ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
81.411 |
80.875 |
-0.536 |
-0.7% |
80.490 |
| High |
81.411 |
80.875 |
-0.536 |
-0.7% |
81.411 |
| Low |
81.411 |
80.875 |
-0.536 |
-0.7% |
80.490 |
| Close |
81.411 |
81.022 |
-0.389 |
-0.5% |
81.022 |
| Range |
|
|
|
|
|
| ATR |
0.243 |
0.264 |
0.021 |
8.6% |
0.000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.924 |
80.973 |
81.022 |
|
| R3 |
80.924 |
80.973 |
81.022 |
|
| R2 |
80.924 |
80.924 |
81.022 |
|
| R1 |
80.973 |
80.973 |
81.022 |
80.949 |
| PP |
80.924 |
80.924 |
80.924 |
80.912 |
| S1 |
80.973 |
80.973 |
81.022 |
80.949 |
| S2 |
80.924 |
80.924 |
81.022 |
|
| S3 |
80.924 |
80.973 |
81.022 |
|
| S4 |
80.924 |
80.973 |
81.022 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.737 |
83.301 |
81.529 |
|
| R3 |
82.816 |
82.380 |
81.275 |
|
| R2 |
81.895 |
81.895 |
81.191 |
|
| R1 |
81.459 |
81.459 |
81.106 |
81.677 |
| PP |
80.974 |
80.974 |
80.974 |
81.084 |
| S1 |
80.538 |
80.538 |
80.938 |
80.756 |
| S2 |
80.053 |
80.053 |
80.853 |
|
| S3 |
79.132 |
79.617 |
80.769 |
|
| S4 |
78.211 |
78.696 |
80.515 |
|
|
|
|
|
|
| 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 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
80.973 |
80.998 |
| PP |
80.924 |
80.974 |
| S1 |
80.875 |
80.951 |
|