ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
82.930 |
82.755 |
-0.175 |
-0.2% |
83.750 |
High |
83.065 |
83.045 |
-0.020 |
0.0% |
84.245 |
Low |
82.400 |
82.730 |
0.330 |
0.4% |
82.400 |
Close |
82.765 |
82.868 |
0.103 |
0.1% |
82.765 |
Range |
0.665 |
0.315 |
-0.350 |
-52.6% |
1.845 |
ATR |
0.627 |
0.605 |
-0.022 |
-3.6% |
0.000 |
Volume |
34,353 |
13,967 |
-20,386 |
-59.3% |
130,374 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.826 |
83.662 |
83.041 |
|
R3 |
83.511 |
83.347 |
82.955 |
|
R2 |
83.196 |
83.196 |
82.926 |
|
R1 |
83.032 |
83.032 |
82.897 |
83.114 |
PP |
82.881 |
82.881 |
82.881 |
82.922 |
S1 |
82.717 |
82.717 |
82.839 |
82.799 |
S2 |
82.566 |
82.566 |
82.810 |
|
S3 |
82.251 |
82.402 |
82.781 |
|
S4 |
81.936 |
82.087 |
82.695 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.672 |
87.563 |
83.780 |
|
R3 |
86.827 |
85.718 |
83.272 |
|
R2 |
84.982 |
84.982 |
83.103 |
|
R1 |
83.873 |
83.873 |
82.934 |
83.505 |
PP |
83.137 |
83.137 |
83.137 |
82.953 |
S1 |
82.028 |
82.028 |
82.596 |
81.660 |
S2 |
81.292 |
81.292 |
82.427 |
|
S3 |
79.447 |
80.183 |
82.258 |
|
S4 |
77.602 |
78.338 |
81.750 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.245 |
82.400 |
1.845 |
2.2% |
0.641 |
0.8% |
25% |
False |
False |
24,278 |
10 |
84.245 |
82.400 |
1.845 |
2.2% |
0.585 |
0.7% |
25% |
False |
False |
21,979 |
20 |
84.245 |
81.655 |
2.590 |
3.1% |
0.562 |
0.7% |
47% |
False |
False |
21,471 |
40 |
84.245 |
81.390 |
2.855 |
3.4% |
0.617 |
0.7% |
52% |
False |
False |
21,297 |
60 |
84.245 |
79.995 |
4.250 |
5.1% |
0.554 |
0.7% |
68% |
False |
False |
14,247 |
80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.466 |
0.6% |
74% |
False |
False |
10,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.384 |
2.618 |
83.870 |
1.618 |
83.555 |
1.000 |
83.360 |
0.618 |
83.240 |
HIGH |
83.045 |
0.618 |
82.925 |
0.500 |
82.888 |
0.382 |
82.850 |
LOW |
82.730 |
0.618 |
82.535 |
1.000 |
82.415 |
1.618 |
82.220 |
2.618 |
81.905 |
4.250 |
81.391 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
82.888 |
83.125 |
PP |
82.881 |
83.039 |
S1 |
82.875 |
82.954 |
|