ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.415 |
83.090 |
0.675 |
0.8% |
83.290 |
High |
83.070 |
83.195 |
0.125 |
0.2% |
83.525 |
Low |
82.100 |
82.790 |
0.690 |
0.8% |
82.350 |
Close |
82.969 |
82.894 |
-0.075 |
-0.1% |
83.002 |
Range |
0.970 |
0.405 |
-0.565 |
-58.2% |
1.175 |
ATR |
0.576 |
0.563 |
-0.012 |
-2.1% |
0.000 |
Volume |
8,172 |
22,994 |
14,822 |
181.4% |
16,859 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.175 |
83.939 |
83.117 |
|
R3 |
83.770 |
83.534 |
83.005 |
|
R2 |
83.365 |
83.365 |
82.968 |
|
R1 |
83.129 |
83.129 |
82.931 |
83.045 |
PP |
82.960 |
82.960 |
82.960 |
82.917 |
S1 |
82.724 |
82.724 |
82.857 |
82.640 |
S2 |
82.555 |
82.555 |
82.820 |
|
S3 |
82.150 |
82.319 |
82.783 |
|
S4 |
81.745 |
81.914 |
82.671 |
|
|
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% |
0.674 |
0.8% |
59% |
False |
False |
8,808 |
10 |
84.000 |
82.100 |
1.900 |
2.3% |
0.647 |
0.8% |
42% |
False |
False |
4,930 |
20 |
84.000 |
81.415 |
2.585 |
3.1% |
0.563 |
0.7% |
57% |
False |
False |
2,538 |
40 |
84.000 |
79.025 |
4.975 |
6.0% |
0.405 |
0.5% |
78% |
False |
False |
1,291 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.328 |
0.4% |
78% |
False |
False |
866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.916 |
2.618 |
84.255 |
1.618 |
83.850 |
1.000 |
83.600 |
0.618 |
83.445 |
HIGH |
83.195 |
0.618 |
83.040 |
0.500 |
82.993 |
0.382 |
82.945 |
LOW |
82.790 |
0.618 |
82.540 |
1.000 |
82.385 |
1.618 |
82.135 |
2.618 |
81.730 |
4.250 |
81.069 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.993 |
82.854 |
PP |
82.960 |
82.815 |
S1 |
82.927 |
82.775 |
|