ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
79.290 |
79.275 |
-0.015 |
0.0% |
80.065 |
| High |
79.515 |
79.530 |
0.015 |
0.0% |
80.195 |
| Low |
79.050 |
79.125 |
0.075 |
0.1% |
79.325 |
| Close |
79.299 |
79.357 |
0.058 |
0.1% |
79.576 |
| Range |
0.465 |
0.405 |
-0.060 |
-12.9% |
0.870 |
| ATR |
0.580 |
0.568 |
-0.013 |
-2.2% |
0.000 |
| Volume |
27,629 |
19,453 |
-8,176 |
-29.6% |
95,797 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.552 |
80.360 |
79.580 |
|
| R3 |
80.147 |
79.955 |
79.468 |
|
| R2 |
79.742 |
79.742 |
79.431 |
|
| R1 |
79.550 |
79.550 |
79.394 |
79.646 |
| PP |
79.337 |
79.337 |
79.337 |
79.386 |
| S1 |
79.145 |
79.145 |
79.320 |
79.241 |
| S2 |
78.932 |
78.932 |
79.283 |
|
| S3 |
78.527 |
78.740 |
79.246 |
|
| S4 |
78.122 |
78.335 |
79.134 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.309 |
81.812 |
80.055 |
|
| R3 |
81.439 |
80.942 |
79.815 |
|
| R2 |
80.569 |
80.569 |
79.736 |
|
| R1 |
80.072 |
80.072 |
79.656 |
79.886 |
| PP |
79.699 |
79.699 |
79.699 |
79.605 |
| S1 |
79.202 |
79.202 |
79.496 |
79.016 |
| S2 |
78.829 |
78.829 |
79.417 |
|
| S3 |
77.959 |
78.332 |
79.337 |
|
| S4 |
77.089 |
77.462 |
79.098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.010 |
78.930 |
1.080 |
1.4% |
0.570 |
0.7% |
40% |
False |
False |
22,336 |
| 10 |
80.760 |
78.930 |
1.830 |
2.3% |
0.574 |
0.7% |
23% |
False |
False |
21,173 |
| 20 |
81.160 |
78.930 |
2.230 |
2.8% |
0.610 |
0.8% |
19% |
False |
False |
17,188 |
| 40 |
81.160 |
78.420 |
2.740 |
3.5% |
0.515 |
0.6% |
34% |
False |
False |
8,636 |
| 60 |
82.286 |
78.420 |
3.866 |
4.9% |
0.372 |
0.5% |
24% |
False |
False |
5,760 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.303 |
0.4% |
24% |
False |
False |
4,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.251 |
|
2.618 |
80.590 |
|
1.618 |
80.185 |
|
1.000 |
79.935 |
|
0.618 |
79.780 |
|
HIGH |
79.530 |
|
0.618 |
79.375 |
|
0.500 |
79.328 |
|
0.382 |
79.280 |
|
LOW |
79.125 |
|
0.618 |
78.875 |
|
1.000 |
78.720 |
|
1.618 |
78.470 |
|
2.618 |
78.065 |
|
4.250 |
77.404 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.347 |
79.315 |
| PP |
79.337 |
79.272 |
| S1 |
79.328 |
79.230 |
|