ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
81.255 |
81.120 |
-0.135 |
-0.2% |
81.235 |
High |
81.455 |
81.140 |
-0.315 |
-0.4% |
81.675 |
Low |
81.005 |
80.140 |
-0.865 |
-1.1% |
80.140 |
Close |
81.033 |
80.234 |
-0.799 |
-1.0% |
80.234 |
Range |
0.450 |
1.000 |
0.550 |
122.2% |
1.535 |
ATR |
0.498 |
0.534 |
0.036 |
7.2% |
0.000 |
Volume |
24,211 |
28,229 |
4,018 |
16.6% |
84,932 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.505 |
82.869 |
80.784 |
|
R3 |
82.505 |
81.869 |
80.509 |
|
R2 |
81.505 |
81.505 |
80.417 |
|
R1 |
80.869 |
80.869 |
80.326 |
80.687 |
PP |
80.505 |
80.505 |
80.505 |
80.414 |
S1 |
79.869 |
79.869 |
80.142 |
79.687 |
S2 |
79.505 |
79.505 |
80.051 |
|
S3 |
78.505 |
78.869 |
79.959 |
|
S4 |
77.505 |
77.869 |
79.684 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.288 |
84.296 |
81.078 |
|
R3 |
83.753 |
82.761 |
80.656 |
|
R2 |
82.218 |
82.218 |
80.515 |
|
R1 |
81.226 |
81.226 |
80.375 |
80.955 |
PP |
80.683 |
80.683 |
80.683 |
80.547 |
S1 |
79.691 |
79.691 |
80.093 |
79.420 |
S2 |
79.148 |
79.148 |
79.953 |
|
S3 |
77.613 |
78.156 |
79.812 |
|
S4 |
76.078 |
76.621 |
79.390 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.740 |
80.140 |
1.600 |
2.0% |
0.626 |
0.8% |
6% |
False |
True |
21,883 |
10 |
81.840 |
80.140 |
1.700 |
2.1% |
0.493 |
0.6% |
6% |
False |
True |
16,779 |
20 |
82.960 |
80.140 |
2.820 |
3.5% |
0.480 |
0.6% |
3% |
False |
True |
17,424 |
40 |
84.245 |
80.140 |
4.105 |
5.1% |
0.549 |
0.7% |
2% |
False |
True |
19,239 |
60 |
84.245 |
80.140 |
4.105 |
5.1% |
0.572 |
0.7% |
2% |
False |
True |
21,496 |
80 |
84.245 |
80.140 |
4.105 |
5.1% |
0.575 |
0.7% |
2% |
False |
True |
17,069 |
100 |
84.245 |
79.025 |
5.220 |
6.5% |
0.511 |
0.6% |
23% |
False |
False |
13,664 |
120 |
84.245 |
79.025 |
5.220 |
6.5% |
0.453 |
0.6% |
23% |
False |
False |
11,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.390 |
2.618 |
83.758 |
1.618 |
82.758 |
1.000 |
82.140 |
0.618 |
81.758 |
HIGH |
81.140 |
0.618 |
80.758 |
0.500 |
80.640 |
0.382 |
80.522 |
LOW |
80.140 |
0.618 |
79.522 |
1.000 |
79.140 |
1.618 |
78.522 |
2.618 |
77.522 |
4.250 |
75.890 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
80.640 |
80.908 |
PP |
80.505 |
80.683 |
S1 |
80.369 |
80.459 |
|