ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
79.375 |
79.495 |
0.120 |
0.2% |
80.085 |
| High |
79.775 |
79.535 |
-0.240 |
-0.3% |
80.345 |
| Low |
79.320 |
79.185 |
-0.135 |
-0.2% |
79.225 |
| Close |
79.536 |
79.326 |
-0.210 |
-0.3% |
79.313 |
| Range |
0.455 |
0.350 |
-0.105 |
-23.1% |
1.120 |
| ATR |
0.531 |
0.518 |
-0.013 |
-2.4% |
0.000 |
| Volume |
18,450 |
16,024 |
-2,426 |
-13.1% |
99,494 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.399 |
80.212 |
79.519 |
|
| R3 |
80.049 |
79.862 |
79.422 |
|
| R2 |
79.699 |
79.699 |
79.390 |
|
| R1 |
79.512 |
79.512 |
79.358 |
79.431 |
| PP |
79.349 |
79.349 |
79.349 |
79.308 |
| S1 |
79.162 |
79.162 |
79.294 |
79.081 |
| S2 |
78.999 |
78.999 |
79.262 |
|
| S3 |
78.649 |
78.812 |
79.230 |
|
| S4 |
78.299 |
78.462 |
79.134 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.988 |
82.270 |
79.929 |
|
| R3 |
81.868 |
81.150 |
79.621 |
|
| R2 |
80.748 |
80.748 |
79.518 |
|
| R1 |
80.030 |
80.030 |
79.416 |
79.829 |
| PP |
79.628 |
79.628 |
79.628 |
79.527 |
| S1 |
78.910 |
78.910 |
79.210 |
78.709 |
| S2 |
78.508 |
78.508 |
79.108 |
|
| S3 |
77.388 |
77.790 |
79.005 |
|
| S4 |
76.268 |
76.670 |
78.697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.025 |
79.185 |
0.840 |
1.1% |
0.437 |
0.6% |
17% |
False |
True |
18,634 |
| 10 |
80.345 |
79.185 |
1.160 |
1.5% |
0.490 |
0.6% |
12% |
False |
True |
19,752 |
| 20 |
80.365 |
78.795 |
1.570 |
2.0% |
0.492 |
0.6% |
34% |
False |
False |
21,119 |
| 40 |
81.160 |
78.420 |
2.740 |
3.5% |
0.558 |
0.7% |
33% |
False |
False |
17,469 |
| 60 |
81.160 |
78.420 |
2.740 |
3.5% |
0.487 |
0.6% |
33% |
False |
False |
11,667 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.405 |
0.5% |
23% |
False |
False |
8,752 |
| 100 |
82.286 |
78.420 |
3.866 |
4.9% |
0.328 |
0.4% |
23% |
False |
False |
7,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.023 |
|
2.618 |
80.451 |
|
1.618 |
80.101 |
|
1.000 |
79.885 |
|
0.618 |
79.751 |
|
HIGH |
79.535 |
|
0.618 |
79.401 |
|
0.500 |
79.360 |
|
0.382 |
79.319 |
|
LOW |
79.185 |
|
0.618 |
78.969 |
|
1.000 |
78.835 |
|
1.618 |
78.619 |
|
2.618 |
78.269 |
|
4.250 |
77.698 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.360 |
79.480 |
| PP |
79.349 |
79.429 |
| S1 |
79.337 |
79.377 |
|