ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
80.305 |
81.200 |
0.895 |
1.1% |
80.490 |
| High |
81.065 |
81.785 |
0.720 |
0.9% |
81.411 |
| Low |
80.305 |
81.200 |
0.895 |
1.1% |
80.490 |
| Close |
80.920 |
81.705 |
0.785 |
1.0% |
81.022 |
| Range |
0.760 |
0.585 |
-0.175 |
-23.0% |
0.921 |
| ATR |
0.325 |
0.363 |
0.039 |
11.9% |
0.000 |
| Volume |
11 |
16 |
5 |
45.5% |
5 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.318 |
83.097 |
82.027 |
|
| R3 |
82.733 |
82.512 |
81.866 |
|
| R2 |
82.148 |
82.148 |
81.812 |
|
| R1 |
81.927 |
81.927 |
81.759 |
82.038 |
| PP |
81.563 |
81.563 |
81.563 |
81.619 |
| S1 |
81.342 |
81.342 |
81.651 |
81.453 |
| S2 |
80.978 |
80.978 |
81.598 |
|
| S3 |
80.393 |
80.757 |
81.544 |
|
| S4 |
79.808 |
80.172 |
81.383 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.737 |
83.301 |
81.529 |
|
| R3 |
82.816 |
82.380 |
81.275 |
|
| R2 |
81.895 |
81.895 |
81.191 |
|
| R1 |
81.459 |
81.459 |
81.106 |
81.677 |
| PP |
80.974 |
80.974 |
80.974 |
81.084 |
| S1 |
80.538 |
80.538 |
80.938 |
80.756 |
| S2 |
80.053 |
80.053 |
80.853 |
|
| S3 |
79.132 |
79.617 |
80.769 |
|
| S4 |
78.211 |
78.696 |
80.515 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.271 |
|
2.618 |
83.317 |
|
1.618 |
82.732 |
|
1.000 |
82.370 |
|
0.618 |
82.147 |
|
HIGH |
81.785 |
|
0.618 |
81.562 |
|
0.500 |
81.493 |
|
0.382 |
81.423 |
|
LOW |
81.200 |
|
0.618 |
80.838 |
|
1.000 |
80.615 |
|
1.618 |
80.253 |
|
2.618 |
79.668 |
|
4.250 |
78.714 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
81.634 |
81.485 |
| PP |
81.563 |
81.265 |
| S1 |
81.493 |
81.045 |
|