ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.700 |
82.640 |
-0.060 |
-0.1% |
82.405 |
High |
82.945 |
82.765 |
-0.180 |
-0.2% |
82.945 |
Low |
82.500 |
82.285 |
-0.215 |
-0.3% |
82.065 |
Close |
82.631 |
82.486 |
-0.145 |
-0.2% |
82.631 |
Range |
0.445 |
0.480 |
0.035 |
7.9% |
0.880 |
ATR |
0.613 |
0.603 |
-0.009 |
-1.5% |
0.000 |
Volume |
16,660 |
13,095 |
-3,565 |
-21.4% |
81,986 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.952 |
83.699 |
82.750 |
|
R3 |
83.472 |
83.219 |
82.618 |
|
R2 |
82.992 |
82.992 |
82.574 |
|
R1 |
82.739 |
82.739 |
82.530 |
82.626 |
PP |
82.512 |
82.512 |
82.512 |
82.455 |
S1 |
82.259 |
82.259 |
82.442 |
82.146 |
S2 |
82.032 |
82.032 |
82.398 |
|
S3 |
81.552 |
81.779 |
82.354 |
|
S4 |
81.072 |
81.299 |
82.222 |
|
|
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% |
0.431 |
0.5% |
48% |
False |
False |
15,989 |
10 |
83.610 |
82.065 |
1.545 |
1.9% |
0.626 |
0.8% |
27% |
False |
False |
19,220 |
20 |
84.245 |
82.065 |
2.180 |
2.6% |
0.605 |
0.7% |
19% |
False |
False |
20,600 |
40 |
84.245 |
81.390 |
2.855 |
3.5% |
0.610 |
0.7% |
38% |
False |
False |
22,854 |
60 |
84.245 |
81.390 |
2.855 |
3.5% |
0.606 |
0.7% |
38% |
False |
False |
17,443 |
80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.522 |
0.6% |
66% |
False |
False |
13,095 |
100 |
84.245 |
79.025 |
5.220 |
6.3% |
0.455 |
0.6% |
66% |
False |
False |
10,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.805 |
2.618 |
84.022 |
1.618 |
83.542 |
1.000 |
83.245 |
0.618 |
83.062 |
HIGH |
82.765 |
0.618 |
82.582 |
0.500 |
82.525 |
0.382 |
82.468 |
LOW |
82.285 |
0.618 |
81.988 |
1.000 |
81.805 |
1.618 |
81.508 |
2.618 |
81.028 |
4.250 |
80.245 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.525 |
82.608 |
PP |
82.512 |
82.567 |
S1 |
82.499 |
82.527 |
|