ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
84.430 |
84.000 |
-0.430 |
-0.5% |
83.820 |
High |
84.435 |
84.000 |
-0.435 |
-0.5% |
83.980 |
Low |
84.055 |
83.095 |
-0.960 |
-1.1% |
83.220 |
Close |
84.016 |
83.209 |
-0.807 |
-1.0% |
83.913 |
Range |
0.380 |
0.905 |
0.525 |
138.2% |
0.760 |
ATR |
0.406 |
0.443 |
0.037 |
9.1% |
0.000 |
Volume |
33 |
21 |
-12 |
-36.4% |
62 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.150 |
85.584 |
83.707 |
|
R3 |
85.245 |
84.679 |
83.458 |
|
R2 |
84.340 |
84.340 |
83.375 |
|
R1 |
83.774 |
83.774 |
83.292 |
83.605 |
PP |
83.435 |
83.435 |
83.435 |
83.350 |
S1 |
82.869 |
82.869 |
83.126 |
82.700 |
S2 |
82.530 |
82.530 |
83.043 |
|
S3 |
81.625 |
81.964 |
82.960 |
|
S4 |
80.720 |
81.059 |
82.711 |
|
|
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 |
83.095 |
1.515 |
1.8% |
0.404 |
0.5% |
8% |
False |
True |
39 |
10 |
84.610 |
83.095 |
1.515 |
1.8% |
0.380 |
0.5% |
8% |
False |
True |
25 |
20 |
84.610 |
81.955 |
2.655 |
3.2% |
0.345 |
0.4% |
47% |
False |
False |
27 |
40 |
84.610 |
81.745 |
2.865 |
3.4% |
0.226 |
0.3% |
51% |
False |
False |
78 |
60 |
84.610 |
80.287 |
4.323 |
5.2% |
0.151 |
0.2% |
68% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.846 |
2.618 |
86.369 |
1.618 |
85.464 |
1.000 |
84.905 |
0.618 |
84.559 |
HIGH |
84.000 |
0.618 |
83.654 |
0.500 |
83.548 |
0.382 |
83.441 |
LOW |
83.095 |
0.618 |
82.536 |
1.000 |
82.190 |
1.618 |
81.631 |
2.618 |
80.726 |
4.250 |
79.249 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
83.548 |
83.853 |
PP |
83.435 |
83.638 |
S1 |
83.322 |
83.424 |
|