ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
83.260 |
83.120 |
-0.140 |
-0.2% |
83.560 |
High |
83.690 |
83.460 |
-0.230 |
-0.3% |
83.985 |
Low |
83.030 |
83.045 |
0.015 |
0.0% |
83.135 |
Close |
83.168 |
83.196 |
0.028 |
0.0% |
83.474 |
Range |
0.660 |
0.415 |
-0.245 |
-37.1% |
0.850 |
ATR |
0.609 |
0.595 |
-0.014 |
-2.3% |
0.000 |
Volume |
19,750 |
14,570 |
-5,180 |
-26.2% |
103,751 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.479 |
84.252 |
83.424 |
|
R3 |
84.064 |
83.837 |
83.310 |
|
R2 |
83.649 |
83.649 |
83.272 |
|
R1 |
83.422 |
83.422 |
83.234 |
83.536 |
PP |
83.234 |
83.234 |
83.234 |
83.290 |
S1 |
83.007 |
83.007 |
83.158 |
83.121 |
S2 |
82.819 |
82.819 |
83.120 |
|
S3 |
82.404 |
82.592 |
83.082 |
|
S4 |
81.989 |
82.177 |
82.968 |
|
|
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% |
0.535 |
0.6% |
17% |
False |
False |
18,402 |
10 |
83.985 |
82.180 |
1.805 |
2.2% |
0.569 |
0.7% |
56% |
False |
False |
21,188 |
20 |
83.985 |
81.405 |
2.580 |
3.1% |
0.577 |
0.7% |
69% |
False |
False |
23,675 |
40 |
84.000 |
81.390 |
2.610 |
3.1% |
0.604 |
0.7% |
69% |
False |
False |
16,719 |
60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.502 |
0.6% |
84% |
False |
False |
11,164 |
80 |
84.000 |
79.025 |
4.975 |
6.0% |
0.425 |
0.5% |
84% |
False |
False |
8,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.224 |
2.618 |
84.546 |
1.618 |
84.131 |
1.000 |
83.875 |
0.618 |
83.716 |
HIGH |
83.460 |
0.618 |
83.301 |
0.500 |
83.253 |
0.382 |
83.204 |
LOW |
83.045 |
0.618 |
82.789 |
1.000 |
82.630 |
1.618 |
82.374 |
2.618 |
81.959 |
4.250 |
81.281 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
83.253 |
83.400 |
PP |
83.234 |
83.332 |
S1 |
83.215 |
83.264 |
|