ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
84.135 |
83.755 |
-0.380 |
-0.5% |
83.400 |
High |
84.175 |
83.850 |
-0.325 |
-0.4% |
83.770 |
Low |
83.625 |
82.660 |
-0.965 |
-1.2% |
82.800 |
Close |
83.641 |
82.859 |
-0.782 |
-0.9% |
83.573 |
Range |
0.550 |
1.190 |
0.640 |
116.4% |
0.970 |
ATR |
0.581 |
0.624 |
0.044 |
7.5% |
0.000 |
Volume |
18,754 |
35,680 |
16,926 |
90.3% |
91,078 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.693 |
85.966 |
83.514 |
|
R3 |
85.503 |
84.776 |
83.186 |
|
R2 |
84.313 |
84.313 |
83.077 |
|
R1 |
83.586 |
83.586 |
82.968 |
83.355 |
PP |
83.123 |
83.123 |
83.123 |
83.007 |
S1 |
82.396 |
82.396 |
82.750 |
82.165 |
S2 |
81.933 |
81.933 |
82.641 |
|
S3 |
80.743 |
81.206 |
82.532 |
|
S4 |
79.553 |
80.016 |
82.205 |
|
|
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 |
82.660 |
1.585 |
1.9% |
0.667 |
0.8% |
13% |
False |
True |
23,644 |
10 |
84.245 |
82.660 |
1.585 |
1.9% |
0.606 |
0.7% |
13% |
False |
True |
21,032 |
20 |
84.245 |
81.560 |
2.685 |
3.2% |
0.613 |
0.7% |
48% |
False |
False |
22,638 |
40 |
84.245 |
81.390 |
2.855 |
3.4% |
0.624 |
0.8% |
51% |
False |
False |
20,109 |
60 |
84.245 |
79.510 |
4.735 |
5.7% |
0.547 |
0.7% |
71% |
False |
False |
13,441 |
80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.456 |
0.6% |
73% |
False |
False |
10,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.908 |
2.618 |
86.965 |
1.618 |
85.775 |
1.000 |
85.040 |
0.618 |
84.585 |
HIGH |
83.850 |
0.618 |
83.395 |
0.500 |
83.255 |
0.382 |
83.115 |
LOW |
82.660 |
0.618 |
81.925 |
1.000 |
81.470 |
1.618 |
80.735 |
2.618 |
79.545 |
4.250 |
77.603 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
83.255 |
83.453 |
PP |
83.123 |
83.255 |
S1 |
82.991 |
83.057 |
|