ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
82.755 |
82.865 |
0.110 |
0.1% |
83.750 |
High |
83.045 |
82.935 |
-0.110 |
-0.1% |
84.245 |
Low |
82.730 |
82.560 |
-0.170 |
-0.2% |
82.400 |
Close |
82.868 |
82.710 |
-0.158 |
-0.2% |
82.765 |
Range |
0.315 |
0.375 |
0.060 |
19.0% |
1.845 |
ATR |
0.605 |
0.589 |
-0.016 |
-2.7% |
0.000 |
Volume |
13,967 |
14,739 |
772 |
5.5% |
130,374 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.860 |
83.660 |
82.916 |
|
R3 |
83.485 |
83.285 |
82.813 |
|
R2 |
83.110 |
83.110 |
82.779 |
|
R1 |
82.910 |
82.910 |
82.744 |
82.823 |
PP |
82.735 |
82.735 |
82.735 |
82.691 |
S1 |
82.535 |
82.535 |
82.676 |
82.448 |
S2 |
82.360 |
82.360 |
82.641 |
|
S3 |
81.985 |
82.160 |
82.607 |
|
S4 |
81.610 |
81.785 |
82.504 |
|
|
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 |
84.175 |
82.400 |
1.775 |
2.1% |
0.619 |
0.7% |
17% |
False |
False |
23,498 |
10 |
84.245 |
82.400 |
1.845 |
2.2% |
0.556 |
0.7% |
17% |
False |
False |
21,478 |
20 |
84.245 |
81.815 |
2.430 |
2.9% |
0.558 |
0.7% |
37% |
False |
False |
21,355 |
40 |
84.245 |
81.390 |
2.855 |
3.5% |
0.612 |
0.7% |
46% |
False |
False |
21,641 |
60 |
84.245 |
80.190 |
4.055 |
4.9% |
0.555 |
0.7% |
62% |
False |
False |
14,492 |
80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.469 |
0.6% |
71% |
False |
False |
10,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.529 |
2.618 |
83.917 |
1.618 |
83.542 |
1.000 |
83.310 |
0.618 |
83.167 |
HIGH |
82.935 |
0.618 |
82.792 |
0.500 |
82.748 |
0.382 |
82.703 |
LOW |
82.560 |
0.618 |
82.328 |
1.000 |
82.185 |
1.618 |
81.953 |
2.618 |
81.578 |
4.250 |
80.966 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
82.748 |
82.733 |
PP |
82.735 |
82.725 |
S1 |
82.723 |
82.718 |
|