ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
83.400 |
83.260 |
-0.140 |
-0.2% |
83.560 |
High |
83.770 |
83.690 |
-0.080 |
-0.1% |
83.985 |
Low |
83.130 |
83.030 |
-0.100 |
-0.1% |
83.135 |
Close |
83.218 |
83.168 |
-0.050 |
-0.1% |
83.474 |
Range |
0.640 |
0.660 |
0.020 |
3.1% |
0.850 |
ATR |
0.605 |
0.609 |
0.004 |
0.6% |
0.000 |
Volume |
15,625 |
19,750 |
4,125 |
26.4% |
103,751 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.276 |
84.882 |
83.531 |
|
R3 |
84.616 |
84.222 |
83.350 |
|
R2 |
83.956 |
83.956 |
83.289 |
|
R1 |
83.562 |
83.562 |
83.229 |
83.429 |
PP |
83.296 |
83.296 |
83.296 |
83.230 |
S1 |
82.902 |
82.902 |
83.108 |
82.769 |
S2 |
82.636 |
82.636 |
83.047 |
|
S3 |
81.976 |
82.242 |
82.987 |
|
S4 |
81.316 |
81.582 |
82.805 |
|
|
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 |
83.030 |
0.955 |
1.1% |
0.554 |
0.7% |
14% |
False |
True |
19,298 |
10 |
83.985 |
81.815 |
2.170 |
2.6% |
0.561 |
0.7% |
62% |
False |
False |
21,232 |
20 |
83.985 |
81.390 |
2.595 |
3.1% |
0.601 |
0.7% |
69% |
False |
False |
24,695 |
40 |
84.000 |
81.390 |
2.610 |
3.1% |
0.611 |
0.7% |
68% |
False |
False |
16,357 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.502 |
0.6% |
83% |
False |
False |
10,923 |
80 |
84.000 |
79.025 |
4.975 |
6.0% |
0.423 |
0.5% |
83% |
False |
False |
8,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.495 |
2.618 |
85.418 |
1.618 |
84.758 |
1.000 |
84.350 |
0.618 |
84.098 |
HIGH |
83.690 |
0.618 |
83.438 |
0.500 |
83.360 |
0.382 |
83.282 |
LOW |
83.030 |
0.618 |
82.622 |
1.000 |
82.370 |
1.618 |
81.962 |
2.618 |
81.302 |
4.250 |
80.225 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
83.360 |
83.483 |
PP |
83.296 |
83.378 |
S1 |
83.232 |
83.273 |
|