ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.695 |
82.445 |
-0.250 |
-0.3% |
82.640 |
High |
82.960 |
82.825 |
-0.135 |
-0.2% |
82.960 |
Low |
82.375 |
82.380 |
0.005 |
0.0% |
82.250 |
Close |
82.417 |
82.663 |
0.246 |
0.3% |
82.663 |
Range |
0.585 |
0.445 |
-0.140 |
-23.9% |
0.710 |
ATR |
0.569 |
0.560 |
-0.009 |
-1.6% |
0.000 |
Volume |
19,638 |
15,870 |
-3,768 |
-19.2% |
76,376 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.958 |
83.755 |
82.908 |
|
R3 |
83.513 |
83.310 |
82.785 |
|
R2 |
83.068 |
83.068 |
82.745 |
|
R1 |
82.865 |
82.865 |
82.704 |
82.967 |
PP |
82.623 |
82.623 |
82.623 |
82.673 |
S1 |
82.420 |
82.420 |
82.622 |
82.522 |
S2 |
82.178 |
82.178 |
82.581 |
|
S3 |
81.733 |
81.975 |
82.541 |
|
S4 |
81.288 |
81.530 |
82.418 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.754 |
84.419 |
83.054 |
|
R3 |
84.044 |
83.709 |
82.858 |
|
R2 |
83.334 |
83.334 |
82.793 |
|
R1 |
82.999 |
82.999 |
82.728 |
83.167 |
PP |
82.624 |
82.624 |
82.624 |
82.708 |
S1 |
82.289 |
82.289 |
82.598 |
82.457 |
S2 |
81.914 |
81.914 |
82.533 |
|
S3 |
81.204 |
81.579 |
82.468 |
|
S4 |
80.494 |
80.869 |
82.273 |
|
|
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% |
58% |
False |
False |
15,275 |
10 |
82.960 |
82.065 |
0.895 |
1.1% |
0.439 |
0.5% |
67% |
False |
False |
15,836 |
20 |
84.245 |
82.065 |
2.180 |
2.6% |
0.581 |
0.7% |
27% |
False |
False |
19,991 |
40 |
84.245 |
81.560 |
2.685 |
3.2% |
0.570 |
0.7% |
41% |
False |
False |
21,057 |
60 |
84.245 |
81.390 |
2.855 |
3.5% |
0.597 |
0.7% |
45% |
False |
False |
18,490 |
80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.531 |
0.6% |
70% |
False |
False |
13,880 |
100 |
84.245 |
79.025 |
5.220 |
6.3% |
0.467 |
0.6% |
70% |
False |
False |
11,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.716 |
2.618 |
83.990 |
1.618 |
83.545 |
1.000 |
83.270 |
0.618 |
83.100 |
HIGH |
82.825 |
0.618 |
82.655 |
0.500 |
82.603 |
0.382 |
82.550 |
LOW |
82.380 |
0.618 |
82.105 |
1.000 |
81.935 |
1.618 |
81.660 |
2.618 |
81.215 |
4.250 |
80.489 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.643 |
82.668 |
PP |
82.623 |
82.666 |
S1 |
82.603 |
82.665 |
|