ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
83.600 |
83.855 |
0.255 |
0.3% |
83.560 |
High |
83.985 |
83.935 |
-0.050 |
-0.1% |
83.985 |
Low |
83.580 |
83.380 |
-0.200 |
-0.2% |
83.135 |
Close |
83.809 |
83.474 |
-0.335 |
-0.4% |
83.474 |
Range |
0.405 |
0.555 |
0.150 |
37.0% |
0.850 |
ATR |
0.606 |
0.602 |
-0.004 |
-0.6% |
0.000 |
Volume |
18,839 |
23,228 |
4,389 |
23.3% |
103,751 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.261 |
84.923 |
83.779 |
|
R3 |
84.706 |
84.368 |
83.627 |
|
R2 |
84.151 |
84.151 |
83.576 |
|
R1 |
83.813 |
83.813 |
83.525 |
83.705 |
PP |
83.596 |
83.596 |
83.596 |
83.542 |
S1 |
83.258 |
83.258 |
83.423 |
83.150 |
S2 |
83.041 |
83.041 |
83.372 |
|
S3 |
82.486 |
82.703 |
83.321 |
|
S4 |
81.931 |
82.148 |
83.169 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.081 |
85.628 |
83.942 |
|
R3 |
85.231 |
84.778 |
83.708 |
|
R2 |
84.381 |
84.381 |
83.630 |
|
R1 |
83.928 |
83.928 |
83.552 |
83.730 |
PP |
83.531 |
83.531 |
83.531 |
83.432 |
S1 |
83.078 |
83.078 |
83.396 |
82.880 |
S2 |
82.681 |
82.681 |
83.318 |
|
S3 |
81.831 |
82.228 |
83.240 |
|
S4 |
80.981 |
81.378 |
83.007 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.985 |
83.135 |
0.850 |
1.0% |
0.470 |
0.6% |
40% |
False |
False |
20,750 |
10 |
83.985 |
81.560 |
2.425 |
2.9% |
0.609 |
0.7% |
79% |
False |
False |
23,451 |
20 |
83.985 |
81.390 |
2.595 |
3.1% |
0.612 |
0.7% |
80% |
False |
False |
25,744 |
40 |
84.000 |
81.390 |
2.610 |
3.1% |
0.605 |
0.7% |
80% |
False |
False |
15,478 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.490 |
0.6% |
89% |
False |
False |
10,334 |
80 |
84.000 |
79.025 |
4.975 |
6.0% |
0.412 |
0.5% |
89% |
False |
False |
7,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.294 |
2.618 |
85.388 |
1.618 |
84.833 |
1.000 |
84.490 |
0.618 |
84.278 |
HIGH |
83.935 |
0.618 |
83.723 |
0.500 |
83.658 |
0.382 |
83.592 |
LOW |
83.380 |
0.618 |
83.037 |
1.000 |
82.825 |
1.618 |
82.482 |
2.618 |
81.927 |
4.250 |
81.021 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
83.658 |
83.618 |
PP |
83.596 |
83.570 |
S1 |
83.535 |
83.522 |
|