ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
82.685 |
83.460 |
0.775 |
0.9% |
82.135 |
| High |
83.320 |
83.880 |
0.560 |
0.7% |
83.880 |
| Low |
82.685 |
83.460 |
0.775 |
0.9% |
82.135 |
| Close |
83.302 |
83.911 |
0.609 |
0.7% |
83.911 |
| Range |
0.635 |
0.420 |
-0.215 |
-33.9% |
1.745 |
| ATR |
0.389 |
0.403 |
0.013 |
3.5% |
0.000 |
| Volume |
16 |
27 |
11 |
68.8% |
208 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.010 |
84.881 |
84.142 |
|
| R3 |
84.590 |
84.461 |
84.027 |
|
| R2 |
84.170 |
84.170 |
83.988 |
|
| R1 |
84.041 |
84.041 |
83.950 |
84.106 |
| PP |
83.750 |
83.750 |
83.750 |
83.783 |
| S1 |
83.621 |
83.621 |
83.873 |
83.686 |
| S2 |
83.330 |
83.330 |
83.834 |
|
| S3 |
82.910 |
83.201 |
83.796 |
|
| S4 |
82.490 |
82.781 |
83.680 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.544 |
87.972 |
84.871 |
|
| R3 |
86.799 |
86.227 |
84.391 |
|
| R2 |
85.054 |
85.054 |
84.231 |
|
| R1 |
84.482 |
84.482 |
84.071 |
84.768 |
| PP |
83.309 |
83.309 |
83.309 |
83.452 |
| S1 |
82.737 |
82.737 |
83.751 |
83.023 |
| S2 |
81.564 |
81.564 |
83.591 |
|
| S3 |
79.819 |
80.992 |
83.431 |
|
| S4 |
78.074 |
79.247 |
82.951 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.665 |
|
2.618 |
84.980 |
|
1.618 |
84.560 |
|
1.000 |
84.300 |
|
0.618 |
84.140 |
|
HIGH |
83.880 |
|
0.618 |
83.720 |
|
0.500 |
83.670 |
|
0.382 |
83.620 |
|
LOW |
83.460 |
|
0.618 |
83.200 |
|
1.000 |
83.040 |
|
1.618 |
82.780 |
|
2.618 |
82.360 |
|
4.250 |
81.675 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.831 |
83.626 |
| PP |
83.750 |
83.341 |
| S1 |
83.670 |
83.056 |
|