ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
83.800 |
82.860 |
-0.940 |
-1.1% |
83.380 |
High |
83.800 |
82.860 |
-0.940 |
-1.1% |
83.945 |
Low |
82.720 |
82.480 |
-0.240 |
-0.3% |
82.650 |
Close |
82.771 |
82.649 |
-0.122 |
-0.1% |
82.771 |
Range |
1.080 |
0.380 |
-0.700 |
-64.8% |
1.295 |
ATR |
0.538 |
0.527 |
-0.011 |
-2.1% |
0.000 |
Volume |
81 |
80 |
-1 |
-1.2% |
176 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.803 |
83.606 |
82.858 |
|
R3 |
83.423 |
83.226 |
82.754 |
|
R2 |
83.043 |
83.043 |
82.719 |
|
R1 |
82.846 |
82.846 |
82.684 |
82.755 |
PP |
82.663 |
82.663 |
82.663 |
82.617 |
S1 |
82.466 |
82.466 |
82.614 |
82.375 |
S2 |
82.283 |
82.283 |
82.579 |
|
S3 |
81.903 |
82.086 |
82.545 |
|
S4 |
81.523 |
81.706 |
82.440 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.007 |
86.184 |
83.483 |
|
R3 |
85.712 |
84.889 |
83.127 |
|
R2 |
84.417 |
84.417 |
83.008 |
|
R1 |
83.594 |
83.594 |
82.890 |
83.358 |
PP |
83.122 |
83.122 |
83.122 |
83.004 |
S1 |
82.299 |
82.299 |
82.652 |
82.063 |
S2 |
81.827 |
81.827 |
82.534 |
|
S3 |
80.532 |
81.004 |
82.415 |
|
S4 |
79.237 |
79.709 |
82.059 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.945 |
82.480 |
1.465 |
1.8% |
0.700 |
0.8% |
12% |
False |
True |
46 |
10 |
84.610 |
82.480 |
2.130 |
2.6% |
0.562 |
0.7% |
8% |
False |
True |
58 |
20 |
84.610 |
82.480 |
2.130 |
2.6% |
0.439 |
0.5% |
8% |
False |
True |
36 |
40 |
84.610 |
81.745 |
2.865 |
3.5% |
0.332 |
0.4% |
32% |
False |
False |
88 |
60 |
84.610 |
81.745 |
2.865 |
3.5% |
0.221 |
0.3% |
32% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.475 |
2.618 |
83.855 |
1.618 |
83.475 |
1.000 |
83.240 |
0.618 |
83.095 |
HIGH |
82.860 |
0.618 |
82.715 |
0.500 |
82.670 |
0.382 |
82.625 |
LOW |
82.480 |
0.618 |
82.245 |
1.000 |
82.100 |
1.618 |
81.865 |
2.618 |
81.485 |
4.250 |
80.865 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.670 |
83.213 |
PP |
82.663 |
83.025 |
S1 |
82.656 |
82.837 |
|