ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
79.260 |
79.240 |
-0.020 |
0.0% |
78.835 |
| High |
79.535 |
79.615 |
0.080 |
0.1% |
79.615 |
| Low |
79.150 |
79.145 |
-0.005 |
0.0% |
78.665 |
| Close |
79.293 |
79.587 |
0.294 |
0.4% |
79.587 |
| Range |
0.385 |
0.470 |
0.085 |
22.1% |
0.950 |
| ATR |
0.470 |
0.470 |
0.000 |
0.0% |
0.000 |
| Volume |
20,458 |
24,757 |
4,299 |
21.0% |
97,022 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.859 |
80.693 |
79.846 |
|
| R3 |
80.389 |
80.223 |
79.716 |
|
| R2 |
79.919 |
79.919 |
79.673 |
|
| R1 |
79.753 |
79.753 |
79.630 |
79.836 |
| PP |
79.449 |
79.449 |
79.449 |
79.491 |
| S1 |
79.283 |
79.283 |
79.544 |
79.366 |
| S2 |
78.979 |
78.979 |
79.501 |
|
| S3 |
78.509 |
78.813 |
79.458 |
|
| S4 |
78.039 |
78.343 |
79.329 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.139 |
81.813 |
80.110 |
|
| R3 |
81.189 |
80.863 |
79.848 |
|
| R2 |
80.239 |
80.239 |
79.761 |
|
| R1 |
79.913 |
79.913 |
79.674 |
80.076 |
| PP |
79.289 |
79.289 |
79.289 |
79.371 |
| S1 |
78.963 |
78.963 |
79.500 |
79.126 |
| S2 |
78.339 |
78.339 |
79.413 |
|
| S3 |
77.389 |
78.013 |
79.326 |
|
| S4 |
76.439 |
77.063 |
79.065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.615 |
78.665 |
0.950 |
1.2% |
0.403 |
0.5% |
97% |
True |
False |
19,404 |
| 10 |
79.775 |
78.665 |
1.110 |
1.4% |
0.405 |
0.5% |
83% |
False |
False |
19,198 |
| 20 |
80.345 |
78.665 |
1.680 |
2.1% |
0.455 |
0.6% |
55% |
False |
False |
19,636 |
| 40 |
81.160 |
78.665 |
2.495 |
3.1% |
0.519 |
0.7% |
37% |
False |
False |
21,180 |
| 60 |
81.160 |
78.420 |
2.740 |
3.4% |
0.512 |
0.6% |
43% |
False |
False |
14,290 |
| 80 |
82.286 |
78.420 |
3.866 |
4.9% |
0.424 |
0.5% |
30% |
False |
False |
10,720 |
| 100 |
82.286 |
78.420 |
3.866 |
4.9% |
0.357 |
0.4% |
30% |
False |
False |
8,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.613 |
|
2.618 |
80.845 |
|
1.618 |
80.375 |
|
1.000 |
80.085 |
|
0.618 |
79.905 |
|
HIGH |
79.615 |
|
0.618 |
79.435 |
|
0.500 |
79.380 |
|
0.382 |
79.325 |
|
LOW |
79.145 |
|
0.618 |
78.855 |
|
1.000 |
78.675 |
|
1.618 |
78.385 |
|
2.618 |
77.915 |
|
4.250 |
77.148 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.518 |
79.477 |
| PP |
79.449 |
79.367 |
| S1 |
79.380 |
79.258 |
|