ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
83.450 |
83.380 |
-0.070 |
-0.1% |
84.150 |
High |
83.450 |
83.380 |
-0.070 |
-0.1% |
84.610 |
Low |
82.825 |
83.280 |
0.455 |
0.5% |
82.825 |
Close |
83.115 |
83.218 |
0.103 |
0.1% |
83.115 |
Range |
0.625 |
0.100 |
-0.525 |
-84.0% |
1.785 |
ATR |
0.456 |
0.442 |
-0.014 |
-3.0% |
0.000 |
Volume |
165 |
22 |
-143 |
-86.7% |
342 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.593 |
83.505 |
83.273 |
|
R3 |
83.493 |
83.405 |
83.246 |
|
R2 |
83.393 |
83.393 |
83.236 |
|
R1 |
83.305 |
83.305 |
83.227 |
83.299 |
PP |
83.293 |
83.293 |
83.293 |
83.290 |
S1 |
83.205 |
83.205 |
83.209 |
83.199 |
S2 |
83.193 |
83.193 |
83.200 |
|
S3 |
83.093 |
83.105 |
83.191 |
|
S4 |
82.993 |
83.005 |
83.163 |
|
|
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% |
0.424 |
0.5% |
22% |
False |
False |
70 |
10 |
84.610 |
82.825 |
1.785 |
2.1% |
0.367 |
0.4% |
22% |
False |
False |
41 |
20 |
84.610 |
82.232 |
2.378 |
2.9% |
0.329 |
0.4% |
41% |
False |
False |
29 |
40 |
84.610 |
81.745 |
2.865 |
3.4% |
0.244 |
0.3% |
51% |
False |
False |
83 |
60 |
84.610 |
80.554 |
4.056 |
4.9% |
0.163 |
0.2% |
66% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.805 |
2.618 |
83.642 |
1.618 |
83.542 |
1.000 |
83.480 |
0.618 |
83.442 |
HIGH |
83.380 |
0.618 |
83.342 |
0.500 |
83.330 |
0.382 |
83.318 |
LOW |
83.280 |
0.618 |
83.218 |
1.000 |
83.180 |
1.618 |
83.118 |
2.618 |
83.018 |
4.250 |
82.855 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
83.330 |
83.413 |
PP |
83.293 |
83.348 |
S1 |
83.255 |
83.283 |
|