672 |
PP |
83.489 |
83.489 |
83.489 |
83.398 |
S1 |
82.979 |
82.979 |
83.263 |
82.797 |
S2 |
82.614 |
82.614 |
83.183 |
|
S3 |
81.739 |
82.104 |
83.102 |
|
S4 |
80.864 |
81.229 |
82.862 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.181 |
87.412 |
84.251 |
|
R3 |
86.531 |
85.762 |
83.797 |
|
R2 |
84.881 |
84.881 |
83.646 |
|
R1 |
84.112 |
84.112 |
83.494 |
84.497 |
PP |
83.231 |
83.231 |
83.231 |
83.423 |
S1 |
82.462 |
82.462 |
83.192 |
82.847 |
S2 |
81.581 |
81.581 |
83.041 |
|
S3 |
79.931 |
80.812 |
82.889 |
|
S4 |
78.281 |
79.162 |
82.436 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.719 |
2.618 |
86.291 |
1.618 |
85.416 |
1.000 |
84.875 |
0.618 |
84.541 |
HIGH |
84.000 |
0.618 |
83.666 |
0.500 |
83.563 |
0.382 |
83.459 |
LOW |
83.125 |
0.618 |
82.584 |
1.000 |
82.250 |
1.618 |
81.709 |
2.618 |
80.834 |
4.250 |
79.406 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
83.563 |
83.500 |
PP |
83.489 |
83.448 |
S1 |
83.416 |
83.395 |
|