ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
82.445 |
82.125 |
-0.320 |
-0.4% |
82.885 |
| High |
82.590 |
82.295 |
-0.295 |
-0.4% |
83.150 |
| Low |
81.920 |
81.805 |
-0.115 |
-0.1% |
81.960 |
| Close |
82.057 |
81.988 |
-0.069 |
-0.1% |
82.562 |
| Range |
0.670 |
0.490 |
-0.180 |
-26.9% |
1.190 |
| ATR |
0.611 |
0.602 |
-0.009 |
-1.4% |
0.000 |
| Volume |
44,597 |
29,401 |
-15,196 |
-34.1% |
146,531 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.499 |
83.234 |
82.258 |
|
| R3 |
83.009 |
82.744 |
82.123 |
|
| R2 |
82.519 |
82.519 |
82.078 |
|
| R1 |
82.254 |
82.254 |
82.033 |
82.142 |
| PP |
82.029 |
82.029 |
82.029 |
81.973 |
| S1 |
81.764 |
81.764 |
81.943 |
81.652 |
| S2 |
81.539 |
81.539 |
81.898 |
|
| S3 |
81.049 |
81.274 |
81.853 |
|
| S4 |
80.559 |
80.784 |
81.719 |
|
|
| 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% |
0.634 |
0.8% |
22% |
False |
False |
35,315 |
| 10 |
83.670 |
81.720 |
1.950 |
2.4% |
0.661 |
0.8% |
14% |
False |
False |
35,073 |
| 20 |
83.670 |
81.025 |
2.645 |
3.2% |
0.627 |
0.8% |
36% |
False |
False |
33,909 |
| 40 |
83.670 |
78.665 |
5.005 |
6.1% |
0.526 |
0.6% |
66% |
False |
False |
29,119 |
| 60 |
83.670 |
78.665 |
5.005 |
6.1% |
0.529 |
0.6% |
66% |
False |
False |
26,526 |
| 80 |
83.670 |
78.420 |
5.250 |
6.4% |
0.541 |
0.7% |
68% |
False |
False |
22,333 |
| 100 |
83.670 |
78.420 |
5.250 |
6.4% |
0.490 |
0.6% |
68% |
False |
False |
17,875 |
| 120 |
83.670 |
78.420 |
5.250 |
6.4% |
0.431 |
0.5% |
68% |
False |
False |
14,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.378 |
|
2.618 |
83.578 |
|
1.618 |
83.088 |
|
1.000 |
82.785 |
|
0.618 |
82.598 |
|
HIGH |
82.295 |
|
0.618 |
82.108 |
|
0.500 |
82.050 |
|
0.382 |
81.992 |
|
LOW |
81.805 |
|
0.618 |
81.502 |
|
1.000 |
81.315 |
|
1.618 |
81.012 |
|
2.618 |
80.522 |
|
4.250 |
79.723 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.050 |
82.280 |
| PP |
82.029 |
82.183 |
| S1 |
82.009 |
82.085 |
|