ICE US Dollar Index Future September 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
82.910 |
83.560 |
0.650 |
0.8% |
81.730 |
| High |
83.605 |
83.630 |
0.025 |
0.0% |
83.605 |
| Low |
82.885 |
83.265 |
0.380 |
0.5% |
81.655 |
| Close |
83.561 |
83.351 |
-0.210 |
-0.3% |
83.561 |
| Range |
0.720 |
0.365 |
-0.355 |
-49.3% |
1.950 |
| ATR |
0.660 |
0.639 |
-0.021 |
-3.2% |
0.000 |
| Volume |
30,583 |
23,705 |
-6,878 |
-22.5% |
90,268 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.510 |
84.296 |
83.552 |
|
| R3 |
84.145 |
83.931 |
83.451 |
|
| R2 |
83.780 |
83.780 |
83.418 |
|
| R1 |
83.566 |
83.566 |
83.384 |
83.491 |
| PP |
83.415 |
83.415 |
83.415 |
83.378 |
| S1 |
83.201 |
83.201 |
83.318 |
83.126 |
| S2 |
83.050 |
83.050 |
83.284 |
|
| S3 |
82.685 |
82.836 |
83.251 |
|
| S4 |
82.320 |
82.471 |
83.150 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.790 |
88.126 |
84.634 |
|
| R3 |
86.840 |
86.176 |
84.097 |
|
| R2 |
84.890 |
84.890 |
83.919 |
|
| R1 |
84.226 |
84.226 |
83.740 |
84.558 |
| PP |
82.940 |
82.940 |
82.940 |
83.107 |
| S1 |
82.276 |
82.276 |
83.382 |
82.608 |
| S2 |
80.990 |
80.990 |
83.204 |
|
| S3 |
79.040 |
80.326 |
83.025 |
|
| S4 |
77.090 |
78.376 |
82.489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.630 |
81.655 |
1.975 |
2.4% |
0.552 |
0.7% |
86% |
True |
False |
22,794 |
| 10 |
83.630 |
81.560 |
2.070 |
2.5% |
0.600 |
0.7% |
87% |
True |
False |
24,924 |
| 20 |
83.630 |
81.390 |
2.240 |
2.7% |
0.648 |
0.8% |
88% |
True |
False |
25,979 |
| 40 |
84.000 |
80.760 |
3.240 |
3.9% |
0.590 |
0.7% |
80% |
False |
False |
13,480 |
| 60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.470 |
0.6% |
87% |
False |
False |
9,002 |
| 80 |
84.000 |
79.025 |
4.975 |
6.0% |
0.391 |
0.5% |
87% |
False |
False |
6,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.181 |
|
2.618 |
84.586 |
|
1.618 |
84.221 |
|
1.000 |
83.995 |
|
0.618 |
83.856 |
|
HIGH |
83.630 |
|
0.618 |
83.491 |
|
0.500 |
83.448 |
|
0.382 |
83.404 |
|
LOW |
83.265 |
|
0.618 |
83.039 |
|
1.000 |
82.900 |
|
1.618 |
82.674 |
|
2.618 |
82.309 |
|
4.250 |
81.714 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.448 |
83.202 |
| PP |
83.415 |
83.054 |
| S1 |
83.383 |
82.905 |
|