ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
84.150 |
84.500 |
0.350 |
0.4% |
83.820 |
High |
84.465 |
84.610 |
0.145 |
0.2% |
83.980 |
Low |
84.030 |
84.500 |
0.470 |
0.6% |
83.220 |
Close |
84.185 |
84.515 |
0.330 |
0.4% |
83.913 |
Range |
0.435 |
0.110 |
-0.325 |
-74.7% |
0.760 |
ATR |
0.400 |
0.402 |
0.002 |
0.4% |
0.000 |
Volume |
10 |
113 |
103 |
1,030.0% |
62 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.872 |
84.803 |
84.576 |
|
R3 |
84.762 |
84.693 |
84.545 |
|
R2 |
84.652 |
84.652 |
84.535 |
|
R1 |
84.583 |
84.583 |
84.525 |
84.618 |
PP |
84.542 |
84.542 |
84.542 |
84.559 |
S1 |
84.473 |
84.473 |
84.505 |
84.508 |
S2 |
84.432 |
84.432 |
84.495 |
|
S3 |
84.322 |
84.363 |
84.485 |
|
S4 |
84.212 |
84.253 |
84.455 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.984 |
85.709 |
84.331 |
|
R3 |
85.224 |
84.949 |
84.122 |
|
R2 |
84.464 |
84.464 |
84.052 |
|
R1 |
84.189 |
84.189 |
83.983 |
84.327 |
PP |
83.704 |
83.704 |
83.704 |
83.773 |
S1 |
83.429 |
83.429 |
83.843 |
83.567 |
S2 |
82.944 |
82.944 |
83.774 |
|
S3 |
82.184 |
82.669 |
83.704 |
|
S4 |
81.424 |
81.909 |
83.495 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.610 |
83.220 |
1.390 |
1.6% |
0.226 |
0.3% |
93% |
True |
False |
32 |
10 |
84.610 |
83.220 |
1.390 |
1.6% |
0.287 |
0.3% |
93% |
True |
False |
21 |
20 |
84.610 |
81.955 |
2.655 |
3.1% |
0.283 |
0.3% |
96% |
True |
False |
24 |
40 |
84.610 |
81.745 |
2.865 |
3.4% |
0.194 |
0.2% |
97% |
True |
False |
77 |
60 |
84.610 |
79.901 |
4.709 |
5.6% |
0.129 |
0.2% |
98% |
True |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.078 |
2.618 |
84.898 |
1.618 |
84.788 |
1.000 |
84.720 |
0.618 |
84.678 |
HIGH |
84.610 |
0.618 |
84.568 |
0.500 |
84.555 |
0.382 |
84.542 |
LOW |
84.500 |
0.618 |
84.432 |
1.000 |
84.390 |
1.618 |
84.322 |
2.618 |
84.212 |
4.250 |
84.033 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
84.555 |
84.410 |
PP |
84.542 |
84.305 |
S1 |
84.528 |
84.200 |
|