ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 27-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
84.000 |
83.450 |
-0.550 |
-0.7% |
84.150 |
High |
84.000 |
83.450 |
-0.550 |
-0.7% |
84.610 |
Low |
83.095 |
82.825 |
-0.270 |
-0.3% |
82.825 |
Close |
83.209 |
83.115 |
-0.094 |
-0.1% |
83.115 |
Range |
0.905 |
0.625 |
-0.280 |
-30.9% |
1.785 |
ATR |
0.443 |
0.456 |
0.013 |
2.9% |
0.000 |
Volume |
21 |
165 |
144 |
685.7% |
342 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.005 |
84.685 |
83.459 |
|
R3 |
84.380 |
84.060 |
83.287 |
|
R2 |
83.755 |
83.755 |
83.230 |
|
R1 |
83.435 |
83.435 |
83.172 |
83.283 |
PP |
83.130 |
83.130 |
83.130 |
83.054 |
S1 |
82.810 |
82.810 |
83.058 |
82.658 |
S2 |
82.505 |
82.505 |
83.000 |
|
S3 |
81.880 |
82.185 |
82.943 |
|
S4 |
81.255 |
81.560 |
82.771 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.872 |
87.778 |
84.097 |
|
R3 |
87.087 |
85.993 |
83.606 |
|
R2 |
85.302 |
85.302 |
83.442 |
|
R1 |
84.208 |
84.208 |
83.279 |
83.863 |
PP |
83.517 |
83.517 |
83.517 |
83.344 |
S1 |
82.423 |
82.423 |
82.951 |
82.078 |
S2 |
81.732 |
81.732 |
82.788 |
|
S3 |
79.947 |
80.638 |
82.624 |
|
S4 |
78.162 |
78.853 |
82.133 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.610 |
82.825 |
1.785 |
2.1% |
0.491 |
0.6% |
16% |
False |
True |
68 |
10 |
84.610 |
82.825 |
1.785 |
2.1% |
0.389 |
0.5% |
16% |
False |
True |
40 |
20 |
84.610 |
82.135 |
2.475 |
3.0% |
0.338 |
0.4% |
40% |
False |
False |
35 |
40 |
84.610 |
81.745 |
2.865 |
3.4% |
0.242 |
0.3% |
48% |
False |
False |
82 |
60 |
84.610 |
80.425 |
4.185 |
5.0% |
0.161 |
0.2% |
64% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.106 |
2.618 |
85.086 |
1.618 |
84.461 |
1.000 |
84.075 |
0.618 |
83.836 |
HIGH |
83.450 |
0.618 |
83.211 |
0.500 |
83.138 |
0.382 |
83.064 |
LOW |
82.825 |
0.618 |
82.439 |
1.000 |
82.200 |
1.618 |
81.814 |
2.618 |
81.189 |
4.250 |
80.169 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
83.138 |
83.630 |
PP |
83.130 |
83.458 |
S1 |
83.123 |
83.287 |
|