ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
79.565 |
79.915 |
0.350 |
0.4% |
79.495 |
| High |
80.095 |
80.365 |
0.270 |
0.3% |
79.940 |
| Low |
79.540 |
79.790 |
0.250 |
0.3% |
78.870 |
| Close |
79.949 |
80.293 |
0.344 |
0.4% |
79.138 |
| Range |
0.555 |
0.575 |
0.020 |
3.6% |
1.070 |
| ATR |
0.568 |
0.569 |
0.000 |
0.1% |
0.000 |
| Volume |
22,839 |
24,833 |
1,994 |
8.7% |
111,054 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.874 |
81.659 |
80.609 |
|
| R3 |
81.299 |
81.084 |
80.451 |
|
| R2 |
80.724 |
80.724 |
80.398 |
|
| R1 |
80.509 |
80.509 |
80.346 |
80.617 |
| PP |
80.149 |
80.149 |
80.149 |
80.203 |
| S1 |
79.934 |
79.934 |
80.240 |
80.042 |
| S2 |
79.574 |
79.574 |
80.188 |
|
| S3 |
78.999 |
79.359 |
80.135 |
|
| S4 |
78.424 |
78.784 |
79.977 |
|
|
| 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 |
80.365 |
78.795 |
1.570 |
2.0% |
0.540 |
0.7% |
95% |
True |
False |
23,862 |
| 10 |
80.365 |
78.795 |
1.570 |
2.0% |
0.555 |
0.7% |
95% |
True |
False |
23,099 |
| 20 |
81.160 |
78.795 |
2.365 |
2.9% |
0.583 |
0.7% |
63% |
False |
False |
22,725 |
| 40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.541 |
0.7% |
68% |
False |
False |
11,617 |
| 60 |
82.286 |
78.420 |
3.866 |
4.8% |
0.414 |
0.5% |
48% |
False |
False |
7,748 |
| 80 |
82.286 |
78.420 |
3.866 |
4.8% |
0.332 |
0.4% |
48% |
False |
False |
5,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.809 |
|
2.618 |
81.870 |
|
1.618 |
81.295 |
|
1.000 |
80.940 |
|
0.618 |
80.720 |
|
HIGH |
80.365 |
|
0.618 |
80.145 |
|
0.500 |
80.078 |
|
0.382 |
80.010 |
|
LOW |
79.790 |
|
0.618 |
79.435 |
|
1.000 |
79.215 |
|
1.618 |
78.860 |
|
2.618 |
78.285 |
|
4.250 |
77.346 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.221 |
80.055 |
| PP |
80.149 |
79.818 |
| S1 |
80.078 |
79.580 |
|