ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
79.495 |
79.295 |
-0.200 |
-0.3% |
80.085 |
| High |
79.535 |
79.415 |
-0.120 |
-0.2% |
80.345 |
| Low |
79.185 |
79.075 |
-0.110 |
-0.1% |
79.225 |
| Close |
79.326 |
79.111 |
-0.215 |
-0.3% |
79.313 |
| Range |
0.350 |
0.340 |
-0.010 |
-2.9% |
1.120 |
| ATR |
0.518 |
0.505 |
-0.013 |
-2.5% |
0.000 |
| Volume |
16,024 |
20,417 |
4,393 |
27.4% |
99,494 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.220 |
80.006 |
79.298 |
|
| R3 |
79.880 |
79.666 |
79.205 |
|
| R2 |
79.540 |
79.540 |
79.173 |
|
| R1 |
79.326 |
79.326 |
79.142 |
79.263 |
| PP |
79.200 |
79.200 |
79.200 |
79.169 |
| S1 |
78.986 |
78.986 |
79.080 |
78.923 |
| S2 |
78.860 |
78.860 |
79.049 |
|
| S3 |
78.520 |
78.646 |
79.018 |
|
| S4 |
78.180 |
78.306 |
78.924 |
|
|
| 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 |
79.980 |
79.075 |
0.905 |
1.1% |
0.426 |
0.5% |
4% |
False |
True |
19,536 |
| 10 |
80.345 |
79.075 |
1.270 |
1.6% |
0.480 |
0.6% |
3% |
False |
True |
19,939 |
| 20 |
80.365 |
78.795 |
1.570 |
2.0% |
0.488 |
0.6% |
20% |
False |
False |
21,101 |
| 40 |
81.160 |
78.420 |
2.740 |
3.5% |
0.557 |
0.7% |
25% |
False |
False |
17,976 |
| 60 |
81.160 |
78.420 |
2.740 |
3.5% |
0.493 |
0.6% |
25% |
False |
False |
12,007 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.407 |
0.5% |
18% |
False |
False |
9,007 |
| 100 |
82.286 |
78.420 |
3.866 |
4.9% |
0.331 |
0.4% |
18% |
False |
False |
7,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.860 |
|
2.618 |
80.305 |
|
1.618 |
79.965 |
|
1.000 |
79.755 |
|
0.618 |
79.625 |
|
HIGH |
79.415 |
|
0.618 |
79.285 |
|
0.500 |
79.245 |
|
0.382 |
79.205 |
|
LOW |
79.075 |
|
0.618 |
78.865 |
|
1.000 |
78.735 |
|
1.618 |
78.525 |
|
2.618 |
78.185 |
|
4.250 |
77.630 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.245 |
79.425 |
| PP |
79.200 |
79.320 |
| S1 |
79.156 |
79.216 |
|