ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
79.100 |
79.210 |
0.110 |
0.1% |
79.375 |
| High |
79.170 |
79.335 |
0.165 |
0.2% |
79.775 |
| Low |
78.900 |
78.720 |
-0.180 |
-0.2% |
78.720 |
| Close |
79.001 |
78.757 |
-0.244 |
-0.3% |
78.757 |
| Range |
0.270 |
0.615 |
0.345 |
127.8% |
1.055 |
| ATR |
0.488 |
0.498 |
0.009 |
1.9% |
0.000 |
| Volume |
17,256 |
22,819 |
5,563 |
32.2% |
94,966 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.782 |
80.385 |
79.095 |
|
| R3 |
80.167 |
79.770 |
78.926 |
|
| R2 |
79.552 |
79.552 |
78.870 |
|
| R1 |
79.155 |
79.155 |
78.813 |
79.046 |
| PP |
78.937 |
78.937 |
78.937 |
78.883 |
| S1 |
78.540 |
78.540 |
78.701 |
78.431 |
| S2 |
78.322 |
78.322 |
78.644 |
|
| S3 |
77.707 |
77.925 |
78.588 |
|
| S4 |
77.092 |
77.310 |
78.419 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.249 |
81.558 |
79.337 |
|
| R3 |
81.194 |
80.503 |
79.047 |
|
| R2 |
80.139 |
80.139 |
78.950 |
|
| R1 |
79.448 |
79.448 |
78.854 |
79.266 |
| PP |
79.084 |
79.084 |
79.084 |
78.993 |
| S1 |
78.393 |
78.393 |
78.660 |
78.211 |
| S2 |
78.029 |
78.029 |
78.564 |
|
| S3 |
76.974 |
77.338 |
78.467 |
|
| S4 |
75.919 |
76.283 |
78.177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.775 |
78.720 |
1.055 |
1.3% |
0.406 |
0.5% |
4% |
False |
True |
18,993 |
| 10 |
80.345 |
78.720 |
1.625 |
2.1% |
0.447 |
0.6% |
2% |
False |
True |
19,446 |
| 20 |
80.365 |
78.720 |
1.645 |
2.1% |
0.489 |
0.6% |
2% |
False |
True |
20,750 |
| 40 |
81.160 |
78.720 |
2.440 |
3.1% |
0.549 |
0.7% |
2% |
False |
True |
18,969 |
| 60 |
81.160 |
78.420 |
2.740 |
3.5% |
0.506 |
0.6% |
12% |
False |
False |
12,674 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.401 |
0.5% |
9% |
False |
False |
9,508 |
| 100 |
82.286 |
78.420 |
3.866 |
4.9% |
0.340 |
0.4% |
9% |
False |
False |
7,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.949 |
|
2.618 |
80.945 |
|
1.618 |
80.330 |
|
1.000 |
79.950 |
|
0.618 |
79.715 |
|
HIGH |
79.335 |
|
0.618 |
79.100 |
|
0.500 |
79.028 |
|
0.382 |
78.955 |
|
LOW |
78.720 |
|
0.618 |
78.340 |
|
1.000 |
78.105 |
|
1.618 |
77.725 |
|
2.618 |
77.110 |
|
4.250 |
76.106 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.028 |
79.068 |
| PP |
78.937 |
78.964 |
| S1 |
78.847 |
78.861 |
|