ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 25-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
83.835 |
84.135 |
0.300 |
0.4% |
83.400 |
High |
84.245 |
84.175 |
-0.070 |
-0.1% |
83.770 |
Low |
83.760 |
83.625 |
-0.135 |
-0.2% |
82.800 |
Close |
84.145 |
83.641 |
-0.504 |
-0.6% |
83.573 |
Range |
0.485 |
0.550 |
0.065 |
13.4% |
0.970 |
ATR |
0.583 |
0.581 |
-0.002 |
-0.4% |
0.000 |
Volume |
18,639 |
18,754 |
115 |
0.6% |
91,078 |
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.464 |
85.102 |
83.944 |
|
R3 |
84.914 |
84.552 |
83.792 |
|
R2 |
84.364 |
84.364 |
83.742 |
|
R1 |
84.002 |
84.002 |
83.691 |
83.908 |
PP |
83.814 |
83.814 |
83.814 |
83.767 |
S1 |
83.452 |
83.452 |
83.591 |
83.358 |
S2 |
83.264 |
83.264 |
83.540 |
|
S3 |
82.714 |
82.902 |
83.490 |
|
S4 |
82.164 |
82.352 |
83.339 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.291 |
85.902 |
84.107 |
|
R3 |
85.321 |
84.932 |
83.840 |
|
R2 |
84.351 |
84.351 |
83.751 |
|
R1 |
83.962 |
83.962 |
83.662 |
84.157 |
PP |
83.381 |
83.381 |
83.381 |
83.478 |
S1 |
82.992 |
82.992 |
83.484 |
83.187 |
S2 |
82.411 |
82.411 |
83.395 |
|
S3 |
81.441 |
82.022 |
83.306 |
|
S4 |
80.471 |
81.052 |
83.040 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.245 |
82.800 |
1.445 |
1.7% |
0.520 |
0.6% |
58% |
False |
False |
20,294 |
10 |
84.245 |
82.800 |
1.445 |
1.7% |
0.528 |
0.6% |
58% |
False |
False |
19,348 |
20 |
84.245 |
81.560 |
2.685 |
3.2% |
0.575 |
0.7% |
78% |
False |
False |
21,829 |
40 |
84.245 |
81.390 |
2.855 |
3.4% |
0.609 |
0.7% |
79% |
False |
False |
19,229 |
60 |
84.245 |
79.510 |
4.735 |
5.7% |
0.527 |
0.6% |
87% |
False |
False |
12,847 |
80 |
84.245 |
79.025 |
5.220 |
6.2% |
0.445 |
0.5% |
88% |
False |
False |
9,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.513 |
2.618 |
85.615 |
1.618 |
85.065 |
1.000 |
84.725 |
0.618 |
84.515 |
HIGH |
84.175 |
0.618 |
83.965 |
0.500 |
83.900 |
0.382 |
83.835 |
LOW |
83.625 |
0.618 |
83.285 |
1.000 |
83.075 |
1.618 |
82.735 |
2.618 |
82.185 |
4.250 |
81.288 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
83.900 |
83.935 |
PP |
83.814 |
83.837 |
S1 |
83.727 |
83.739 |
|