ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
80.050 |
79.955 |
-0.095 |
-0.1% |
79.035 |
| High |
80.320 |
80.245 |
-0.075 |
-0.1% |
80.365 |
| Low |
79.835 |
79.775 |
-0.060 |
-0.1% |
78.795 |
| Close |
79.919 |
80.098 |
0.179 |
0.2% |
80.293 |
| Range |
0.485 |
0.470 |
-0.015 |
-3.1% |
1.570 |
| ATR |
0.563 |
0.556 |
-0.007 |
-1.2% |
0.000 |
| Volume |
11,583 |
26,103 |
14,520 |
125.4% |
95,244 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.449 |
81.244 |
80.357 |
|
| R3 |
80.979 |
80.774 |
80.227 |
|
| R2 |
80.509 |
80.509 |
80.184 |
|
| R1 |
80.304 |
80.304 |
80.141 |
80.407 |
| PP |
80.039 |
80.039 |
80.039 |
80.091 |
| S1 |
79.834 |
79.834 |
80.055 |
79.937 |
| S2 |
79.569 |
79.569 |
80.012 |
|
| S3 |
79.099 |
79.364 |
79.969 |
|
| S4 |
78.629 |
78.894 |
79.840 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.528 |
83.980 |
81.157 |
|
| R3 |
82.958 |
82.410 |
80.725 |
|
| R2 |
81.388 |
81.388 |
80.581 |
|
| R1 |
80.840 |
80.840 |
80.437 |
81.114 |
| PP |
79.818 |
79.818 |
79.818 |
79.955 |
| S1 |
79.270 |
79.270 |
80.149 |
79.544 |
| S2 |
78.248 |
78.248 |
80.005 |
|
| S3 |
76.678 |
77.700 |
79.861 |
|
| S4 |
75.108 |
76.130 |
79.430 |
|
|
| 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% |
0.589 |
0.7% |
83% |
False |
False |
22,718 |
| 10 |
80.365 |
78.795 |
1.570 |
2.0% |
0.494 |
0.6% |
83% |
False |
False |
22,486 |
| 20 |
81.160 |
78.795 |
2.365 |
3.0% |
0.568 |
0.7% |
55% |
False |
False |
23,870 |
| 40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.553 |
0.7% |
61% |
False |
False |
12,559 |
| 60 |
81.785 |
78.420 |
3.365 |
4.2% |
0.429 |
0.5% |
50% |
False |
False |
8,376 |
| 80 |
82.286 |
78.420 |
3.866 |
4.8% |
0.344 |
0.4% |
43% |
False |
False |
6,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.243 |
|
2.618 |
81.475 |
|
1.618 |
81.005 |
|
1.000 |
80.715 |
|
0.618 |
80.535 |
|
HIGH |
80.245 |
|
0.618 |
80.065 |
|
0.500 |
80.010 |
|
0.382 |
79.955 |
|
LOW |
79.775 |
|
0.618 |
79.485 |
|
1.000 |
79.305 |
|
1.618 |
79.015 |
|
2.618 |
78.545 |
|
4.250 |
77.778 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.069 |
80.089 |
| PP |
80.039 |
80.079 |
| S1 |
80.010 |
80.070 |
|