ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 10-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
81.120 |
80.185 |
-0.935 |
-1.2% |
81.235 |
High |
81.140 |
80.400 |
-0.740 |
-0.9% |
81.675 |
Low |
80.140 |
80.170 |
0.030 |
0.0% |
80.140 |
Close |
80.234 |
80.343 |
0.109 |
0.1% |
80.234 |
Range |
1.000 |
0.230 |
-0.770 |
-77.0% |
1.535 |
ATR |
0.534 |
0.512 |
-0.022 |
-4.1% |
0.000 |
Volume |
28,229 |
20,647 |
-7,582 |
-26.9% |
84,932 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.994 |
80.899 |
80.470 |
|
R3 |
80.764 |
80.669 |
80.406 |
|
R2 |
80.534 |
80.534 |
80.385 |
|
R1 |
80.439 |
80.439 |
80.364 |
80.487 |
PP |
80.304 |
80.304 |
80.304 |
80.328 |
S1 |
80.209 |
80.209 |
80.322 |
80.257 |
S2 |
80.074 |
80.074 |
80.301 |
|
S3 |
79.844 |
79.979 |
80.280 |
|
S4 |
79.614 |
79.749 |
80.217 |
|
|
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 |
81.675 |
80.140 |
1.535 |
1.9% |
0.516 |
0.6% |
13% |
False |
False |
21,115 |
10 |
81.840 |
80.140 |
1.700 |
2.1% |
0.478 |
0.6% |
12% |
False |
False |
17,295 |
20 |
82.960 |
80.140 |
2.820 |
3.5% |
0.469 |
0.6% |
7% |
False |
False |
17,623 |
40 |
84.245 |
80.140 |
4.105 |
5.1% |
0.541 |
0.7% |
5% |
False |
False |
19,175 |
60 |
84.245 |
80.140 |
4.105 |
5.1% |
0.565 |
0.7% |
5% |
False |
False |
21,365 |
80 |
84.245 |
80.140 |
4.105 |
5.1% |
0.573 |
0.7% |
5% |
False |
False |
17,326 |
100 |
84.245 |
79.025 |
5.220 |
6.5% |
0.510 |
0.6% |
25% |
False |
False |
13,870 |
120 |
84.245 |
79.025 |
5.220 |
6.5% |
0.455 |
0.6% |
25% |
False |
False |
11,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.378 |
2.618 |
81.002 |
1.618 |
80.772 |
1.000 |
80.630 |
0.618 |
80.542 |
HIGH |
80.400 |
0.618 |
80.312 |
0.500 |
80.285 |
0.382 |
80.258 |
LOW |
80.170 |
0.618 |
80.028 |
1.000 |
79.940 |
1.618 |
79.798 |
2.618 |
79.568 |
4.250 |
79.193 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
80.324 |
80.798 |
PP |
80.304 |
80.646 |
S1 |
80.285 |
80.495 |
|