ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
81.115 |
81.905 |
0.790 |
1.0% |
80.560 |
| High |
81.940 |
82.360 |
0.420 |
0.5% |
81.930 |
| Low |
81.095 |
81.710 |
0.615 |
0.8% |
80.490 |
| Close |
81.648 |
82.200 |
0.552 |
0.7% |
81.424 |
| Range |
0.845 |
0.650 |
-0.195 |
-23.1% |
1.440 |
| ATR |
0.519 |
0.533 |
0.014 |
2.7% |
0.000 |
| Volume |
33,085 |
38,283 |
5,198 |
15.7% |
195,544 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.040 |
83.770 |
82.558 |
|
| R3 |
83.390 |
83.120 |
82.379 |
|
| R2 |
82.740 |
82.740 |
82.319 |
|
| R1 |
82.470 |
82.470 |
82.260 |
82.605 |
| PP |
82.090 |
82.090 |
82.090 |
82.158 |
| S1 |
81.820 |
81.820 |
82.140 |
81.955 |
| S2 |
81.440 |
81.440 |
82.081 |
|
| S3 |
80.790 |
81.170 |
82.021 |
|
| S4 |
80.140 |
80.520 |
81.843 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.601 |
84.953 |
82.216 |
|
| R3 |
84.161 |
83.513 |
81.820 |
|
| R2 |
82.721 |
82.721 |
81.688 |
|
| R1 |
82.073 |
82.073 |
81.556 |
82.397 |
| PP |
81.281 |
81.281 |
81.281 |
81.444 |
| S1 |
80.633 |
80.633 |
81.292 |
80.957 |
| S2 |
79.841 |
79.841 |
81.160 |
|
| S3 |
78.401 |
79.193 |
81.028 |
|
| S4 |
76.961 |
77.753 |
80.632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.360 |
81.025 |
1.335 |
1.6% |
0.647 |
0.8% |
88% |
True |
False |
35,883 |
| 10 |
82.360 |
80.085 |
2.275 |
2.8% |
0.535 |
0.7% |
93% |
True |
False |
34,527 |
| 20 |
82.360 |
78.665 |
3.695 |
4.5% |
0.480 |
0.6% |
96% |
True |
False |
28,416 |
| 40 |
82.360 |
78.665 |
3.695 |
4.5% |
0.484 |
0.6% |
96% |
True |
False |
24,758 |
| 60 |
82.360 |
78.420 |
3.940 |
4.8% |
0.531 |
0.6% |
96% |
True |
False |
21,456 |
| 80 |
82.360 |
78.420 |
3.940 |
4.8% |
0.489 |
0.6% |
96% |
True |
False |
16,109 |
| 100 |
82.360 |
78.420 |
3.940 |
4.8% |
0.422 |
0.5% |
96% |
True |
False |
12,889 |
| 120 |
82.360 |
78.420 |
3.940 |
4.8% |
0.356 |
0.4% |
96% |
True |
False |
10,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.123 |
|
2.618 |
84.062 |
|
1.618 |
83.412 |
|
1.000 |
83.010 |
|
0.618 |
82.762 |
|
HIGH |
82.360 |
|
0.618 |
82.112 |
|
0.500 |
82.035 |
|
0.382 |
81.958 |
|
LOW |
81.710 |
|
0.618 |
81.308 |
|
1.000 |
81.060 |
|
1.618 |
80.658 |
|
2.618 |
80.008 |
|
4.250 |
78.948 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.145 |
82.031 |
| PP |
82.090 |
81.862 |
| S1 |
82.035 |
81.693 |
|