ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 26-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.490 |
82.650 |
0.160 |
0.2% |
81.510 |
High |
82.825 |
82.865 |
0.040 |
0.0% |
82.670 |
Low |
82.460 |
82.430 |
-0.030 |
0.0% |
81.390 |
Close |
82.662 |
82.539 |
-0.123 |
-0.1% |
82.442 |
Range |
0.365 |
0.435 |
0.070 |
19.2% |
1.280 |
ATR |
0.606 |
0.593 |
-0.012 |
-2.0% |
0.000 |
Volume |
18,422 |
25,699 |
7,277 |
39.5% |
157,254 |
|
Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.916 |
83.663 |
82.778 |
|
R3 |
83.481 |
83.228 |
82.659 |
|
R2 |
83.046 |
83.046 |
82.619 |
|
R1 |
82.793 |
82.793 |
82.579 |
82.702 |
PP |
82.611 |
82.611 |
82.611 |
82.566 |
S1 |
82.358 |
82.358 |
82.499 |
82.267 |
S2 |
82.176 |
82.176 |
82.459 |
|
S3 |
81.741 |
81.923 |
82.419 |
|
S4 |
81.306 |
81.488 |
82.300 |
|
|
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 |
82.865 |
81.405 |
1.460 |
1.8% |
0.528 |
0.6% |
78% |
True |
False |
27,678 |
10 |
83.045 |
81.390 |
1.655 |
2.0% |
0.638 |
0.8% |
69% |
False |
False |
28,329 |
20 |
84.000 |
81.390 |
2.610 |
3.2% |
0.642 |
0.8% |
44% |
False |
False |
16,630 |
40 |
84.000 |
79.510 |
4.490 |
5.4% |
0.503 |
0.6% |
67% |
False |
False |
8,356 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.402 |
0.5% |
71% |
False |
False |
5,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.714 |
2.618 |
84.004 |
1.618 |
83.569 |
1.000 |
83.300 |
0.618 |
83.134 |
HIGH |
82.865 |
0.618 |
82.699 |
0.500 |
82.648 |
0.382 |
82.596 |
LOW |
82.430 |
0.618 |
82.161 |
1.000 |
81.995 |
1.618 |
81.726 |
2.618 |
81.291 |
4.250 |
80.581 |
|
|
Fisher Pivots for day following 26-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.648 |
82.603 |
PP |
82.611 |
82.581 |
S1 |
82.575 |
82.560 |
|