ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 04-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
83.640 |
83.290 |
-0.350 |
-0.4% |
82.600 |
High |
84.000 |
83.525 |
-0.475 |
-0.6% |
84.000 |
Low |
83.125 |
82.950 |
-0.175 |
-0.2% |
82.350 |
Close |
83.343 |
83.061 |
-0.282 |
-0.3% |
83.343 |
Range |
0.875 |
0.575 |
-0.300 |
-34.3% |
1.650 |
ATR |
0.473 |
0.481 |
0.007 |
1.5% |
0.000 |
Volume |
304 |
984 |
680 |
223.7% |
1,635 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.904 |
84.557 |
83.377 |
|
R3 |
84.329 |
83.982 |
83.219 |
|
R2 |
83.754 |
83.754 |
83.166 |
|
R1 |
83.407 |
83.407 |
83.114 |
83.293 |
PP |
83.179 |
83.179 |
83.179 |
83.122 |
S1 |
82.832 |
82.832 |
83.008 |
82.718 |
S2 |
82.604 |
82.604 |
82.956 |
|
S3 |
82.029 |
82.257 |
82.903 |
|
S4 |
81.454 |
81.682 |
82.745 |
|
|
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 |
85.969 |
2.618 |
85.030 |
1.618 |
84.455 |
1.000 |
84.100 |
0.618 |
83.880 |
HIGH |
83.525 |
0.618 |
83.305 |
0.500 |
83.238 |
0.382 |
83.170 |
LOW |
82.950 |
0.618 |
82.595 |
1.000 |
82.375 |
1.618 |
82.020 |
2.618 |
81.445 |
4.250 |
80.506 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
83.238 |
83.475 |
PP |
83.179 |
83.337 |
S1 |
83.120 |
83.199 |
|