ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.650 |
82.670 |
0.020 |
0.0% |
83.290 |
High |
82.860 |
83.450 |
0.590 |
0.7% |
83.525 |
Low |
82.350 |
82.670 |
0.320 |
0.4% |
82.350 |
Close |
82.456 |
83.002 |
0.546 |
0.7% |
83.002 |
Range |
0.510 |
0.780 |
0.270 |
52.9% |
1.175 |
ATR |
0.511 |
0.545 |
0.035 |
6.8% |
0.000 |
Volume |
3,137 |
8,383 |
5,246 |
167.2% |
16,859 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.381 |
84.971 |
83.431 |
|
R3 |
84.601 |
84.191 |
83.217 |
|
R2 |
83.821 |
83.821 |
83.145 |
|
R1 |
83.411 |
83.411 |
83.074 |
83.616 |
PP |
83.041 |
83.041 |
83.041 |
83.143 |
S1 |
82.631 |
82.631 |
82.931 |
82.836 |
S2 |
82.261 |
82.261 |
82.859 |
|
S3 |
81.481 |
81.851 |
82.788 |
|
S4 |
80.701 |
81.071 |
82.573 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.484 |
85.918 |
83.648 |
|
R3 |
85.309 |
84.743 |
83.325 |
|
R2 |
84.134 |
84.134 |
83.217 |
|
R1 |
83.568 |
83.568 |
83.110 |
83.264 |
PP |
82.959 |
82.959 |
82.959 |
82.807 |
S1 |
82.393 |
82.393 |
82.894 |
82.089 |
S2 |
81.784 |
81.784 |
82.787 |
|
S3 |
80.609 |
81.218 |
82.679 |
|
S4 |
79.434 |
80.043 |
82.356 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.525 |
82.350 |
1.175 |
1.4% |
0.650 |
0.8% |
55% |
False |
False |
3,371 |
10 |
84.000 |
82.350 |
1.650 |
2.0% |
0.607 |
0.7% |
40% |
False |
False |
1,849 |
20 |
84.000 |
80.760 |
3.240 |
3.9% |
0.532 |
0.6% |
69% |
False |
False |
982 |
40 |
84.000 |
79.025 |
4.975 |
6.0% |
0.382 |
0.5% |
80% |
False |
False |
513 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.305 |
0.4% |
80% |
False |
False |
346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.765 |
2.618 |
85.492 |
1.618 |
84.712 |
1.000 |
84.230 |
0.618 |
83.932 |
HIGH |
83.450 |
0.618 |
83.152 |
0.500 |
83.060 |
0.382 |
82.968 |
LOW |
82.670 |
0.618 |
82.188 |
1.000 |
81.890 |
1.618 |
81.408 |
2.618 |
80.628 |
4.250 |
79.355 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
83.060 |
82.968 |
PP |
83.041 |
82.934 |
S1 |
83.021 |
82.900 |
|