ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
80.560 |
80.825 |
0.265 |
0.3% |
79.790 |
| High |
80.860 |
81.450 |
0.590 |
0.7% |
80.480 |
| Low |
80.490 |
80.630 |
0.140 |
0.2% |
79.630 |
| Close |
80.748 |
81.420 |
0.672 |
0.8% |
80.404 |
| Range |
0.370 |
0.820 |
0.450 |
121.6% |
0.850 |
| ATR |
0.448 |
0.475 |
0.027 |
5.9% |
0.000 |
| Volume |
30,319 |
47,765 |
17,446 |
57.5% |
135,806 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.627 |
83.343 |
81.871 |
|
| R3 |
82.807 |
82.523 |
81.646 |
|
| R2 |
81.987 |
81.987 |
81.570 |
|
| R1 |
81.703 |
81.703 |
81.495 |
81.845 |
| PP |
81.167 |
81.167 |
81.167 |
81.238 |
| S1 |
80.883 |
80.883 |
81.345 |
81.025 |
| S2 |
80.347 |
80.347 |
81.270 |
|
| S3 |
79.527 |
80.063 |
81.195 |
|
| S4 |
78.707 |
79.243 |
80.969 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.721 |
82.413 |
80.872 |
|
| R3 |
81.871 |
81.563 |
80.638 |
|
| R2 |
81.021 |
81.021 |
80.560 |
|
| R1 |
80.713 |
80.713 |
80.482 |
80.867 |
| PP |
80.171 |
80.171 |
80.171 |
80.249 |
| S1 |
79.863 |
79.863 |
80.326 |
80.017 |
| S2 |
79.321 |
79.321 |
80.248 |
|
| S3 |
78.471 |
79.013 |
80.170 |
|
| S4 |
77.621 |
78.163 |
79.937 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.450 |
79.975 |
1.475 |
1.8% |
0.431 |
0.5% |
98% |
True |
False |
33,348 |
| 10 |
81.450 |
78.900 |
2.550 |
3.1% |
0.442 |
0.5% |
99% |
True |
False |
27,840 |
| 20 |
81.450 |
78.665 |
2.785 |
3.4% |
0.425 |
0.5% |
99% |
True |
False |
23,228 |
| 40 |
81.450 |
78.665 |
2.785 |
3.4% |
0.480 |
0.6% |
99% |
True |
False |
22,233 |
| 60 |
81.450 |
78.420 |
3.030 |
3.7% |
0.514 |
0.6% |
99% |
True |
False |
17,844 |
| 80 |
81.450 |
78.420 |
3.030 |
3.7% |
0.451 |
0.6% |
99% |
True |
False |
13,393 |
| 100 |
82.286 |
78.420 |
3.866 |
4.7% |
0.387 |
0.5% |
78% |
False |
False |
10,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.935 |
|
2.618 |
83.597 |
|
1.618 |
82.777 |
|
1.000 |
82.270 |
|
0.618 |
81.957 |
|
HIGH |
81.450 |
|
0.618 |
81.137 |
|
0.500 |
81.040 |
|
0.382 |
80.943 |
|
LOW |
80.630 |
|
0.618 |
80.123 |
|
1.000 |
79.810 |
|
1.618 |
79.303 |
|
2.618 |
78.483 |
|
4.250 |
77.145 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
81.293 |
81.223 |
| PP |
81.167 |
81.027 |
| S1 |
81.040 |
80.830 |
|