ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
79.775 |
79.700 |
-0.075 |
-0.1% |
80.050 |
| High |
79.940 |
80.025 |
0.085 |
0.1% |
80.320 |
| Low |
79.560 |
79.630 |
0.070 |
0.1% |
79.365 |
| Close |
79.627 |
79.674 |
0.047 |
0.1% |
80.055 |
| Range |
0.380 |
0.395 |
0.015 |
3.9% |
0.955 |
| ATR |
0.554 |
0.543 |
-0.011 |
-2.0% |
0.000 |
| Volume |
15,480 |
15,908 |
428 |
2.8% |
101,245 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.961 |
80.713 |
79.891 |
|
| R3 |
80.566 |
80.318 |
79.783 |
|
| R2 |
80.171 |
80.171 |
79.746 |
|
| R1 |
79.923 |
79.923 |
79.710 |
79.850 |
| PP |
79.776 |
79.776 |
79.776 |
79.740 |
| S1 |
79.528 |
79.528 |
79.638 |
79.455 |
| S2 |
79.381 |
79.381 |
79.602 |
|
| S3 |
78.986 |
79.133 |
79.565 |
|
| S4 |
78.591 |
78.738 |
79.457 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.778 |
82.372 |
80.580 |
|
| R3 |
81.823 |
81.417 |
80.318 |
|
| R2 |
80.868 |
80.868 |
80.230 |
|
| R1 |
80.462 |
80.462 |
80.143 |
80.665 |
| PP |
79.913 |
79.913 |
79.913 |
80.015 |
| S1 |
79.507 |
79.507 |
79.967 |
79.710 |
| S2 |
78.958 |
78.958 |
79.880 |
|
| S3 |
78.003 |
78.552 |
79.792 |
|
| S4 |
77.048 |
77.597 |
79.530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.345 |
79.365 |
0.980 |
1.2% |
0.534 |
0.7% |
32% |
False |
False |
20,342 |
| 10 |
80.365 |
79.365 |
1.000 |
1.3% |
0.520 |
0.7% |
31% |
False |
False |
20,561 |
| 20 |
80.365 |
78.795 |
1.570 |
2.0% |
0.535 |
0.7% |
56% |
False |
False |
21,339 |
| 40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.556 |
0.7% |
46% |
False |
False |
15,547 |
| 60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.466 |
0.6% |
46% |
False |
False |
10,380 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.383 |
0.5% |
32% |
False |
False |
7,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.704 |
|
2.618 |
81.059 |
|
1.618 |
80.664 |
|
1.000 |
80.420 |
|
0.618 |
80.269 |
|
HIGH |
80.025 |
|
0.618 |
79.874 |
|
0.500 |
79.828 |
|
0.382 |
79.781 |
|
LOW |
79.630 |
|
0.618 |
79.386 |
|
1.000 |
79.235 |
|
1.618 |
78.991 |
|
2.618 |
78.596 |
|
4.250 |
77.951 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.828 |
79.953 |
| PP |
79.776 |
79.860 |
| S1 |
79.725 |
79.767 |
|