ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.485 |
81.900 |
-0.585 |
-0.7% |
82.640 |
High |
82.510 |
82.135 |
-0.375 |
-0.5% |
82.960 |
Low |
81.805 |
81.470 |
-0.335 |
-0.4% |
82.250 |
Close |
81.920 |
81.497 |
-0.423 |
-0.5% |
82.663 |
Range |
0.705 |
0.665 |
-0.040 |
-5.7% |
0.710 |
ATR |
0.556 |
0.563 |
0.008 |
1.4% |
0.000 |
Volume |
27,408 |
26,964 |
-444 |
-1.6% |
76,376 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.696 |
83.261 |
81.863 |
|
R3 |
83.031 |
82.596 |
81.680 |
|
R2 |
82.366 |
82.366 |
81.619 |
|
R1 |
81.931 |
81.931 |
81.558 |
81.816 |
PP |
81.701 |
81.701 |
81.701 |
81.643 |
S1 |
81.266 |
81.266 |
81.436 |
81.151 |
S2 |
81.036 |
81.036 |
81.375 |
|
S3 |
80.371 |
80.601 |
81.314 |
|
S4 |
79.706 |
79.936 |
81.131 |
|
|
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 |
81.470 |
1.490 |
1.8% |
0.546 |
0.7% |
2% |
False |
True |
20,191 |
10 |
82.960 |
81.470 |
1.490 |
1.8% |
0.495 |
0.6% |
2% |
False |
True |
17,627 |
20 |
83.850 |
81.470 |
2.380 |
2.9% |
0.593 |
0.7% |
1% |
False |
True |
20,246 |
40 |
84.245 |
81.470 |
2.775 |
3.4% |
0.584 |
0.7% |
1% |
False |
True |
21,038 |
60 |
84.245 |
81.390 |
2.855 |
3.5% |
0.603 |
0.7% |
4% |
False |
False |
19,568 |
80 |
84.245 |
79.510 |
4.735 |
5.8% |
0.543 |
0.7% |
42% |
False |
False |
14,697 |
100 |
84.245 |
79.025 |
5.220 |
6.4% |
0.475 |
0.6% |
47% |
False |
False |
11,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.961 |
2.618 |
83.876 |
1.618 |
83.211 |
1.000 |
82.800 |
0.618 |
82.546 |
HIGH |
82.135 |
0.618 |
81.881 |
0.500 |
81.803 |
0.382 |
81.724 |
LOW |
81.470 |
0.618 |
81.059 |
1.000 |
80.805 |
1.618 |
80.394 |
2.618 |
79.729 |
4.250 |
78.644 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
81.803 |
82.118 |
PP |
81.701 |
81.911 |
S1 |
81.599 |
81.704 |
|