ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
83.090 |
82.890 |
-0.200 |
-0.2% |
83.290 |
High |
83.195 |
83.045 |
-0.150 |
-0.2% |
83.525 |
Low |
82.790 |
82.360 |
-0.430 |
-0.5% |
82.350 |
Close |
82.894 |
82.507 |
-0.387 |
-0.5% |
83.002 |
Range |
0.405 |
0.685 |
0.280 |
69.1% |
1.175 |
ATR |
0.563 |
0.572 |
0.009 |
1.5% |
0.000 |
Volume |
22,994 |
25,040 |
2,046 |
8.9% |
16,859 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.692 |
84.285 |
82.884 |
|
R3 |
84.007 |
83.600 |
82.695 |
|
R2 |
83.322 |
83.322 |
82.633 |
|
R1 |
82.915 |
82.915 |
82.570 |
82.776 |
PP |
82.637 |
82.637 |
82.637 |
82.568 |
S1 |
82.230 |
82.230 |
82.444 |
82.091 |
S2 |
81.952 |
81.952 |
82.381 |
|
S3 |
81.267 |
81.545 |
82.319 |
|
S4 |
80.582 |
80.860 |
82.130 |
|
|
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% |
0.670 |
0.8% |
30% |
False |
False |
13,545 |
10 |
84.000 |
82.100 |
1.900 |
2.3% |
0.658 |
0.8% |
21% |
False |
False |
7,386 |
20 |
84.000 |
81.415 |
2.585 |
3.1% |
0.586 |
0.7% |
42% |
False |
False |
3,788 |
40 |
84.000 |
79.025 |
4.975 |
6.0% |
0.419 |
0.5% |
70% |
False |
False |
1,916 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.335 |
0.4% |
70% |
False |
False |
1,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.956 |
2.618 |
84.838 |
1.618 |
84.153 |
1.000 |
83.730 |
0.618 |
83.468 |
HIGH |
83.045 |
0.618 |
82.783 |
0.500 |
82.703 |
0.382 |
82.622 |
LOW |
82.360 |
0.618 |
81.937 |
1.000 |
81.675 |
1.618 |
81.252 |
2.618 |
80.567 |
4.250 |
79.449 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.703 |
82.648 |
PP |
82.637 |
82.601 |
S1 |
82.572 |
82.554 |
|