ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 11-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
83.305 |
83.540 |
0.235 |
0.3% |
81.730 |
High |
83.650 |
83.760 |
0.110 |
0.1% |
83.605 |
Low |
83.135 |
83.250 |
0.115 |
0.1% |
81.655 |
Close |
83.559 |
83.728 |
0.169 |
0.2% |
83.561 |
Range |
0.515 |
0.510 |
-0.005 |
-1.0% |
1.950 |
ATR |
0.630 |
0.621 |
-0.009 |
-1.4% |
0.000 |
Volume |
18,930 |
19,049 |
119 |
0.6% |
90,268 |
|
Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.109 |
84.929 |
84.009 |
|
R3 |
84.599 |
84.419 |
83.868 |
|
R2 |
84.089 |
84.089 |
83.822 |
|
R1 |
83.909 |
83.909 |
83.775 |
83.999 |
PP |
83.579 |
83.579 |
83.579 |
83.625 |
S1 |
83.399 |
83.399 |
83.681 |
83.489 |
S2 |
83.069 |
83.069 |
83.635 |
|
S3 |
82.559 |
82.889 |
83.588 |
|
S4 |
82.049 |
82.379 |
83.448 |
|
|
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 |
83.760 |
82.180 |
1.580 |
1.9% |
0.603 |
0.7% |
98% |
True |
False |
23,975 |
10 |
83.760 |
81.560 |
2.200 |
2.6% |
0.623 |
0.7% |
99% |
True |
False |
24,309 |
20 |
83.760 |
81.390 |
2.370 |
2.8% |
0.630 |
0.8% |
99% |
True |
False |
26,319 |
40 |
84.000 |
81.390 |
2.610 |
3.1% |
0.597 |
0.7% |
90% |
False |
False |
14,429 |
60 |
84.000 |
79.025 |
4.975 |
5.9% |
0.480 |
0.6% |
95% |
False |
False |
9,633 |
80 |
84.000 |
79.025 |
4.975 |
5.9% |
0.404 |
0.5% |
95% |
False |
False |
7,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.928 |
2.618 |
85.095 |
1.618 |
84.585 |
1.000 |
84.270 |
0.618 |
84.075 |
HIGH |
83.760 |
0.618 |
83.565 |
0.500 |
83.505 |
0.382 |
83.445 |
LOW |
83.250 |
0.618 |
82.935 |
1.000 |
82.740 |
1.618 |
82.425 |
2.618 |
81.915 |
4.250 |
81.083 |
|
|
Fisher Pivots for day following 11-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
83.654 |
83.635 |
PP |
83.579 |
83.541 |
S1 |
83.505 |
83.448 |
|