ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 05-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
83.290 |
82.880 |
-0.410 |
-0.5% |
82.600 |
High |
83.525 |
83.445 |
-0.080 |
-0.1% |
84.000 |
Low |
82.950 |
82.765 |
-0.185 |
-0.2% |
82.350 |
Close |
83.061 |
83.313 |
0.252 |
0.3% |
83.343 |
Range |
0.575 |
0.680 |
0.105 |
18.3% |
1.650 |
ATR |
0.481 |
0.495 |
0.014 |
3.0% |
0.000 |
Volume |
984 |
3,001 |
2,017 |
205.0% |
1,635 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.214 |
84.944 |
83.687 |
|
R3 |
84.534 |
84.264 |
83.500 |
|
R2 |
83.854 |
83.854 |
83.438 |
|
R1 |
83.584 |
83.584 |
83.375 |
83.719 |
PP |
83.174 |
83.174 |
83.174 |
83.242 |
S1 |
82.904 |
82.904 |
83.251 |
83.039 |
S2 |
82.494 |
82.494 |
83.188 |
|
S3 |
81.814 |
82.224 |
83.126 |
|
S4 |
81.134 |
81.544 |
82.939 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.000 |
82.765 |
1.235 |
1.5% |
0.619 |
0.7% |
44% |
False |
True |
1,053 |
10 |
84.000 |
82.100 |
1.900 |
2.3% |
0.553 |
0.7% |
64% |
False |
False |
633 |
20 |
84.000 |
80.320 |
3.680 |
4.4% |
0.465 |
0.6% |
81% |
False |
False |
341 |
40 |
84.000 |
79.025 |
4.975 |
6.0% |
0.344 |
0.4% |
86% |
False |
False |
192 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.274 |
0.3% |
86% |
False |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.335 |
2.618 |
85.225 |
1.618 |
84.545 |
1.000 |
84.125 |
0.618 |
83.865 |
HIGH |
83.445 |
0.618 |
83.185 |
0.500 |
83.105 |
0.382 |
83.025 |
LOW |
82.765 |
0.618 |
82.345 |
1.000 |
82.085 |
1.618 |
81.665 |
2.618 |
80.985 |
4.250 |
79.875 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
83.244 |
83.383 |
PP |
83.174 |
83.359 |
S1 |
83.105 |
83.336 |
|