ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
80.085 |
79.775 |
-0.310 |
-0.4% |
80.050 |
| High |
80.345 |
79.940 |
-0.405 |
-0.5% |
80.320 |
| Low |
79.670 |
79.560 |
-0.110 |
-0.1% |
79.365 |
| Close |
79.732 |
79.627 |
-0.105 |
-0.1% |
80.055 |
| Range |
0.675 |
0.380 |
-0.295 |
-43.7% |
0.955 |
| ATR |
0.567 |
0.554 |
-0.013 |
-2.4% |
0.000 |
| Volume |
25,314 |
15,480 |
-9,834 |
-38.8% |
101,245 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.849 |
80.618 |
79.836 |
|
| R3 |
80.469 |
80.238 |
79.732 |
|
| R2 |
80.089 |
80.089 |
79.697 |
|
| R1 |
79.858 |
79.858 |
79.662 |
79.784 |
| PP |
79.709 |
79.709 |
79.709 |
79.672 |
| S1 |
79.478 |
79.478 |
79.592 |
79.404 |
| S2 |
79.329 |
79.329 |
79.557 |
|
| S3 |
78.949 |
79.098 |
79.523 |
|
| S4 |
78.569 |
78.718 |
79.418 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.778 |
82.372 |
80.580 |
|
| R3 |
81.823 |
81.417 |
80.318 |
|
| R2 |
80.868 |
80.868 |
80.230 |
|
| R1 |
80.462 |
80.462 |
80.143 |
80.665 |
| PP |
79.913 |
79.913 |
79.913 |
80.015 |
| S1 |
79.507 |
79.507 |
79.967 |
79.710 |
| S2 |
78.958 |
78.958 |
79.880 |
|
| S3 |
78.003 |
78.552 |
79.792 |
|
| S4 |
77.048 |
77.597 |
79.530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.345 |
79.365 |
0.980 |
1.2% |
0.543 |
0.7% |
27% |
False |
False |
20,870 |
| 10 |
80.365 |
78.795 |
1.570 |
2.0% |
0.566 |
0.7% |
53% |
False |
False |
21,794 |
| 20 |
80.365 |
78.795 |
1.570 |
2.0% |
0.536 |
0.7% |
53% |
False |
False |
21,238 |
| 40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.559 |
0.7% |
44% |
False |
False |
15,151 |
| 60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.460 |
0.6% |
44% |
False |
False |
10,115 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.378 |
0.5% |
31% |
False |
False |
7,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.555 |
|
2.618 |
80.935 |
|
1.618 |
80.555 |
|
1.000 |
80.320 |
|
0.618 |
80.175 |
|
HIGH |
79.940 |
|
0.618 |
79.795 |
|
0.500 |
79.750 |
|
0.382 |
79.705 |
|
LOW |
79.560 |
|
0.618 |
79.325 |
|
1.000 |
79.180 |
|
1.618 |
78.945 |
|
2.618 |
78.565 |
|
4.250 |
77.945 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.750 |
79.898 |
| PP |
79.709 |
79.807 |
| S1 |
79.668 |
79.717 |
|