ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
80.105 |
79.920 |
-0.185 |
-0.2% |
79.035 |
| High |
80.150 |
79.955 |
-0.195 |
-0.2% |
80.365 |
| Low |
79.710 |
79.365 |
-0.345 |
-0.4% |
78.795 |
| Close |
79.993 |
79.449 |
-0.544 |
-0.7% |
80.293 |
| Range |
0.440 |
0.590 |
0.150 |
34.1% |
1.570 |
| ATR |
0.548 |
0.554 |
0.006 |
1.0% |
0.000 |
| Volume |
18,551 |
25,445 |
6,894 |
37.2% |
95,244 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.360 |
80.994 |
79.774 |
|
| R3 |
80.770 |
80.404 |
79.611 |
|
| R2 |
80.180 |
80.180 |
79.557 |
|
| R1 |
79.814 |
79.814 |
79.503 |
79.702 |
| PP |
79.590 |
79.590 |
79.590 |
79.534 |
| S1 |
79.224 |
79.224 |
79.395 |
79.112 |
| S2 |
79.000 |
79.000 |
79.341 |
|
| S3 |
78.410 |
78.634 |
79.287 |
|
| S4 |
77.820 |
78.044 |
79.125 |
|
|
| 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 |
79.365 |
1.000 |
1.3% |
0.512 |
0.6% |
8% |
False |
True |
21,303 |
| 10 |
80.365 |
78.795 |
1.570 |
2.0% |
0.509 |
0.6% |
42% |
False |
False |
22,044 |
| 20 |
81.160 |
78.795 |
2.365 |
3.0% |
0.561 |
0.7% |
28% |
False |
False |
22,609 |
| 40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.552 |
0.7% |
38% |
False |
False |
13,650 |
| 60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.445 |
0.6% |
38% |
False |
False |
9,109 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.357 |
0.4% |
27% |
False |
False |
6,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.463 |
|
2.618 |
81.500 |
|
1.618 |
80.910 |
|
1.000 |
80.545 |
|
0.618 |
80.320 |
|
HIGH |
79.955 |
|
0.618 |
79.730 |
|
0.500 |
79.660 |
|
0.382 |
79.590 |
|
LOW |
79.365 |
|
0.618 |
79.000 |
|
1.000 |
78.775 |
|
1.618 |
78.410 |
|
2.618 |
77.820 |
|
4.250 |
76.858 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.660 |
79.805 |
| PP |
79.590 |
79.686 |
| S1 |
79.519 |
79.568 |
|