ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
81.430 |
80.875 |
-0.555 |
-0.7% |
80.723 |
| High |
81.430 |
80.875 |
-0.555 |
-0.7% |
81.789 |
| Low |
81.430 |
80.875 |
-0.555 |
-0.7% |
80.710 |
| Close |
81.407 |
80.808 |
-0.599 |
-0.7% |
81.439 |
| Range |
|
|
|
|
|
| ATR |
0.272 |
0.290 |
0.019 |
6.8% |
0.000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
726 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.853 |
80.830 |
80.808 |
|
| R3 |
80.853 |
80.830 |
80.808 |
|
| R2 |
80.853 |
80.853 |
80.808 |
|
| R1 |
80.830 |
80.830 |
80.808 |
80.842 |
| PP |
80.853 |
80.853 |
80.853 |
80.858 |
| S1 |
80.830 |
80.830 |
80.808 |
80.842 |
| S2 |
80.853 |
80.853 |
80.808 |
|
| S3 |
80.853 |
80.830 |
80.808 |
|
| S4 |
80.853 |
80.830 |
80.808 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.550 |
84.073 |
82.032 |
|
| R3 |
83.471 |
82.994 |
81.736 |
|
| R2 |
82.392 |
82.392 |
81.637 |
|
| R1 |
81.915 |
81.915 |
81.538 |
82.154 |
| PP |
81.313 |
81.313 |
81.313 |
81.432 |
| S1 |
80.836 |
80.836 |
81.340 |
81.075 |
| S2 |
80.234 |
80.234 |
81.241 |
|
| S3 |
79.155 |
79.757 |
81.142 |
|
| S4 |
78.076 |
78.678 |
80.846 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.875 |
|
2.618 |
80.875 |
|
1.618 |
80.875 |
|
1.000 |
80.875 |
|
0.618 |
80.875 |
|
HIGH |
80.875 |
|
0.618 |
80.875 |
|
0.500 |
80.875 |
|
0.382 |
80.875 |
|
LOW |
80.875 |
|
0.618 |
80.875 |
|
1.000 |
80.875 |
|
1.618 |
80.875 |
|
2.618 |
80.875 |
|
4.250 |
80.875 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
80.875 |
81.153 |
| PP |
80.853 |
81.038 |
| S1 |
80.830 |
80.923 |
|