ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
81.905 |
82.280 |
0.375 |
0.5% |
80.560 |
| High |
82.360 |
82.535 |
0.175 |
0.2% |
81.930 |
| Low |
81.710 |
81.995 |
0.285 |
0.3% |
80.490 |
| Close |
82.200 |
82.487 |
0.287 |
0.3% |
81.424 |
| Range |
0.650 |
0.540 |
-0.110 |
-16.9% |
1.440 |
| ATR |
0.533 |
0.533 |
0.001 |
0.1% |
0.000 |
| Volume |
38,283 |
35,863 |
-2,420 |
-6.3% |
195,544 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.959 |
83.763 |
82.784 |
|
| R3 |
83.419 |
83.223 |
82.636 |
|
| R2 |
82.879 |
82.879 |
82.586 |
|
| R1 |
82.683 |
82.683 |
82.537 |
82.781 |
| PP |
82.339 |
82.339 |
82.339 |
82.388 |
| S1 |
82.143 |
82.143 |
82.438 |
82.241 |
| S2 |
81.799 |
81.799 |
82.388 |
|
| S3 |
81.259 |
81.603 |
82.339 |
|
| S4 |
80.719 |
81.063 |
82.190 |
|
|
| 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 |
82.535 |
81.025 |
1.510 |
1.8% |
0.669 |
0.8% |
97% |
True |
False |
33,459 |
| 10 |
82.535 |
80.210 |
2.325 |
2.8% |
0.564 |
0.7% |
98% |
True |
False |
35,298 |
| 20 |
82.535 |
78.665 |
3.870 |
4.7% |
0.494 |
0.6% |
99% |
True |
False |
29,347 |
| 40 |
82.535 |
78.665 |
3.870 |
4.7% |
0.486 |
0.6% |
99% |
True |
False |
24,964 |
| 60 |
82.535 |
78.665 |
3.870 |
4.7% |
0.526 |
0.6% |
99% |
True |
False |
22,051 |
| 80 |
82.535 |
78.420 |
4.115 |
5.0% |
0.496 |
0.6% |
99% |
True |
False |
16,557 |
| 100 |
82.535 |
78.420 |
4.115 |
5.0% |
0.419 |
0.5% |
99% |
True |
False |
13,248 |
| 120 |
82.535 |
78.420 |
4.115 |
5.0% |
0.360 |
0.4% |
99% |
True |
False |
11,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.830 |
|
2.618 |
83.949 |
|
1.618 |
83.409 |
|
1.000 |
83.075 |
|
0.618 |
82.869 |
|
HIGH |
82.535 |
|
0.618 |
82.329 |
|
0.500 |
82.265 |
|
0.382 |
82.201 |
|
LOW |
81.995 |
|
0.618 |
81.661 |
|
1.000 |
81.455 |
|
1.618 |
81.121 |
|
2.618 |
80.581 |
|
4.250 |
79.700 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.413 |
82.263 |
| PP |
82.339 |
82.039 |
| S1 |
82.265 |
81.815 |
|