ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
82.495 |
82.820 |
0.325 |
0.4% |
82.415 |
| High |
83.035 |
82.905 |
-0.130 |
-0.2% |
83.670 |
| Low |
82.400 |
82.170 |
-0.230 |
-0.3% |
82.130 |
| Close |
82.913 |
82.379 |
-0.534 |
-0.6% |
82.973 |
| Range |
0.635 |
0.735 |
0.100 |
15.7% |
1.540 |
| ATR |
0.573 |
0.586 |
0.012 |
2.1% |
0.000 |
| Volume |
28,854 |
33,403 |
4,549 |
15.8% |
143,279 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.690 |
84.269 |
82.783 |
|
| R3 |
83.955 |
83.534 |
82.581 |
|
| R2 |
83.220 |
83.220 |
82.514 |
|
| R1 |
82.799 |
82.799 |
82.446 |
82.642 |
| PP |
82.485 |
82.485 |
82.485 |
82.406 |
| S1 |
82.064 |
82.064 |
82.312 |
81.907 |
| S2 |
81.750 |
81.750 |
82.244 |
|
| S3 |
81.015 |
81.329 |
82.177 |
|
| S4 |
80.280 |
80.594 |
81.975 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.544 |
86.799 |
83.820 |
|
| R3 |
86.004 |
85.259 |
83.397 |
|
| R2 |
84.464 |
84.464 |
83.255 |
|
| R1 |
83.719 |
83.719 |
83.114 |
84.092 |
| PP |
82.924 |
82.924 |
82.924 |
83.111 |
| S1 |
82.179 |
82.179 |
82.832 |
82.552 |
| S2 |
81.384 |
81.384 |
82.691 |
|
| S3 |
79.844 |
80.639 |
82.550 |
|
| S4 |
78.304 |
79.099 |
82.126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.670 |
82.170 |
1.500 |
1.8% |
0.687 |
0.8% |
14% |
False |
True |
35,653 |
| 10 |
83.670 |
81.710 |
1.960 |
2.4% |
0.630 |
0.8% |
34% |
False |
False |
33,323 |
| 20 |
83.670 |
79.975 |
3.695 |
4.5% |
0.572 |
0.7% |
65% |
False |
False |
33,951 |
| 40 |
83.670 |
78.665 |
5.005 |
6.1% |
0.512 |
0.6% |
74% |
False |
False |
27,030 |
| 60 |
83.670 |
78.665 |
5.005 |
6.1% |
0.531 |
0.6% |
74% |
False |
False |
25,977 |
| 80 |
83.670 |
78.420 |
5.250 |
6.4% |
0.533 |
0.6% |
75% |
False |
False |
19,794 |
| 100 |
83.670 |
78.420 |
5.250 |
6.4% |
0.463 |
0.6% |
75% |
False |
False |
15,838 |
| 120 |
83.670 |
78.420 |
5.250 |
6.4% |
0.400 |
0.5% |
75% |
False |
False |
13,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.029 |
|
2.618 |
84.829 |
|
1.618 |
84.094 |
|
1.000 |
83.640 |
|
0.618 |
83.359 |
|
HIGH |
82.905 |
|
0.618 |
82.624 |
|
0.500 |
82.538 |
|
0.382 |
82.451 |
|
LOW |
82.170 |
|
0.618 |
81.716 |
|
1.000 |
81.435 |
|
1.618 |
80.981 |
|
2.618 |
80.246 |
|
4.250 |
79.046 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.538 |
82.660 |
| PP |
82.485 |
82.566 |
| S1 |
82.432 |
82.473 |
|