ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.375 |
82.355 |
-0.020 |
0.0% |
82.755 |
High |
82.570 |
82.865 |
0.295 |
0.4% |
83.610 |
Low |
82.295 |
82.270 |
-0.025 |
0.0% |
82.225 |
Close |
82.439 |
82.710 |
0.271 |
0.3% |
82.446 |
Range |
0.275 |
0.595 |
0.320 |
116.4% |
1.385 |
ATR |
0.628 |
0.625 |
-0.002 |
-0.4% |
0.000 |
Volume |
15,854 |
17,787 |
1,933 |
12.2% |
111,093 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.400 |
84.150 |
83.037 |
|
R3 |
83.805 |
83.555 |
82.874 |
|
R2 |
83.210 |
83.210 |
82.819 |
|
R1 |
82.960 |
82.960 |
82.765 |
83.085 |
PP |
82.615 |
82.615 |
82.615 |
82.678 |
S1 |
82.365 |
82.365 |
82.655 |
82.490 |
S2 |
82.020 |
82.020 |
82.601 |
|
S3 |
81.425 |
81.770 |
82.546 |
|
S4 |
80.830 |
81.175 |
82.383 |
|
|
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 |
83.470 |
82.065 |
1.405 |
1.7% |
0.568 |
0.7% |
46% |
False |
False |
17,951 |
10 |
83.610 |
82.065 |
1.545 |
1.9% |
0.631 |
0.8% |
42% |
False |
False |
21,077 |
20 |
84.245 |
82.065 |
2.180 |
2.6% |
0.619 |
0.7% |
30% |
False |
False |
21,054 |
40 |
84.245 |
81.390 |
2.855 |
3.5% |
0.617 |
0.7% |
46% |
False |
False |
23,532 |
60 |
84.245 |
81.390 |
2.855 |
3.5% |
0.607 |
0.7% |
46% |
False |
False |
16,950 |
80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.518 |
0.6% |
71% |
False |
False |
12,724 |
100 |
84.245 |
79.025 |
5.220 |
6.3% |
0.448 |
0.5% |
71% |
False |
False |
10,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.394 |
2.618 |
84.423 |
1.618 |
83.828 |
1.000 |
83.460 |
0.618 |
83.233 |
HIGH |
82.865 |
0.618 |
82.638 |
0.500 |
82.568 |
0.382 |
82.497 |
LOW |
82.270 |
0.618 |
81.902 |
1.000 |
81.675 |
1.618 |
81.307 |
2.618 |
80.712 |
4.250 |
79.741 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.663 |
82.628 |
PP |
82.615 |
82.547 |
S1 |
82.568 |
82.465 |
|