ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 07-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
83.170 |
82.650 |
-0.520 |
-0.6% |
82.600 |
High |
83.300 |
82.860 |
-0.440 |
-0.5% |
84.000 |
Low |
82.595 |
82.350 |
-0.245 |
-0.3% |
82.350 |
Close |
82.779 |
82.456 |
-0.323 |
-0.4% |
83.343 |
Range |
0.705 |
0.510 |
-0.195 |
-27.7% |
1.650 |
ATR |
0.511 |
0.511 |
0.000 |
0.0% |
0.000 |
Volume |
1,354 |
3,137 |
1,783 |
131.7% |
1,635 |
|
Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.085 |
83.781 |
82.737 |
|
R3 |
83.575 |
83.271 |
82.596 |
|
R2 |
83.065 |
83.065 |
82.550 |
|
R1 |
82.761 |
82.761 |
82.503 |
82.658 |
PP |
82.555 |
82.555 |
82.555 |
82.504 |
S1 |
82.251 |
82.251 |
82.409 |
82.148 |
S2 |
82.045 |
82.045 |
82.363 |
|
S3 |
81.535 |
81.741 |
82.316 |
|
S4 |
81.025 |
81.231 |
82.176 |
|
|
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 |
82.350 |
1.650 |
2.0% |
0.669 |
0.8% |
6% |
False |
True |
1,756 |
10 |
84.000 |
82.350 |
1.650 |
2.0% |
0.565 |
0.7% |
6% |
False |
True |
1,051 |
20 |
84.000 |
80.540 |
3.460 |
4.2% |
0.502 |
0.6% |
55% |
False |
False |
563 |
40 |
84.000 |
79.025 |
4.975 |
6.0% |
0.371 |
0.4% |
69% |
False |
False |
304 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.294 |
0.4% |
69% |
False |
False |
207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.028 |
2.618 |
84.195 |
1.618 |
83.685 |
1.000 |
83.370 |
0.618 |
83.175 |
HIGH |
82.860 |
0.618 |
82.665 |
0.500 |
82.605 |
0.382 |
82.545 |
LOW |
82.350 |
0.618 |
82.035 |
1.000 |
81.840 |
1.618 |
81.525 |
2.618 |
81.015 |
4.250 |
80.183 |
|
|
Fisher Pivots for day following 07-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.605 |
82.898 |
PP |
82.555 |
82.750 |
S1 |
82.506 |
82.603 |
|