ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 12-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
80.360 |
79.860 |
-0.500 |
-0.6% |
81.235 |
High |
80.370 |
79.990 |
-0.380 |
-0.5% |
81.675 |
Low |
79.765 |
79.500 |
-0.265 |
-0.3% |
80.140 |
Close |
79.836 |
79.723 |
-0.113 |
-0.1% |
80.234 |
Range |
0.605 |
0.490 |
-0.115 |
-19.0% |
1.535 |
ATR |
0.519 |
0.517 |
-0.002 |
-0.4% |
0.000 |
Volume |
20,179 |
35,295 |
15,116 |
74.9% |
84,932 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.208 |
80.955 |
79.993 |
|
R3 |
80.718 |
80.465 |
79.858 |
|
R2 |
80.228 |
80.228 |
79.813 |
|
R1 |
79.975 |
79.975 |
79.768 |
79.857 |
PP |
79.738 |
79.738 |
79.738 |
79.678 |
S1 |
79.485 |
79.485 |
79.678 |
79.367 |
S2 |
79.248 |
79.248 |
79.633 |
|
S3 |
78.758 |
78.995 |
79.588 |
|
S4 |
78.268 |
78.505 |
79.454 |
|
|
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 |
81.455 |
79.500 |
1.955 |
2.5% |
0.555 |
0.7% |
11% |
False |
True |
25,712 |
10 |
81.780 |
79.500 |
2.280 |
2.9% |
0.508 |
0.6% |
10% |
False |
True |
20,607 |
20 |
82.960 |
79.500 |
3.460 |
4.3% |
0.482 |
0.6% |
6% |
False |
True |
18,959 |
40 |
84.245 |
79.500 |
4.745 |
6.0% |
0.536 |
0.7% |
5% |
False |
True |
19,677 |
60 |
84.245 |
79.500 |
4.745 |
6.0% |
0.558 |
0.7% |
5% |
False |
True |
21,350 |
80 |
84.245 |
79.500 |
4.745 |
6.0% |
0.574 |
0.7% |
5% |
False |
True |
18,017 |
100 |
84.245 |
79.025 |
5.220 |
6.5% |
0.516 |
0.6% |
13% |
False |
False |
14,425 |
120 |
84.245 |
79.025 |
5.220 |
6.5% |
0.461 |
0.6% |
13% |
False |
False |
12,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.073 |
2.618 |
81.273 |
1.618 |
80.783 |
1.000 |
80.480 |
0.618 |
80.293 |
HIGH |
79.990 |
0.618 |
79.803 |
0.500 |
79.745 |
0.382 |
79.687 |
LOW |
79.500 |
0.618 |
79.197 |
1.000 |
79.010 |
1.618 |
78.707 |
2.618 |
78.217 |
4.250 |
77.418 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
79.745 |
79.950 |
PP |
79.738 |
79.874 |
S1 |
79.730 |
79.799 |
|