ICE US Dollar Index Future September 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
83.120 |
83.105 |
-0.015 |
0.0% |
83.560 |
| High |
83.460 |
83.255 |
-0.205 |
-0.2% |
83.985 |
| Low |
83.045 |
82.800 |
-0.245 |
-0.3% |
83.135 |
| Close |
83.196 |
82.980 |
-0.216 |
-0.3% |
83.474 |
| Range |
0.415 |
0.455 |
0.040 |
9.6% |
0.850 |
| ATR |
0.595 |
0.585 |
-0.010 |
-1.7% |
0.000 |
| Volume |
14,570 |
18,933 |
4,363 |
29.9% |
103,751 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.377 |
84.133 |
83.230 |
|
| R3 |
83.922 |
83.678 |
83.105 |
|
| R2 |
83.467 |
83.467 |
83.063 |
|
| R1 |
83.223 |
83.223 |
83.022 |
83.118 |
| PP |
83.012 |
83.012 |
83.012 |
82.959 |
| S1 |
82.768 |
82.768 |
82.938 |
82.663 |
| S2 |
82.557 |
82.557 |
82.897 |
|
| S3 |
82.102 |
82.313 |
82.855 |
|
| S4 |
81.647 |
81.858 |
82.730 |
|
|
| 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 |
83.935 |
82.800 |
1.135 |
1.4% |
0.545 |
0.7% |
16% |
False |
True |
18,421 |
| 10 |
83.985 |
82.800 |
1.185 |
1.4% |
0.524 |
0.6% |
15% |
False |
True |
20,321 |
| 20 |
83.985 |
81.560 |
2.425 |
2.9% |
0.572 |
0.7% |
59% |
False |
False |
22,497 |
| 40 |
84.000 |
81.390 |
2.610 |
3.1% |
0.599 |
0.7% |
61% |
False |
False |
17,191 |
| 60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.506 |
0.6% |
79% |
False |
False |
11,474 |
| 80 |
84.000 |
79.025 |
4.975 |
6.0% |
0.431 |
0.5% |
79% |
False |
False |
8,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.189 |
|
2.618 |
84.446 |
|
1.618 |
83.991 |
|
1.000 |
83.710 |
|
0.618 |
83.536 |
|
HIGH |
83.255 |
|
0.618 |
83.081 |
|
0.500 |
83.028 |
|
0.382 |
82.974 |
|
LOW |
82.800 |
|
0.618 |
82.519 |
|
1.000 |
82.345 |
|
1.618 |
82.064 |
|
2.618 |
81.609 |
|
4.250 |
80.866 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.028 |
83.245 |
| PP |
83.012 |
83.157 |
| S1 |
82.996 |
83.068 |
|