ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 22-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
81.690 |
82.490 |
0.800 |
1.0% |
81.510 |
High |
82.615 |
82.670 |
0.055 |
0.1% |
82.670 |
Low |
81.660 |
82.340 |
0.680 |
0.8% |
81.390 |
Close |
82.488 |
82.442 |
-0.046 |
-0.1% |
82.442 |
Range |
0.955 |
0.330 |
-0.625 |
-65.4% |
1.280 |
ATR |
0.645 |
0.623 |
-0.023 |
-3.5% |
0.000 |
Volume |
29,677 |
22,108 |
-7,569 |
-25.5% |
157,254 |
|
Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.474 |
83.288 |
82.624 |
|
R3 |
83.144 |
82.958 |
82.533 |
|
R2 |
82.814 |
82.814 |
82.503 |
|
R1 |
82.628 |
82.628 |
82.472 |
82.556 |
PP |
82.484 |
82.484 |
82.484 |
82.448 |
S1 |
82.298 |
82.298 |
82.412 |
82.226 |
S2 |
82.154 |
82.154 |
82.382 |
|
S3 |
81.824 |
81.968 |
82.351 |
|
S4 |
81.494 |
81.638 |
82.261 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.007 |
85.505 |
83.146 |
|
R3 |
84.727 |
84.225 |
82.794 |
|
R2 |
83.447 |
83.447 |
82.677 |
|
R1 |
82.945 |
82.945 |
82.559 |
83.196 |
PP |
82.167 |
82.167 |
82.167 |
82.293 |
S1 |
81.665 |
81.665 |
82.325 |
81.916 |
S2 |
80.887 |
80.887 |
82.207 |
|
S3 |
79.607 |
80.385 |
82.090 |
|
S4 |
78.327 |
79.105 |
81.738 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.670 |
81.390 |
1.280 |
1.6% |
0.733 |
0.9% |
82% |
True |
False |
31,450 |
10 |
83.195 |
81.390 |
1.805 |
2.2% |
0.696 |
0.8% |
58% |
False |
False |
27,034 |
20 |
84.000 |
81.390 |
2.610 |
3.2% |
0.651 |
0.8% |
40% |
False |
False |
14,441 |
40 |
84.000 |
79.025 |
4.975 |
6.0% |
0.492 |
0.6% |
69% |
False |
False |
7,254 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.400 |
0.5% |
69% |
False |
False |
4,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.073 |
2.618 |
83.534 |
1.618 |
83.204 |
1.000 |
83.000 |
0.618 |
82.874 |
HIGH |
82.670 |
0.618 |
82.544 |
0.500 |
82.505 |
0.382 |
82.466 |
LOW |
82.340 |
0.618 |
82.136 |
1.000 |
82.010 |
1.618 |
81.806 |
2.618 |
81.476 |
4.250 |
80.938 |
|
|
Fisher Pivots for day following 22-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.505 |
82.307 |
PP |
82.484 |
82.172 |
S1 |
82.463 |
82.038 |
|