ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
81.510 |
82.110 |
0.600 |
0.7% |
82.415 |
High |
82.365 |
82.280 |
-0.085 |
-0.1% |
83.195 |
Low |
81.430 |
81.390 |
-0.040 |
0.0% |
81.710 |
Close |
82.216 |
81.586 |
-0.630 |
-0.8% |
81.967 |
Range |
0.935 |
0.890 |
-0.045 |
-4.8% |
1.485 |
ATR |
0.606 |
0.626 |
0.020 |
3.3% |
0.000 |
Volume |
28,001 |
34,984 |
6,983 |
24.9% |
113,088 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.422 |
83.894 |
82.076 |
|
R3 |
83.532 |
83.004 |
81.831 |
|
R2 |
82.642 |
82.642 |
81.749 |
|
R1 |
82.114 |
82.114 |
81.668 |
81.933 |
PP |
81.752 |
81.752 |
81.752 |
81.662 |
S1 |
81.224 |
81.224 |
81.504 |
81.043 |
S2 |
80.862 |
80.862 |
81.423 |
|
S3 |
79.972 |
80.334 |
81.341 |
|
S4 |
79.082 |
79.444 |
81.097 |
|
|
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 |
83.045 |
81.390 |
1.655 |
2.0% |
0.748 |
0.9% |
12% |
False |
True |
28,981 |
10 |
83.450 |
81.390 |
2.060 |
2.5% |
0.711 |
0.9% |
10% |
False |
True |
18,894 |
20 |
84.000 |
81.390 |
2.610 |
3.2% |
0.632 |
0.8% |
8% |
False |
True |
9,764 |
40 |
84.000 |
79.025 |
4.975 |
6.1% |
0.465 |
0.6% |
51% |
False |
False |
4,908 |
60 |
84.000 |
79.025 |
4.975 |
6.1% |
0.374 |
0.5% |
51% |
False |
False |
3,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.063 |
2.618 |
84.610 |
1.618 |
83.720 |
1.000 |
83.170 |
0.618 |
82.830 |
HIGH |
82.280 |
0.618 |
81.940 |
0.500 |
81.835 |
0.382 |
81.730 |
LOW |
81.390 |
0.618 |
80.840 |
1.000 |
80.500 |
1.618 |
79.950 |
2.618 |
79.060 |
4.250 |
77.608 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
81.835 |
81.878 |
PP |
81.752 |
81.780 |
S1 |
81.669 |
81.683 |
|