ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
82.280 |
82.445 |
0.165 |
0.2% |
81.280 |
| High |
82.535 |
82.610 |
0.075 |
0.1% |
82.610 |
| Low |
81.995 |
82.125 |
0.130 |
0.2% |
81.025 |
| Close |
82.487 |
82.523 |
0.036 |
0.0% |
82.523 |
| Range |
0.540 |
0.485 |
-0.055 |
-10.2% |
1.585 |
| ATR |
0.533 |
0.530 |
-0.003 |
-0.6% |
0.000 |
| Volume |
35,863 |
26,572 |
-9,291 |
-25.9% |
162,321 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.874 |
83.684 |
82.790 |
|
| R3 |
83.389 |
83.199 |
82.656 |
|
| R2 |
82.904 |
82.904 |
82.612 |
|
| R1 |
82.714 |
82.714 |
82.567 |
82.809 |
| PP |
82.419 |
82.419 |
82.419 |
82.467 |
| S1 |
82.229 |
82.229 |
82.479 |
82.324 |
| S2 |
81.934 |
81.934 |
82.434 |
|
| S3 |
81.449 |
81.744 |
82.390 |
|
| S4 |
80.964 |
81.259 |
82.256 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.808 |
86.250 |
83.395 |
|
| R3 |
85.223 |
84.665 |
82.959 |
|
| R2 |
83.638 |
83.638 |
82.814 |
|
| R1 |
83.080 |
83.080 |
82.668 |
83.359 |
| PP |
82.053 |
82.053 |
82.053 |
82.192 |
| S1 |
81.495 |
81.495 |
82.378 |
81.774 |
| S2 |
80.468 |
80.468 |
82.232 |
|
| S3 |
78.883 |
79.910 |
82.087 |
|
| S4 |
77.298 |
78.325 |
81.651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.610 |
81.025 |
1.585 |
1.9% |
0.611 |
0.7% |
95% |
True |
False |
32,464 |
| 10 |
82.610 |
80.490 |
2.120 |
2.6% |
0.585 |
0.7% |
96% |
True |
False |
35,786 |
| 20 |
82.610 |
78.665 |
3.945 |
4.8% |
0.487 |
0.6% |
98% |
True |
False |
29,534 |
| 40 |
82.610 |
78.665 |
3.945 |
4.8% |
0.488 |
0.6% |
98% |
True |
False |
25,142 |
| 60 |
82.610 |
78.665 |
3.945 |
4.8% |
0.529 |
0.6% |
98% |
True |
False |
22,491 |
| 80 |
82.610 |
78.420 |
4.190 |
5.1% |
0.501 |
0.6% |
98% |
True |
False |
16,889 |
| 100 |
82.610 |
78.420 |
4.190 |
5.1% |
0.418 |
0.5% |
98% |
True |
False |
13,513 |
| 120 |
82.610 |
78.420 |
4.190 |
5.1% |
0.364 |
0.4% |
98% |
True |
False |
11,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.671 |
|
2.618 |
83.880 |
|
1.618 |
83.395 |
|
1.000 |
83.095 |
|
0.618 |
82.910 |
|
HIGH |
82.610 |
|
0.618 |
82.425 |
|
0.500 |
82.368 |
|
0.382 |
82.310 |
|
LOW |
82.125 |
|
0.618 |
81.825 |
|
1.000 |
81.640 |
|
1.618 |
81.340 |
|
2.618 |
80.855 |
|
4.250 |
80.064 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.471 |
82.402 |
| PP |
82.419 |
82.281 |
| S1 |
82.368 |
82.160 |
|