ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 29-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.755 |
82.885 |
0.130 |
0.2% |
82.490 |
High |
83.070 |
82.905 |
-0.165 |
-0.2% |
83.070 |
Low |
82.410 |
81.560 |
-0.850 |
-1.0% |
81.560 |
Close |
83.007 |
81.753 |
-1.254 |
-1.5% |
81.753 |
Range |
0.660 |
1.345 |
0.685 |
103.8% |
1.510 |
ATR |
0.588 |
0.649 |
0.061 |
10.4% |
0.000 |
Volume |
31,155 |
40,494 |
9,339 |
30.0% |
135,268 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.108 |
85.275 |
82.493 |
|
R3 |
84.763 |
83.930 |
82.123 |
|
R2 |
83.418 |
83.418 |
82.000 |
|
R1 |
82.585 |
82.585 |
81.876 |
82.329 |
PP |
82.073 |
82.073 |
82.073 |
81.945 |
S1 |
81.240 |
81.240 |
81.630 |
80.984 |
S2 |
80.728 |
80.728 |
81.506 |
|
S3 |
79.383 |
79.895 |
81.383 |
|
S4 |
78.038 |
78.550 |
81.013 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.658 |
85.715 |
82.584 |
|
R3 |
85.148 |
84.205 |
82.168 |
|
R2 |
83.638 |
83.638 |
82.030 |
|
R1 |
82.695 |
82.695 |
81.891 |
82.412 |
PP |
82.128 |
82.128 |
82.128 |
81.986 |
S1 |
81.185 |
81.185 |
81.615 |
80.902 |
S2 |
80.618 |
80.618 |
81.476 |
|
S3 |
79.108 |
79.675 |
81.338 |
|
S4 |
77.598 |
78.165 |
80.923 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.070 |
81.560 |
1.510 |
1.8% |
0.648 |
0.8% |
13% |
False |
True |
27,053 |
10 |
83.070 |
81.390 |
1.680 |
2.1% |
0.691 |
0.8% |
22% |
False |
False |
29,252 |
20 |
83.525 |
81.390 |
2.135 |
2.6% |
0.672 |
0.8% |
17% |
False |
False |
21,123 |
40 |
84.000 |
79.995 |
4.005 |
4.9% |
0.551 |
0.7% |
44% |
False |
False |
10,634 |
60 |
84.000 |
79.025 |
4.975 |
6.1% |
0.434 |
0.5% |
55% |
False |
False |
7,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.621 |
2.618 |
86.426 |
1.618 |
85.081 |
1.000 |
84.250 |
0.618 |
83.736 |
HIGH |
82.905 |
0.618 |
82.391 |
0.500 |
82.233 |
0.382 |
82.074 |
LOW |
81.560 |
0.618 |
80.729 |
1.000 |
80.215 |
1.618 |
79.384 |
2.618 |
78.039 |
4.250 |
75.844 |
|
|
Fisher Pivots for day following 29-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.233 |
82.315 |
PP |
82.073 |
82.128 |
S1 |
81.913 |
81.940 |
|