ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
79.680 |
80.005 |
0.325 |
0.4% |
78.835 |
| High |
80.075 |
80.415 |
0.340 |
0.4% |
79.615 |
| Low |
79.670 |
79.975 |
0.305 |
0.4% |
78.665 |
| Close |
79.849 |
80.290 |
0.441 |
0.6% |
79.587 |
| Range |
0.405 |
0.440 |
0.035 |
8.6% |
0.950 |
| ATR |
0.471 |
0.477 |
0.007 |
1.4% |
0.000 |
| Volume |
25,491 |
38,813 |
13,322 |
52.3% |
97,022 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.547 |
81.358 |
80.532 |
|
| R3 |
81.107 |
80.918 |
80.411 |
|
| R2 |
80.667 |
80.667 |
80.371 |
|
| R1 |
80.478 |
80.478 |
80.330 |
80.573 |
| PP |
80.227 |
80.227 |
80.227 |
80.274 |
| S1 |
80.038 |
80.038 |
80.250 |
80.133 |
| S2 |
79.787 |
79.787 |
80.209 |
|
| S3 |
79.347 |
79.598 |
80.169 |
|
| S4 |
78.907 |
79.158 |
80.048 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.139 |
81.813 |
80.110 |
|
| R3 |
81.189 |
80.863 |
79.848 |
|
| R2 |
80.239 |
80.239 |
79.761 |
|
| R1 |
79.913 |
79.913 |
79.674 |
80.076 |
| PP |
79.289 |
79.289 |
79.289 |
79.371 |
| S1 |
78.963 |
78.963 |
79.500 |
79.126 |
| S2 |
78.339 |
78.339 |
79.413 |
|
| S3 |
77.389 |
78.013 |
79.326 |
|
| S4 |
76.439 |
77.063 |
79.065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.415 |
79.145 |
1.270 |
1.6% |
0.441 |
0.5% |
90% |
True |
False |
26,234 |
| 10 |
80.415 |
78.665 |
1.750 |
2.2% |
0.425 |
0.5% |
93% |
True |
False |
22,305 |
| 20 |
80.415 |
78.665 |
1.750 |
2.2% |
0.453 |
0.6% |
93% |
True |
False |
21,122 |
| 40 |
81.160 |
78.665 |
2.495 |
3.1% |
0.504 |
0.6% |
65% |
False |
False |
22,283 |
| 60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.518 |
0.6% |
68% |
False |
False |
15,719 |
| 80 |
81.175 |
78.420 |
2.755 |
3.4% |
0.439 |
0.5% |
68% |
False |
False |
11,794 |
| 100 |
82.286 |
78.420 |
3.866 |
4.8% |
0.370 |
0.5% |
48% |
False |
False |
9,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.285 |
|
2.618 |
81.567 |
|
1.618 |
81.127 |
|
1.000 |
80.855 |
|
0.618 |
80.687 |
|
HIGH |
80.415 |
|
0.618 |
80.247 |
|
0.500 |
80.195 |
|
0.382 |
80.143 |
|
LOW |
79.975 |
|
0.618 |
79.703 |
|
1.000 |
79.535 |
|
1.618 |
79.263 |
|
2.618 |
78.823 |
|
4.250 |
78.105 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.258 |
80.201 |
| PP |
80.227 |
80.112 |
| S1 |
80.195 |
80.023 |
|