ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.585 |
82.755 |
0.170 |
0.2% |
81.510 |
High |
82.905 |
83.070 |
0.165 |
0.2% |
82.670 |
Low |
82.470 |
82.410 |
-0.060 |
-0.1% |
81.390 |
Close |
82.810 |
83.007 |
0.197 |
0.2% |
82.442 |
Range |
0.435 |
0.660 |
0.225 |
51.7% |
1.280 |
ATR |
0.582 |
0.588 |
0.006 |
1.0% |
0.000 |
Volume |
19,498 |
31,155 |
11,657 |
59.8% |
157,254 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.809 |
84.568 |
83.370 |
|
R3 |
84.149 |
83.908 |
83.189 |
|
R2 |
83.489 |
83.489 |
83.128 |
|
R1 |
83.248 |
83.248 |
83.068 |
83.369 |
PP |
82.829 |
82.829 |
82.829 |
82.889 |
S1 |
82.588 |
82.588 |
82.947 |
82.709 |
S2 |
82.169 |
82.169 |
82.886 |
|
S3 |
81.509 |
81.928 |
82.826 |
|
S4 |
80.849 |
81.268 |
82.644 |
|
|
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 |
83.070 |
82.340 |
0.730 |
0.9% |
0.445 |
0.5% |
91% |
True |
False |
23,376 |
10 |
83.070 |
81.390 |
1.680 |
2.0% |
0.616 |
0.7% |
96% |
True |
False |
28,038 |
20 |
84.000 |
81.390 |
2.610 |
3.1% |
0.649 |
0.8% |
62% |
False |
False |
19,113 |
40 |
84.000 |
79.510 |
4.490 |
5.4% |
0.526 |
0.6% |
78% |
False |
False |
9,622 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.412 |
0.5% |
80% |
False |
False |
6,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.875 |
2.618 |
84.798 |
1.618 |
84.138 |
1.000 |
83.730 |
0.618 |
83.478 |
HIGH |
83.070 |
0.618 |
82.818 |
0.500 |
82.740 |
0.382 |
82.662 |
LOW |
82.410 |
0.618 |
82.002 |
1.000 |
81.750 |
1.618 |
81.342 |
2.618 |
80.682 |
4.250 |
79.605 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.918 |
82.918 |
PP |
82.829 |
82.829 |
S1 |
82.740 |
82.740 |
|