ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
82.445 |
82.415 |
-0.030 |
0.0% |
81.280 |
| High |
82.610 |
82.710 |
0.100 |
0.1% |
82.610 |
| Low |
82.125 |
82.130 |
0.005 |
0.0% |
81.025 |
| Close |
82.523 |
82.581 |
0.058 |
0.1% |
82.523 |
| Range |
0.485 |
0.580 |
0.095 |
19.6% |
1.585 |
| ATR |
0.530 |
0.533 |
0.004 |
0.7% |
0.000 |
| Volume |
26,572 |
25,316 |
-1,256 |
-4.7% |
162,321 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.214 |
83.977 |
82.900 |
|
| R3 |
83.634 |
83.397 |
82.741 |
|
| R2 |
83.054 |
83.054 |
82.687 |
|
| R1 |
82.817 |
82.817 |
82.634 |
82.936 |
| PP |
82.474 |
82.474 |
82.474 |
82.533 |
| S1 |
82.237 |
82.237 |
82.528 |
82.356 |
| S2 |
81.894 |
81.894 |
82.475 |
|
| S3 |
81.314 |
81.657 |
82.422 |
|
| S4 |
80.734 |
81.077 |
82.262 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.808 |
86.250 |
83.395 |
|
| R3 |
85.223 |
84.665 |
82.959 |
|
| R2 |
83.638 |
83.638 |
82.814 |
|
| R1 |
83.080 |
83.080 |
82.668 |
83.359 |
| PP |
82.053 |
82.053 |
82.053 |
82.192 |
| S1 |
81.495 |
81.495 |
82.378 |
81.774 |
| S2 |
80.468 |
80.468 |
82.232 |
|
| S3 |
78.883 |
79.910 |
82.087 |
|
| S4 |
77.298 |
78.325 |
81.651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.710 |
81.095 |
1.615 |
2.0% |
0.620 |
0.8% |
92% |
True |
False |
31,823 |
| 10 |
82.710 |
80.630 |
2.080 |
2.5% |
0.606 |
0.7% |
94% |
True |
False |
35,286 |
| 20 |
82.710 |
78.665 |
4.045 |
4.9% |
0.502 |
0.6% |
97% |
True |
False |
29,827 |
| 40 |
82.710 |
78.665 |
4.045 |
4.9% |
0.494 |
0.6% |
97% |
True |
False |
25,173 |
| 60 |
82.710 |
78.665 |
4.045 |
4.9% |
0.528 |
0.6% |
97% |
True |
False |
22,910 |
| 80 |
82.710 |
78.420 |
4.290 |
5.2% |
0.508 |
0.6% |
97% |
True |
False |
17,205 |
| 100 |
82.710 |
78.420 |
4.290 |
5.2% |
0.422 |
0.5% |
97% |
True |
False |
13,766 |
| 120 |
82.710 |
78.420 |
4.290 |
5.2% |
0.369 |
0.4% |
97% |
True |
False |
11,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.175 |
|
2.618 |
84.228 |
|
1.618 |
83.648 |
|
1.000 |
83.290 |
|
0.618 |
83.068 |
|
HIGH |
82.710 |
|
0.618 |
82.488 |
|
0.500 |
82.420 |
|
0.382 |
82.352 |
|
LOW |
82.130 |
|
0.618 |
81.772 |
|
1.000 |
81.550 |
|
1.618 |
81.192 |
|
2.618 |
80.612 |
|
4.250 |
79.665 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.527 |
82.505 |
| PP |
82.474 |
82.429 |
| S1 |
82.420 |
82.353 |
|