ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
82.630 |
82.445 |
-0.185 |
-0.2% |
82.885 |
| High |
82.755 |
82.590 |
-0.165 |
-0.2% |
83.150 |
| Low |
82.350 |
81.920 |
-0.430 |
-0.5% |
81.960 |
| Close |
82.449 |
82.057 |
-0.392 |
-0.5% |
82.562 |
| Range |
0.405 |
0.670 |
0.265 |
65.4% |
1.190 |
| ATR |
0.606 |
0.611 |
0.005 |
0.8% |
0.000 |
| Volume |
41,575 |
44,597 |
3,022 |
7.3% |
146,531 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.199 |
83.798 |
82.426 |
|
| R3 |
83.529 |
83.128 |
82.241 |
|
| R2 |
82.859 |
82.859 |
82.180 |
|
| R1 |
82.458 |
82.458 |
82.118 |
82.324 |
| PP |
82.189 |
82.189 |
82.189 |
82.122 |
| S1 |
81.788 |
81.788 |
81.996 |
81.654 |
| S2 |
81.519 |
81.519 |
81.934 |
|
| S3 |
80.849 |
81.118 |
81.873 |
|
| S4 |
80.179 |
80.448 |
81.689 |
|
|
| 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 |
82.945 |
81.720 |
1.225 |
1.5% |
0.635 |
0.8% |
28% |
False |
False |
34,885 |
| 10 |
83.670 |
81.720 |
1.950 |
2.4% |
0.661 |
0.8% |
17% |
False |
False |
35,269 |
| 20 |
83.670 |
81.025 |
2.645 |
3.2% |
0.623 |
0.8% |
39% |
False |
False |
34,335 |
| 40 |
83.670 |
78.665 |
5.005 |
6.1% |
0.524 |
0.6% |
68% |
False |
False |
28,782 |
| 60 |
83.670 |
78.665 |
5.005 |
6.1% |
0.528 |
0.6% |
68% |
False |
False |
26,267 |
| 80 |
83.670 |
78.420 |
5.250 |
6.4% |
0.542 |
0.7% |
69% |
False |
False |
21,967 |
| 100 |
83.670 |
78.420 |
5.250 |
6.4% |
0.485 |
0.6% |
69% |
False |
False |
17,582 |
| 120 |
83.670 |
78.420 |
5.250 |
6.4% |
0.427 |
0.5% |
69% |
False |
False |
14,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.438 |
|
2.618 |
84.344 |
|
1.618 |
83.674 |
|
1.000 |
83.260 |
|
0.618 |
83.004 |
|
HIGH |
82.590 |
|
0.618 |
82.334 |
|
0.500 |
82.255 |
|
0.382 |
82.176 |
|
LOW |
81.920 |
|
0.618 |
81.506 |
|
1.000 |
81.250 |
|
1.618 |
80.836 |
|
2.618 |
80.166 |
|
4.250 |
79.073 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.255 |
82.238 |
| PP |
82.189 |
82.177 |
| S1 |
82.123 |
82.117 |
|