ICE US Dollar Index Future September 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
82.890 |
82.585 |
-0.305 |
-0.4% |
83.290 |
| High |
83.045 |
82.750 |
-0.295 |
-0.4% |
83.525 |
| Low |
82.360 |
82.115 |
-0.245 |
-0.3% |
82.350 |
| Close |
82.507 |
82.346 |
-0.161 |
-0.2% |
83.002 |
| Range |
0.685 |
0.635 |
-0.050 |
-7.3% |
1.175 |
| ATR |
0.572 |
0.577 |
0.004 |
0.8% |
0.000 |
| Volume |
25,040 |
28,530 |
3,490 |
13.9% |
16,859 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.309 |
83.962 |
82.695 |
|
| R3 |
83.674 |
83.327 |
82.521 |
|
| R2 |
83.039 |
83.039 |
82.462 |
|
| R1 |
82.692 |
82.692 |
82.404 |
82.548 |
| PP |
82.404 |
82.404 |
82.404 |
82.332 |
| S1 |
82.057 |
82.057 |
82.288 |
81.913 |
| S2 |
81.769 |
81.769 |
82.230 |
|
| S3 |
81.134 |
81.422 |
82.171 |
|
| S4 |
80.499 |
80.787 |
81.997 |
|
|
| 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% |
0.695 |
0.8% |
18% |
False |
False |
18,623 |
| 10 |
84.000 |
82.100 |
1.900 |
2.3% |
0.682 |
0.8% |
13% |
False |
False |
10,189 |
| 20 |
84.000 |
81.415 |
2.585 |
3.1% |
0.598 |
0.7% |
36% |
False |
False |
5,212 |
| 40 |
84.000 |
79.025 |
4.975 |
6.0% |
0.429 |
0.5% |
67% |
False |
False |
2,629 |
| 60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.346 |
0.4% |
67% |
False |
False |
1,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.449 |
|
2.618 |
84.412 |
|
1.618 |
83.777 |
|
1.000 |
83.385 |
|
0.618 |
83.142 |
|
HIGH |
82.750 |
|
0.618 |
82.507 |
|
0.500 |
82.433 |
|
0.382 |
82.358 |
|
LOW |
82.115 |
|
0.618 |
81.723 |
|
1.000 |
81.480 |
|
1.618 |
81.088 |
|
2.618 |
80.453 |
|
4.250 |
79.416 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.433 |
82.655 |
| PP |
82.404 |
82.552 |
| S1 |
82.375 |
82.449 |
|