ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.355 |
82.700 |
0.345 |
0.4% |
82.405 |
High |
82.865 |
82.945 |
0.080 |
0.1% |
82.945 |
Low |
82.270 |
82.500 |
0.230 |
0.3% |
82.065 |
Close |
82.710 |
82.631 |
-0.079 |
-0.1% |
82.631 |
Range |
0.595 |
0.445 |
-0.150 |
-25.2% |
0.880 |
ATR |
0.625 |
0.613 |
-0.013 |
-2.1% |
0.000 |
Volume |
17,787 |
16,660 |
-1,127 |
-6.3% |
81,986 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.027 |
83.774 |
82.876 |
|
R3 |
83.582 |
83.329 |
82.753 |
|
R2 |
83.137 |
83.137 |
82.713 |
|
R1 |
82.884 |
82.884 |
82.672 |
82.788 |
PP |
82.692 |
82.692 |
82.692 |
82.644 |
S1 |
82.439 |
82.439 |
82.590 |
82.343 |
S2 |
82.247 |
82.247 |
82.549 |
|
S3 |
81.802 |
81.994 |
82.509 |
|
S4 |
81.357 |
81.549 |
82.386 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.187 |
84.789 |
83.115 |
|
R3 |
84.307 |
83.909 |
82.873 |
|
R2 |
83.427 |
83.427 |
82.792 |
|
R1 |
83.029 |
83.029 |
82.712 |
83.228 |
PP |
82.547 |
82.547 |
82.547 |
82.647 |
S1 |
82.149 |
82.149 |
82.550 |
82.348 |
S2 |
81.667 |
81.667 |
82.470 |
|
S3 |
80.787 |
81.269 |
82.389 |
|
S4 |
79.907 |
80.389 |
82.147 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.945 |
82.065 |
0.880 |
1.1% |
0.435 |
0.5% |
64% |
True |
False |
16,397 |
10 |
83.610 |
82.065 |
1.545 |
1.9% |
0.609 |
0.7% |
37% |
False |
False |
19,307 |
20 |
84.245 |
82.065 |
2.180 |
2.6% |
0.613 |
0.7% |
26% |
False |
False |
20,726 |
40 |
84.245 |
81.390 |
2.855 |
3.5% |
0.613 |
0.7% |
43% |
False |
False |
23,235 |
60 |
84.245 |
81.390 |
2.855 |
3.5% |
0.608 |
0.7% |
43% |
False |
False |
17,227 |
80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.521 |
0.6% |
69% |
False |
False |
12,932 |
100 |
84.245 |
79.025 |
5.220 |
6.3% |
0.452 |
0.5% |
69% |
False |
False |
10,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.836 |
2.618 |
84.110 |
1.618 |
83.665 |
1.000 |
83.390 |
0.618 |
83.220 |
HIGH |
82.945 |
0.618 |
82.775 |
0.500 |
82.723 |
0.382 |
82.670 |
LOW |
82.500 |
0.618 |
82.225 |
1.000 |
82.055 |
1.618 |
81.780 |
2.618 |
81.335 |
4.250 |
80.609 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.723 |
82.623 |
PP |
82.692 |
82.615 |
S1 |
82.662 |
82.608 |
|