ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 01-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
83.005 |
83.175 |
0.170 |
0.2% |
84.150 |
High |
83.255 |
83.550 |
0.295 |
0.4% |
84.610 |
Low |
83.005 |
83.055 |
0.050 |
0.1% |
82.825 |
Close |
83.030 |
83.518 |
0.488 |
0.6% |
83.115 |
Range |
0.250 |
0.495 |
0.245 |
98.0% |
1.785 |
ATR |
0.428 |
0.435 |
0.007 |
1.5% |
0.000 |
Volume |
3 |
48 |
45 |
1,500.0% |
342 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.859 |
84.684 |
83.790 |
|
R3 |
84.364 |
84.189 |
83.654 |
|
R2 |
83.869 |
83.869 |
83.609 |
|
R1 |
83.694 |
83.694 |
83.563 |
83.782 |
PP |
83.374 |
83.374 |
83.374 |
83.418 |
S1 |
83.199 |
83.199 |
83.473 |
83.287 |
S2 |
82.879 |
82.879 |
83.427 |
|
S3 |
82.384 |
82.704 |
83.382 |
|
S4 |
81.889 |
82.209 |
83.246 |
|
|
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 |
84.000 |
82.825 |
1.175 |
1.4% |
0.475 |
0.6% |
59% |
False |
False |
51 |
10 |
84.610 |
82.825 |
1.785 |
2.1% |
0.369 |
0.4% |
39% |
False |
False |
43 |
20 |
84.610 |
82.685 |
1.925 |
2.3% |
0.366 |
0.4% |
43% |
False |
False |
30 |
40 |
84.610 |
81.745 |
2.865 |
3.4% |
0.263 |
0.3% |
62% |
False |
False |
84 |
60 |
84.610 |
80.902 |
3.708 |
4.4% |
0.175 |
0.2% |
71% |
False |
False |
56 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.654 |
2.618 |
84.846 |
1.618 |
84.351 |
1.000 |
84.045 |
0.618 |
83.856 |
HIGH |
83.550 |
0.618 |
83.361 |
0.500 |
83.303 |
0.382 |
83.244 |
LOW |
83.055 |
0.618 |
82.749 |
1.000 |
82.560 |
1.618 |
82.254 |
2.618 |
81.759 |
4.250 |
80.951 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
83.446 |
83.438 |
PP |
83.374 |
83.358 |
S1 |
83.303 |
83.278 |
|