ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 25-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.490 |
82.490 |
0.000 |
0.0% |
81.510 |
High |
82.670 |
82.825 |
0.155 |
0.2% |
82.670 |
Low |
82.340 |
82.460 |
0.120 |
0.1% |
81.390 |
Close |
82.442 |
82.662 |
0.220 |
0.3% |
82.442 |
Range |
0.330 |
0.365 |
0.035 |
10.6% |
1.280 |
ATR |
0.623 |
0.606 |
-0.017 |
-2.7% |
0.000 |
Volume |
22,108 |
18,422 |
-3,686 |
-16.7% |
157,254 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.744 |
83.568 |
82.863 |
|
R3 |
83.379 |
83.203 |
82.762 |
|
R2 |
83.014 |
83.014 |
82.729 |
|
R1 |
82.838 |
82.838 |
82.695 |
82.926 |
PP |
82.649 |
82.649 |
82.649 |
82.693 |
S1 |
82.473 |
82.473 |
82.629 |
82.561 |
S2 |
82.284 |
82.284 |
82.595 |
|
S3 |
81.919 |
82.108 |
82.562 |
|
S4 |
81.554 |
81.743 |
82.461 |
|
|
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 |
82.825 |
81.390 |
1.435 |
1.7% |
0.619 |
0.7% |
89% |
True |
False |
29,535 |
10 |
83.195 |
81.390 |
1.805 |
2.2% |
0.635 |
0.8% |
70% |
False |
False |
28,059 |
20 |
84.000 |
81.390 |
2.610 |
3.2% |
0.651 |
0.8% |
49% |
False |
False |
15,358 |
40 |
84.000 |
79.025 |
4.975 |
6.0% |
0.496 |
0.6% |
73% |
False |
False |
7,713 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.405 |
0.5% |
73% |
False |
False |
5,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.376 |
2.618 |
83.781 |
1.618 |
83.416 |
1.000 |
83.190 |
0.618 |
83.051 |
HIGH |
82.825 |
0.618 |
82.686 |
0.500 |
82.643 |
0.382 |
82.599 |
LOW |
82.460 |
0.618 |
82.234 |
1.000 |
82.095 |
1.618 |
81.869 |
2.618 |
81.504 |
4.250 |
80.909 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.656 |
82.522 |
PP |
82.649 |
82.382 |
S1 |
82.643 |
82.243 |
|