ICE US Dollar Index Future September 2012
Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
79.860 |
79.665 |
-0.195 |
-0.2% |
81.235 |
High |
79.990 |
80.075 |
0.085 |
0.1% |
81.675 |
Low |
79.500 |
79.150 |
-0.350 |
-0.4% |
80.140 |
Close |
79.723 |
79.237 |
-0.486 |
-0.6% |
80.234 |
Range |
0.490 |
0.925 |
0.435 |
88.8% |
1.535 |
ATR |
0.517 |
0.546 |
0.029 |
5.6% |
0.000 |
Volume |
35,295 |
29,551 |
-5,744 |
-16.3% |
84,932 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.262 |
81.675 |
79.746 |
|
R3 |
81.337 |
80.750 |
79.491 |
|
R2 |
80.412 |
80.412 |
79.407 |
|
R1 |
79.825 |
79.825 |
79.322 |
79.656 |
PP |
79.487 |
79.487 |
79.487 |
79.403 |
S1 |
78.900 |
78.900 |
79.152 |
78.731 |
S2 |
78.562 |
78.562 |
79.067 |
|
S3 |
77.637 |
77.975 |
78.983 |
|
S4 |
76.712 |
77.050 |
78.728 |
|
|
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 |
81.140 |
79.150 |
1.990 |
2.5% |
0.650 |
0.8% |
4% |
False |
True |
26,780 |
10 |
81.780 |
79.150 |
2.630 |
3.3% |
0.575 |
0.7% |
3% |
False |
True |
22,458 |
20 |
82.960 |
79.150 |
3.810 |
4.8% |
0.511 |
0.6% |
2% |
False |
True |
19,831 |
40 |
84.245 |
79.150 |
5.095 |
6.4% |
0.549 |
0.7% |
2% |
False |
True |
20,052 |
60 |
84.245 |
79.150 |
5.095 |
6.4% |
0.558 |
0.7% |
2% |
False |
True |
21,259 |
80 |
84.245 |
79.150 |
5.095 |
6.4% |
0.577 |
0.7% |
2% |
False |
True |
18,385 |
100 |
84.245 |
79.025 |
5.220 |
6.6% |
0.521 |
0.7% |
4% |
False |
False |
14,719 |
120 |
84.245 |
79.025 |
5.220 |
6.6% |
0.466 |
0.6% |
4% |
False |
False |
12,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.006 |
2.618 |
82.497 |
1.618 |
81.572 |
1.000 |
81.000 |
0.618 |
80.647 |
HIGH |
80.075 |
0.618 |
79.722 |
0.500 |
79.613 |
0.382 |
79.503 |
LOW |
79.150 |
0.618 |
78.578 |
1.000 |
78.225 |
1.618 |
77.653 |
2.618 |
76.728 |
4.250 |
75.219 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
79.613 |
79.760 |
PP |
79.487 |
79.586 |
S1 |
79.362 |
79.411 |
|