ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 29-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
81.700 |
81.365 |
-0.335 |
-0.4% |
82.560 |
High |
81.840 |
81.605 |
-0.235 |
-0.3% |
82.765 |
Low |
81.275 |
81.350 |
0.075 |
0.1% |
81.220 |
Close |
81.381 |
81.564 |
0.183 |
0.2% |
81.603 |
Range |
0.565 |
0.255 |
-0.310 |
-54.9% |
1.545 |
ATR |
0.516 |
0.498 |
-0.019 |
-3.6% |
0.000 |
Volume |
12,832 |
11,040 |
-1,792 |
-14.0% |
103,148 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.271 |
82.173 |
81.704 |
|
R3 |
82.016 |
81.918 |
81.634 |
|
R2 |
81.761 |
81.761 |
81.611 |
|
R1 |
81.663 |
81.663 |
81.587 |
81.712 |
PP |
81.506 |
81.506 |
81.506 |
81.531 |
S1 |
81.408 |
81.408 |
81.541 |
81.457 |
S2 |
81.251 |
81.251 |
81.517 |
|
S3 |
80.996 |
81.153 |
81.494 |
|
S4 |
80.741 |
80.898 |
81.424 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.498 |
85.595 |
82.453 |
|
R3 |
84.953 |
84.050 |
82.028 |
|
R2 |
83.408 |
83.408 |
81.886 |
|
R1 |
82.505 |
82.505 |
81.745 |
82.184 |
PP |
81.863 |
81.863 |
81.863 |
81.702 |
S1 |
80.960 |
80.960 |
81.461 |
80.639 |
S2 |
80.318 |
80.318 |
81.320 |
|
S3 |
78.773 |
79.415 |
81.178 |
|
S4 |
77.228 |
77.870 |
80.753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.840 |
81.220 |
0.620 |
0.8% |
0.349 |
0.4% |
55% |
False |
False |
14,218 |
10 |
82.960 |
81.220 |
1.740 |
2.1% |
0.448 |
0.5% |
20% |
False |
False |
17,205 |
20 |
83.610 |
81.220 |
2.390 |
2.9% |
0.516 |
0.6% |
14% |
False |
False |
17,862 |
40 |
84.245 |
81.220 |
3.025 |
3.7% |
0.547 |
0.7% |
11% |
False |
False |
19,734 |
60 |
84.245 |
81.220 |
3.025 |
3.7% |
0.581 |
0.7% |
11% |
False |
False |
20,665 |
80 |
84.245 |
80.320 |
3.925 |
4.8% |
0.552 |
0.7% |
32% |
False |
False |
15,584 |
100 |
84.245 |
79.025 |
5.220 |
6.4% |
0.486 |
0.6% |
49% |
False |
False |
12,476 |
120 |
84.245 |
79.025 |
5.220 |
6.4% |
0.427 |
0.5% |
49% |
False |
False |
10,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.689 |
2.618 |
82.273 |
1.618 |
82.018 |
1.000 |
81.860 |
0.618 |
81.763 |
HIGH |
81.605 |
0.618 |
81.508 |
0.500 |
81.478 |
0.382 |
81.447 |
LOW |
81.350 |
0.618 |
81.192 |
1.000 |
81.095 |
1.618 |
80.937 |
2.618 |
80.682 |
4.250 |
80.266 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
81.535 |
81.562 |
PP |
81.506 |
81.560 |
S1 |
81.478 |
81.558 |
|