ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.405 |
82.330 |
-0.075 |
-0.1% |
82.755 |
High |
82.625 |
82.425 |
-0.200 |
-0.2% |
83.610 |
Low |
82.125 |
82.065 |
-0.060 |
-0.1% |
82.225 |
Close |
82.304 |
82.250 |
-0.054 |
-0.1% |
82.446 |
Range |
0.500 |
0.360 |
-0.140 |
-28.0% |
1.385 |
ATR |
0.674 |
0.652 |
-0.022 |
-3.3% |
0.000 |
Volume |
15,132 |
16,553 |
1,421 |
9.4% |
111,093 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.327 |
83.148 |
82.448 |
|
R3 |
82.967 |
82.788 |
82.349 |
|
R2 |
82.607 |
82.607 |
82.316 |
|
R1 |
82.428 |
82.428 |
82.283 |
82.338 |
PP |
82.247 |
82.247 |
82.247 |
82.201 |
S1 |
82.068 |
82.068 |
82.217 |
81.978 |
S2 |
81.887 |
81.887 |
82.184 |
|
S3 |
81.527 |
81.708 |
82.151 |
|
S4 |
81.167 |
81.348 |
82.052 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.915 |
86.066 |
83.208 |
|
R3 |
85.530 |
84.681 |
82.827 |
|
R2 |
84.145 |
84.145 |
82.700 |
|
R1 |
83.296 |
83.296 |
82.573 |
83.028 |
PP |
82.760 |
82.760 |
82.760 |
82.627 |
S1 |
81.911 |
81.911 |
82.319 |
81.643 |
S2 |
81.375 |
81.375 |
82.192 |
|
S3 |
79.990 |
80.526 |
82.065 |
|
S4 |
78.605 |
79.141 |
81.684 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.610 |
82.065 |
1.545 |
1.9% |
0.817 |
1.0% |
12% |
False |
True |
22,814 |
10 |
84.175 |
82.065 |
2.110 |
2.6% |
0.718 |
0.9% |
9% |
False |
True |
23,156 |
20 |
84.245 |
82.065 |
2.180 |
2.7% |
0.621 |
0.8% |
8% |
False |
True |
21,267 |
40 |
84.245 |
81.390 |
2.855 |
3.5% |
0.623 |
0.8% |
30% |
False |
False |
23,892 |
60 |
84.245 |
81.390 |
2.855 |
3.5% |
0.602 |
0.7% |
30% |
False |
False |
16,391 |
80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.512 |
0.6% |
62% |
False |
False |
12,305 |
100 |
84.245 |
79.025 |
5.220 |
6.3% |
0.442 |
0.5% |
62% |
False |
False |
9,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.955 |
2.618 |
83.367 |
1.618 |
83.007 |
1.000 |
82.785 |
0.618 |
82.647 |
HIGH |
82.425 |
0.618 |
82.287 |
0.500 |
82.245 |
0.382 |
82.203 |
LOW |
82.065 |
0.618 |
81.843 |
1.000 |
81.705 |
1.618 |
81.483 |
2.618 |
81.123 |
4.250 |
80.535 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.248 |
82.768 |
PP |
82.247 |
82.595 |
S1 |
82.245 |
82.423 |
|