ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
79.700 |
79.725 |
0.025 |
0.0% |
80.050 |
| High |
80.025 |
79.980 |
-0.045 |
-0.1% |
80.320 |
| Low |
79.630 |
79.515 |
-0.115 |
-0.1% |
79.365 |
| Close |
79.674 |
79.707 |
0.033 |
0.0% |
80.055 |
| Range |
0.395 |
0.465 |
0.070 |
17.7% |
0.955 |
| ATR |
0.543 |
0.537 |
-0.006 |
-1.0% |
0.000 |
| Volume |
15,908 |
19,386 |
3,478 |
21.9% |
101,245 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.129 |
80.883 |
79.963 |
|
| R3 |
80.664 |
80.418 |
79.835 |
|
| R2 |
80.199 |
80.199 |
79.792 |
|
| R1 |
79.953 |
79.953 |
79.750 |
79.844 |
| PP |
79.734 |
79.734 |
79.734 |
79.679 |
| S1 |
79.488 |
79.488 |
79.664 |
79.379 |
| S2 |
79.269 |
79.269 |
79.622 |
|
| S3 |
78.804 |
79.023 |
79.579 |
|
| S4 |
78.339 |
78.558 |
79.451 |
|
|
| 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 |
79.450 |
0.895 |
1.1% |
0.509 |
0.6% |
29% |
False |
False |
19,130 |
| 10 |
80.365 |
79.365 |
1.000 |
1.3% |
0.511 |
0.6% |
34% |
False |
False |
20,216 |
| 20 |
80.365 |
78.795 |
1.570 |
2.0% |
0.531 |
0.7% |
58% |
False |
False |
21,515 |
| 40 |
81.160 |
78.420 |
2.740 |
3.4% |
0.561 |
0.7% |
47% |
False |
False |
16,030 |
| 60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.473 |
0.6% |
47% |
False |
False |
10,703 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.389 |
0.5% |
33% |
False |
False |
8,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.956 |
|
2.618 |
81.197 |
|
1.618 |
80.732 |
|
1.000 |
80.445 |
|
0.618 |
80.267 |
|
HIGH |
79.980 |
|
0.618 |
79.802 |
|
0.500 |
79.748 |
|
0.382 |
79.693 |
|
LOW |
79.515 |
|
0.618 |
79.228 |
|
1.000 |
79.050 |
|
1.618 |
78.763 |
|
2.618 |
78.298 |
|
4.250 |
77.539 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.748 |
79.770 |
| PP |
79.734 |
79.749 |
| S1 |
79.721 |
79.728 |
|