ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.640 |
82.525 |
-0.115 |
-0.1% |
82.405 |
High |
82.765 |
82.615 |
-0.150 |
-0.2% |
82.945 |
Low |
82.285 |
82.250 |
-0.035 |
0.0% |
82.065 |
Close |
82.486 |
82.527 |
0.041 |
0.0% |
82.631 |
Range |
0.480 |
0.365 |
-0.115 |
-24.0% |
0.880 |
ATR |
0.603 |
0.586 |
-0.017 |
-2.8% |
0.000 |
Volume |
13,095 |
15,659 |
2,564 |
19.6% |
81,986 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.559 |
83.408 |
82.728 |
|
R3 |
83.194 |
83.043 |
82.627 |
|
R2 |
82.829 |
82.829 |
82.594 |
|
R1 |
82.678 |
82.678 |
82.560 |
82.754 |
PP |
82.464 |
82.464 |
82.464 |
82.502 |
S1 |
82.313 |
82.313 |
82.494 |
82.389 |
S2 |
82.099 |
82.099 |
82.460 |
|
S3 |
81.734 |
81.948 |
82.427 |
|
S4 |
81.369 |
81.583 |
82.326 |
|
|
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 |
82.250 |
0.695 |
0.8% |
0.432 |
0.5% |
40% |
False |
True |
15,811 |
10 |
83.610 |
82.065 |
1.545 |
1.9% |
0.625 |
0.8% |
30% |
False |
False |
19,312 |
20 |
84.245 |
82.065 |
2.180 |
2.6% |
0.590 |
0.7% |
21% |
False |
False |
20,395 |
40 |
84.245 |
81.390 |
2.855 |
3.5% |
0.596 |
0.7% |
40% |
False |
False |
22,545 |
60 |
84.245 |
81.390 |
2.855 |
3.5% |
0.604 |
0.7% |
40% |
False |
False |
17,703 |
80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.524 |
0.6% |
67% |
False |
False |
13,291 |
100 |
84.245 |
79.025 |
5.220 |
6.3% |
0.457 |
0.6% |
67% |
False |
False |
10,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.166 |
2.618 |
83.571 |
1.618 |
83.206 |
1.000 |
82.980 |
0.618 |
82.841 |
HIGH |
82.615 |
0.618 |
82.476 |
0.500 |
82.433 |
0.382 |
82.389 |
LOW |
82.250 |
0.618 |
82.024 |
1.000 |
81.885 |
1.618 |
81.659 |
2.618 |
81.294 |
4.250 |
80.699 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.496 |
82.598 |
PP |
82.464 |
82.574 |
S1 |
82.433 |
82.551 |
|