ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.595 |
82.695 |
0.100 |
0.1% |
82.405 |
High |
82.845 |
82.960 |
0.115 |
0.1% |
82.945 |
Low |
82.510 |
82.375 |
-0.135 |
-0.2% |
82.065 |
Close |
82.711 |
82.417 |
-0.294 |
-0.4% |
82.631 |
Range |
0.335 |
0.585 |
0.250 |
74.6% |
0.880 |
ATR |
0.568 |
0.569 |
0.001 |
0.2% |
0.000 |
Volume |
12,114 |
19,638 |
7,524 |
62.1% |
81,986 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.339 |
83.963 |
82.739 |
|
R3 |
83.754 |
83.378 |
82.578 |
|
R2 |
83.169 |
83.169 |
82.524 |
|
R1 |
82.793 |
82.793 |
82.471 |
82.689 |
PP |
82.584 |
82.584 |
82.584 |
82.532 |
S1 |
82.208 |
82.208 |
82.363 |
82.104 |
S2 |
81.999 |
81.999 |
82.310 |
|
S3 |
81.414 |
81.623 |
82.256 |
|
S4 |
80.829 |
81.038 |
82.095 |
|
|
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 |
82.960 |
82.250 |
0.710 |
0.9% |
0.442 |
0.5% |
24% |
True |
False |
15,433 |
10 |
83.470 |
82.065 |
1.405 |
1.7% |
0.505 |
0.6% |
25% |
False |
False |
16,692 |
20 |
84.245 |
82.065 |
2.180 |
2.6% |
0.593 |
0.7% |
16% |
False |
False |
20,307 |
40 |
84.245 |
81.560 |
2.685 |
3.3% |
0.582 |
0.7% |
32% |
False |
False |
21,402 |
60 |
84.245 |
81.390 |
2.855 |
3.5% |
0.597 |
0.7% |
36% |
False |
False |
18,230 |
80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.528 |
0.6% |
65% |
False |
False |
13,683 |
100 |
84.245 |
79.025 |
5.220 |
6.3% |
0.463 |
0.6% |
65% |
False |
False |
10,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.446 |
2.618 |
84.492 |
1.618 |
83.907 |
1.000 |
83.545 |
0.618 |
83.322 |
HIGH |
82.960 |
0.618 |
82.737 |
0.500 |
82.668 |
0.382 |
82.598 |
LOW |
82.375 |
0.618 |
82.013 |
1.000 |
81.790 |
1.618 |
81.428 |
2.618 |
80.843 |
4.250 |
79.889 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.668 |
82.605 |
PP |
82.584 |
82.542 |
S1 |
82.501 |
82.480 |
|