ICE US Dollar Index Future September 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
82.670 |
82.415 |
-0.255 |
-0.3% |
83.290 |
| High |
83.450 |
83.070 |
-0.380 |
-0.5% |
83.525 |
| Low |
82.670 |
82.100 |
-0.570 |
-0.7% |
82.350 |
| Close |
83.002 |
82.969 |
-0.033 |
0.0% |
83.002 |
| Range |
0.780 |
0.970 |
0.190 |
24.4% |
1.175 |
| ATR |
0.545 |
0.576 |
0.030 |
5.6% |
0.000 |
| Volume |
8,383 |
8,172 |
-211 |
-2.5% |
16,859 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.623 |
85.266 |
83.503 |
|
| R3 |
84.653 |
84.296 |
83.236 |
|
| R2 |
83.683 |
83.683 |
83.147 |
|
| R1 |
83.326 |
83.326 |
83.058 |
83.505 |
| PP |
82.713 |
82.713 |
82.713 |
82.802 |
| S1 |
82.356 |
82.356 |
82.880 |
82.535 |
| S2 |
81.743 |
81.743 |
82.791 |
|
| S3 |
80.773 |
81.386 |
82.702 |
|
| S4 |
79.803 |
80.416 |
82.436 |
|
|
| 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 |
83.450 |
82.100 |
1.350 |
1.6% |
0.729 |
0.9% |
64% |
False |
True |
4,809 |
| 10 |
84.000 |
82.100 |
1.900 |
2.3% |
0.667 |
0.8% |
46% |
False |
True |
2,657 |
| 20 |
84.000 |
81.410 |
2.590 |
3.1% |
0.559 |
0.7% |
60% |
False |
False |
1,389 |
| 40 |
84.000 |
79.025 |
4.975 |
6.0% |
0.401 |
0.5% |
79% |
False |
False |
717 |
| 60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.321 |
0.4% |
79% |
False |
False |
482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.193 |
|
2.618 |
85.609 |
|
1.618 |
84.639 |
|
1.000 |
84.040 |
|
0.618 |
83.669 |
|
HIGH |
83.070 |
|
0.618 |
82.699 |
|
0.500 |
82.585 |
|
0.382 |
82.471 |
|
LOW |
82.100 |
|
0.618 |
81.501 |
|
1.000 |
81.130 |
|
1.618 |
80.531 |
|
2.618 |
79.561 |
|
4.250 |
77.978 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.841 |
82.904 |
| PP |
82.713 |
82.840 |
| S1 |
82.585 |
82.775 |
|