ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
82.280 |
82.000 |
-0.280 |
-0.3% |
82.885 |
| High |
82.945 |
82.650 |
-0.295 |
-0.4% |
83.150 |
| Low |
82.270 |
81.720 |
-0.550 |
-0.7% |
81.960 |
| Close |
82.562 |
82.548 |
-0.014 |
0.0% |
82.562 |
| Range |
0.675 |
0.930 |
0.255 |
37.8% |
1.190 |
| ATR |
0.598 |
0.621 |
0.024 |
4.0% |
0.000 |
| Volume |
30,048 |
30,956 |
908 |
3.0% |
146,531 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.096 |
84.752 |
83.060 |
|
| R3 |
84.166 |
83.822 |
82.804 |
|
| R2 |
83.236 |
83.236 |
82.719 |
|
| R1 |
82.892 |
82.892 |
82.633 |
83.064 |
| PP |
82.306 |
82.306 |
82.306 |
82.392 |
| S1 |
81.962 |
81.962 |
82.463 |
82.134 |
| S2 |
81.376 |
81.376 |
82.378 |
|
| S3 |
80.446 |
81.032 |
82.292 |
|
| S4 |
79.516 |
80.102 |
82.037 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.127 |
85.535 |
83.217 |
|
| R3 |
84.937 |
84.345 |
82.889 |
|
| R2 |
83.747 |
83.747 |
82.780 |
|
| R1 |
83.155 |
83.155 |
82.671 |
82.856 |
| PP |
82.557 |
82.557 |
82.557 |
82.408 |
| S1 |
81.965 |
81.965 |
82.453 |
81.666 |
| S2 |
81.367 |
81.367 |
82.344 |
|
| S3 |
80.177 |
80.775 |
82.235 |
|
| S4 |
78.987 |
79.585 |
81.908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.035 |
81.720 |
1.315 |
1.6% |
0.694 |
0.8% |
63% |
False |
True |
30,102 |
| 10 |
83.670 |
81.720 |
1.950 |
2.4% |
0.672 |
0.8% |
42% |
False |
True |
32,076 |
| 20 |
83.670 |
80.490 |
3.180 |
3.9% |
0.629 |
0.8% |
65% |
False |
False |
33,931 |
| 40 |
83.670 |
78.665 |
5.005 |
6.1% |
0.523 |
0.6% |
78% |
False |
False |
27,647 |
| 60 |
83.670 |
78.665 |
5.005 |
6.1% |
0.533 |
0.6% |
78% |
False |
False |
25,636 |
| 80 |
83.670 |
78.420 |
5.250 |
6.4% |
0.535 |
0.6% |
79% |
False |
False |
20,892 |
| 100 |
83.670 |
78.420 |
5.250 |
6.4% |
0.480 |
0.6% |
79% |
False |
False |
16,720 |
| 120 |
83.670 |
78.420 |
5.250 |
6.4% |
0.418 |
0.5% |
79% |
False |
False |
13,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.603 |
|
2.618 |
85.085 |
|
1.618 |
84.155 |
|
1.000 |
83.580 |
|
0.618 |
83.225 |
|
HIGH |
82.650 |
|
0.618 |
82.295 |
|
0.500 |
82.185 |
|
0.382 |
82.075 |
|
LOW |
81.720 |
|
0.618 |
81.145 |
|
1.000 |
80.790 |
|
1.618 |
80.215 |
|
2.618 |
79.285 |
|
4.250 |
77.768 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.427 |
82.476 |
| PP |
82.306 |
82.404 |
| S1 |
82.185 |
82.333 |
|