ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 08-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.330 |
82.375 |
0.045 |
0.1% |
82.755 |
High |
82.425 |
82.570 |
0.145 |
0.2% |
83.610 |
Low |
82.065 |
82.295 |
0.230 |
0.3% |
82.225 |
Close |
82.250 |
82.439 |
0.189 |
0.2% |
82.446 |
Range |
0.360 |
0.275 |
-0.085 |
-23.6% |
1.385 |
ATR |
0.652 |
0.628 |
-0.024 |
-3.6% |
0.000 |
Volume |
16,553 |
15,854 |
-699 |
-4.2% |
111,093 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.260 |
83.124 |
82.590 |
|
R3 |
82.985 |
82.849 |
82.515 |
|
R2 |
82.710 |
82.710 |
82.489 |
|
R1 |
82.574 |
82.574 |
82.464 |
82.642 |
PP |
82.435 |
82.435 |
82.435 |
82.469 |
S1 |
82.299 |
82.299 |
82.414 |
82.367 |
S2 |
82.160 |
82.160 |
82.389 |
|
S3 |
81.885 |
82.024 |
82.363 |
|
S4 |
81.610 |
81.749 |
82.288 |
|
|
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% |
0.726 |
0.9% |
24% |
False |
False |
21,977 |
10 |
83.850 |
82.065 |
1.785 |
2.2% |
0.691 |
0.8% |
21% |
False |
False |
22,866 |
20 |
84.245 |
82.065 |
2.180 |
2.6% |
0.609 |
0.7% |
17% |
False |
False |
21,107 |
40 |
84.245 |
81.390 |
2.855 |
3.5% |
0.620 |
0.8% |
37% |
False |
False |
23,713 |
60 |
84.245 |
81.390 |
2.855 |
3.5% |
0.601 |
0.7% |
37% |
False |
False |
16,655 |
80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.512 |
0.6% |
65% |
False |
False |
12,502 |
100 |
84.245 |
79.025 |
5.220 |
6.3% |
0.445 |
0.5% |
65% |
False |
False |
10,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.739 |
2.618 |
83.290 |
1.618 |
83.015 |
1.000 |
82.845 |
0.618 |
82.740 |
HIGH |
82.570 |
0.618 |
82.465 |
0.500 |
82.433 |
0.382 |
82.400 |
LOW |
82.295 |
0.618 |
82.125 |
1.000 |
82.020 |
1.618 |
81.850 |
2.618 |
81.575 |
4.250 |
81.126 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.437 |
82.408 |
PP |
82.435 |
82.376 |
S1 |
82.433 |
82.345 |
|