ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
83.380 |
83.005 |
-0.375 |
-0.4% |
84.150 |
High |
83.380 |
83.255 |
-0.125 |
-0.1% |
84.610 |
Low |
83.280 |
83.005 |
-0.275 |
-0.3% |
82.825 |
Close |
83.218 |
83.030 |
-0.188 |
-0.2% |
83.115 |
Range |
0.100 |
0.250 |
0.150 |
150.0% |
1.785 |
ATR |
0.442 |
0.428 |
-0.014 |
-3.1% |
0.000 |
Volume |
22 |
3 |
-19 |
-86.4% |
342 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.847 |
83.688 |
83.168 |
|
R3 |
83.597 |
83.438 |
83.099 |
|
R2 |
83.347 |
83.347 |
83.076 |
|
R1 |
83.188 |
83.188 |
83.053 |
83.268 |
PP |
83.097 |
83.097 |
83.097 |
83.136 |
S1 |
82.938 |
82.938 |
83.007 |
83.018 |
S2 |
82.847 |
82.847 |
82.984 |
|
S3 |
82.597 |
82.688 |
82.961 |
|
S4 |
82.347 |
82.438 |
82.893 |
|
|
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 |
84.435 |
82.825 |
1.610 |
1.9% |
0.452 |
0.5% |
13% |
False |
False |
48 |
10 |
84.610 |
82.825 |
1.785 |
2.1% |
0.339 |
0.4% |
11% |
False |
False |
40 |
20 |
84.610 |
82.232 |
2.378 |
2.9% |
0.342 |
0.4% |
34% |
False |
False |
28 |
40 |
84.610 |
81.745 |
2.865 |
3.5% |
0.251 |
0.3% |
45% |
False |
False |
83 |
60 |
84.610 |
80.902 |
3.708 |
4.5% |
0.167 |
0.2% |
57% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.318 |
2.618 |
83.910 |
1.618 |
83.660 |
1.000 |
83.505 |
0.618 |
83.410 |
HIGH |
83.255 |
0.618 |
83.160 |
0.500 |
83.130 |
0.382 |
83.101 |
LOW |
83.005 |
0.618 |
82.851 |
1.000 |
82.755 |
1.618 |
82.601 |
2.618 |
82.351 |
4.250 |
81.943 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
83.130 |
83.138 |
PP |
83.097 |
83.102 |
S1 |
83.063 |
83.066 |
|