ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
81.000 |
80.305 |
-0.695 |
-0.9% |
80.490 |
| High |
80.595 |
81.065 |
0.470 |
0.6% |
81.411 |
| Low |
80.375 |
80.305 |
-0.070 |
-0.1% |
80.490 |
| Close |
80.412 |
80.920 |
0.508 |
0.6% |
81.022 |
| Range |
0.220 |
0.760 |
0.540 |
245.5% |
0.921 |
| ATR |
0.291 |
0.325 |
0.033 |
11.5% |
0.000 |
| Volume |
0 |
11 |
11 |
|
5 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.043 |
82.742 |
81.338 |
|
| R3 |
82.283 |
81.982 |
81.129 |
|
| R2 |
81.523 |
81.523 |
81.059 |
|
| R1 |
81.222 |
81.222 |
80.990 |
81.373 |
| PP |
80.763 |
80.763 |
80.763 |
80.839 |
| S1 |
80.462 |
80.462 |
80.850 |
80.613 |
| S2 |
80.003 |
80.003 |
80.781 |
|
| S3 |
79.243 |
79.702 |
80.711 |
|
| S4 |
78.483 |
78.942 |
80.502 |
|
|
| 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 |
84.295 |
|
2.618 |
83.055 |
|
1.618 |
82.295 |
|
1.000 |
81.825 |
|
0.618 |
81.535 |
|
HIGH |
81.065 |
|
0.618 |
80.775 |
|
0.500 |
80.685 |
|
0.382 |
80.595 |
|
LOW |
80.305 |
|
0.618 |
79.835 |
|
1.000 |
79.545 |
|
1.618 |
79.075 |
|
2.618 |
78.315 |
|
4.250 |
77.075 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.842 |
80.842 |
| PP |
80.763 |
80.763 |
| S1 |
80.685 |
80.685 |
|