ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
79.035 |
78.900 |
-0.135 |
-0.2% |
79.495 |
| High |
79.275 |
79.655 |
0.380 |
0.5% |
79.940 |
| Low |
78.920 |
78.795 |
-0.125 |
-0.2% |
78.870 |
| Close |
78.963 |
79.641 |
0.678 |
0.9% |
79.138 |
| Range |
0.355 |
0.860 |
0.505 |
142.3% |
1.070 |
| ATR |
0.547 |
0.569 |
0.022 |
4.1% |
0.000 |
| Volume |
19,340 |
28,232 |
8,892 |
46.0% |
111,054 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.944 |
81.652 |
80.114 |
|
| R3 |
81.084 |
80.792 |
79.878 |
|
| R2 |
80.224 |
80.224 |
79.799 |
|
| R1 |
79.932 |
79.932 |
79.720 |
80.078 |
| PP |
79.364 |
79.364 |
79.364 |
79.437 |
| S1 |
79.072 |
79.072 |
79.562 |
79.218 |
| S2 |
78.504 |
78.504 |
79.483 |
|
| S3 |
77.644 |
78.212 |
79.405 |
|
| S4 |
76.784 |
77.352 |
79.168 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.526 |
81.902 |
79.727 |
|
| R3 |
81.456 |
80.832 |
79.432 |
|
| R2 |
80.386 |
80.386 |
79.334 |
|
| R1 |
79.762 |
79.762 |
79.236 |
79.539 |
| PP |
79.316 |
79.316 |
79.316 |
79.205 |
| S1 |
78.692 |
78.692 |
79.040 |
78.469 |
| S2 |
78.246 |
78.246 |
78.942 |
|
| S3 |
77.176 |
77.622 |
78.844 |
|
| S4 |
76.106 |
76.552 |
78.550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.655 |
78.795 |
0.860 |
1.1% |
0.488 |
0.6% |
98% |
True |
True |
23,744 |
| 10 |
80.195 |
78.795 |
1.400 |
1.8% |
0.551 |
0.7% |
60% |
False |
True |
22,116 |
| 20 |
81.160 |
78.795 |
2.365 |
3.0% |
0.579 |
0.7% |
36% |
False |
True |
20,632 |
| 40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.519 |
0.7% |
45% |
False |
False |
10,427 |
| 60 |
82.286 |
78.420 |
3.866 |
4.9% |
0.395 |
0.5% |
32% |
False |
False |
6,954 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.318 |
0.4% |
32% |
False |
False |
5,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.310 |
|
2.618 |
81.906 |
|
1.618 |
81.046 |
|
1.000 |
80.515 |
|
0.618 |
80.186 |
|
HIGH |
79.655 |
|
0.618 |
79.326 |
|
0.500 |
79.225 |
|
0.382 |
79.124 |
|
LOW |
78.795 |
|
0.618 |
78.264 |
|
1.000 |
77.935 |
|
1.618 |
77.404 |
|
2.618 |
76.544 |
|
4.250 |
75.140 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.502 |
79.502 |
| PP |
79.364 |
79.364 |
| S1 |
79.225 |
79.225 |
|