ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 06-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.880 |
83.170 |
0.290 |
0.3% |
82.600 |
High |
83.445 |
83.300 |
-0.145 |
-0.2% |
84.000 |
Low |
82.765 |
82.595 |
-0.170 |
-0.2% |
82.350 |
Close |
83.313 |
82.779 |
-0.534 |
-0.6% |
83.343 |
Range |
0.680 |
0.705 |
0.025 |
3.7% |
1.650 |
ATR |
0.495 |
0.511 |
0.016 |
3.2% |
0.000 |
Volume |
3,001 |
1,354 |
-1,647 |
-54.9% |
1,635 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.006 |
84.598 |
83.167 |
|
R3 |
84.301 |
83.893 |
82.973 |
|
R2 |
83.596 |
83.596 |
82.908 |
|
R1 |
83.188 |
83.188 |
82.844 |
83.040 |
PP |
82.891 |
82.891 |
82.891 |
82.817 |
S1 |
82.483 |
82.483 |
82.714 |
82.335 |
S2 |
82.186 |
82.186 |
82.650 |
|
S3 |
81.481 |
81.778 |
82.585 |
|
S4 |
80.776 |
81.073 |
82.391 |
|
|
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 |
82.595 |
1.405 |
1.7% |
0.645 |
0.8% |
13% |
False |
True |
1,227 |
10 |
84.000 |
82.350 |
1.650 |
2.0% |
0.557 |
0.7% |
26% |
False |
False |
762 |
20 |
84.000 |
80.395 |
3.605 |
4.4% |
0.484 |
0.6% |
66% |
False |
False |
407 |
40 |
84.000 |
79.025 |
4.975 |
6.0% |
0.362 |
0.4% |
75% |
False |
False |
226 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.285 |
0.3% |
75% |
False |
False |
154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.296 |
2.618 |
85.146 |
1.618 |
84.441 |
1.000 |
84.005 |
0.618 |
83.736 |
HIGH |
83.300 |
0.618 |
83.031 |
0.500 |
82.948 |
0.382 |
82.864 |
LOW |
82.595 |
0.618 |
82.159 |
1.000 |
81.890 |
1.618 |
81.454 |
2.618 |
80.749 |
4.250 |
79.599 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.948 |
83.060 |
PP |
82.891 |
82.966 |
S1 |
82.835 |
82.873 |
|