ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
78.875 |
78.900 |
0.025 |
0.0% |
79.375 |
| High |
79.050 |
79.400 |
0.350 |
0.4% |
79.775 |
| Low |
78.665 |
78.900 |
0.235 |
0.3% |
78.720 |
| Close |
78.905 |
79.201 |
0.296 |
0.4% |
78.757 |
| Range |
0.385 |
0.500 |
0.115 |
29.9% |
1.055 |
| ATR |
0.475 |
0.477 |
0.002 |
0.4% |
0.000 |
| Volume |
13,049 |
19,298 |
6,249 |
47.9% |
94,966 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.667 |
80.434 |
79.476 |
|
| R3 |
80.167 |
79.934 |
79.339 |
|
| R2 |
79.667 |
79.667 |
79.293 |
|
| R1 |
79.434 |
79.434 |
79.247 |
79.551 |
| PP |
79.167 |
79.167 |
79.167 |
79.225 |
| S1 |
78.934 |
78.934 |
79.155 |
79.051 |
| S2 |
78.667 |
78.667 |
79.109 |
|
| S3 |
78.167 |
78.434 |
79.064 |
|
| S4 |
77.667 |
77.934 |
78.926 |
|
|
| 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 |
79.400 |
78.665 |
0.735 |
0.9% |
0.409 |
0.5% |
73% |
True |
False |
18,376 |
| 10 |
79.980 |
78.665 |
1.315 |
1.7% |
0.418 |
0.5% |
41% |
False |
False |
18,956 |
| 20 |
80.365 |
78.665 |
1.700 |
2.1% |
0.469 |
0.6% |
32% |
False |
False |
19,759 |
| 40 |
81.160 |
78.665 |
2.495 |
3.2% |
0.524 |
0.7% |
21% |
False |
False |
20,195 |
| 60 |
81.160 |
78.420 |
2.740 |
3.5% |
0.502 |
0.6% |
29% |
False |
False |
13,537 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.413 |
0.5% |
20% |
False |
False |
10,155 |
| 100 |
82.286 |
78.420 |
3.866 |
4.9% |
0.348 |
0.4% |
20% |
False |
False |
8,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.525 |
|
2.618 |
80.709 |
|
1.618 |
80.209 |
|
1.000 |
79.900 |
|
0.618 |
79.709 |
|
HIGH |
79.400 |
|
0.618 |
79.209 |
|
0.500 |
79.150 |
|
0.382 |
79.091 |
|
LOW |
78.900 |
|
0.618 |
78.591 |
|
1.000 |
78.400 |
|
1.618 |
78.091 |
|
2.618 |
77.591 |
|
4.250 |
76.775 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.184 |
79.145 |
| PP |
79.167 |
79.089 |
| S1 |
79.150 |
79.033 |
|