ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
80.875 |
81.000 |
0.125 |
0.2% |
80.490 |
| High |
80.875 |
80.595 |
-0.280 |
-0.3% |
81.411 |
| Low |
80.875 |
80.375 |
-0.500 |
-0.6% |
80.490 |
| Close |
81.022 |
80.412 |
-0.610 |
-0.8% |
81.022 |
| Range |
0.000 |
0.220 |
0.220 |
|
0.921 |
| ATR |
0.264 |
0.291 |
0.027 |
10.4% |
0.000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
5 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.121 |
80.986 |
80.533 |
|
| R3 |
80.901 |
80.766 |
80.473 |
|
| R2 |
80.681 |
80.681 |
80.452 |
|
| R1 |
80.546 |
80.546 |
80.432 |
80.504 |
| PP |
80.461 |
80.461 |
80.461 |
80.439 |
| S1 |
80.326 |
80.326 |
80.392 |
80.284 |
| S2 |
80.241 |
80.241 |
80.372 |
|
| S3 |
80.021 |
80.106 |
80.352 |
|
| S4 |
79.801 |
79.886 |
80.291 |
|
|
| 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 |
81.530 |
|
2.618 |
81.171 |
|
1.618 |
80.951 |
|
1.000 |
80.815 |
|
0.618 |
80.731 |
|
HIGH |
80.595 |
|
0.618 |
80.511 |
|
0.500 |
80.485 |
|
0.382 |
80.459 |
|
LOW |
80.375 |
|
0.618 |
80.239 |
|
1.000 |
80.155 |
|
1.618 |
80.019 |
|
2.618 |
79.799 |
|
4.250 |
79.440 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.485 |
80.893 |
| PP |
80.461 |
80.733 |
| S1 |
80.436 |
80.572 |
|