ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
78.900 |
79.565 |
0.665 |
0.8% |
79.495 |
| High |
79.655 |
80.095 |
0.440 |
0.6% |
79.940 |
| Low |
78.795 |
79.540 |
0.745 |
0.9% |
78.870 |
| Close |
79.641 |
79.949 |
0.308 |
0.4% |
79.138 |
| Range |
0.860 |
0.555 |
-0.305 |
-35.5% |
1.070 |
| ATR |
0.569 |
0.568 |
-0.001 |
-0.2% |
0.000 |
| Volume |
28,232 |
22,839 |
-5,393 |
-19.1% |
111,054 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.526 |
81.293 |
80.254 |
|
| R3 |
80.971 |
80.738 |
80.102 |
|
| R2 |
80.416 |
80.416 |
80.051 |
|
| R1 |
80.183 |
80.183 |
80.000 |
80.300 |
| PP |
79.861 |
79.861 |
79.861 |
79.920 |
| S1 |
79.628 |
79.628 |
79.898 |
79.745 |
| S2 |
79.306 |
79.306 |
79.847 |
|
| S3 |
78.751 |
79.073 |
79.796 |
|
| S4 |
78.196 |
78.518 |
79.644 |
|
|
| 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 |
80.095 |
78.795 |
1.300 |
1.6% |
0.506 |
0.6% |
89% |
True |
False |
22,786 |
| 10 |
80.195 |
78.795 |
1.400 |
1.8% |
0.552 |
0.7% |
82% |
False |
False |
22,814 |
| 20 |
81.160 |
78.795 |
2.365 |
3.0% |
0.593 |
0.7% |
49% |
False |
False |
21,733 |
| 40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.527 |
0.7% |
56% |
False |
False |
10,997 |
| 60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.404 |
0.5% |
40% |
False |
False |
7,334 |
| 80 |
82.286 |
78.420 |
3.866 |
4.8% |
0.325 |
0.4% |
40% |
False |
False |
5,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.454 |
|
2.618 |
81.548 |
|
1.618 |
80.993 |
|
1.000 |
80.650 |
|
0.618 |
80.438 |
|
HIGH |
80.095 |
|
0.618 |
79.883 |
|
0.500 |
79.818 |
|
0.382 |
79.752 |
|
LOW |
79.540 |
|
0.618 |
79.197 |
|
1.000 |
78.985 |
|
1.618 |
78.642 |
|
2.618 |
78.087 |
|
4.250 |
77.181 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.905 |
79.781 |
| PP |
79.861 |
79.613 |
| S1 |
79.818 |
79.445 |
|