ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 18-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.210 |
81.510 |
-0.700 |
-0.9% |
82.415 |
High |
82.305 |
82.365 |
0.060 |
0.1% |
83.195 |
Low |
81.710 |
81.430 |
-0.280 |
-0.3% |
81.710 |
Close |
81.967 |
82.216 |
0.249 |
0.3% |
81.967 |
Range |
0.595 |
0.935 |
0.340 |
57.1% |
1.485 |
ATR |
0.581 |
0.606 |
0.025 |
4.4% |
0.000 |
Volume |
28,352 |
28,001 |
-351 |
-1.2% |
113,088 |
|
Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.809 |
84.447 |
82.730 |
|
R3 |
83.874 |
83.512 |
82.473 |
|
R2 |
82.939 |
82.939 |
82.387 |
|
R1 |
82.577 |
82.577 |
82.302 |
82.758 |
PP |
82.004 |
82.004 |
82.004 |
82.094 |
S1 |
81.642 |
81.642 |
82.130 |
81.823 |
S2 |
81.069 |
81.069 |
82.045 |
|
S3 |
80.134 |
80.707 |
81.959 |
|
S4 |
79.199 |
79.772 |
81.702 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.746 |
85.841 |
82.784 |
|
R3 |
85.261 |
84.356 |
82.375 |
|
R2 |
83.776 |
83.776 |
82.239 |
|
R1 |
82.871 |
82.871 |
82.103 |
82.581 |
PP |
82.291 |
82.291 |
82.291 |
82.146 |
S1 |
81.386 |
81.386 |
81.831 |
81.096 |
S2 |
80.806 |
80.806 |
81.695 |
|
S3 |
79.321 |
79.901 |
81.559 |
|
S4 |
77.836 |
78.416 |
81.150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.195 |
81.430 |
1.765 |
2.1% |
0.651 |
0.8% |
45% |
False |
True |
26,583 |
10 |
83.450 |
81.430 |
2.020 |
2.5% |
0.690 |
0.8% |
39% |
False |
True |
15,696 |
20 |
84.000 |
81.430 |
2.570 |
3.1% |
0.621 |
0.8% |
31% |
False |
True |
8,018 |
40 |
84.000 |
79.025 |
4.975 |
6.1% |
0.453 |
0.6% |
64% |
False |
False |
4,036 |
60 |
84.000 |
79.025 |
4.975 |
6.1% |
0.364 |
0.4% |
64% |
False |
False |
2,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.339 |
2.618 |
84.813 |
1.618 |
83.878 |
1.000 |
83.300 |
0.618 |
82.943 |
HIGH |
82.365 |
0.618 |
82.008 |
0.500 |
81.898 |
0.382 |
81.787 |
LOW |
81.430 |
0.618 |
80.852 |
1.000 |
80.495 |
1.618 |
79.917 |
2.618 |
78.982 |
4.250 |
77.456 |
|
|
Fisher Pivots for day following 18-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.110 |
82.174 |
PP |
82.004 |
82.132 |
S1 |
81.898 |
82.090 |
|