ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 08-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.615 |
82.635 |
0.020 |
0.0% |
83.380 |
High |
82.800 |
82.855 |
0.055 |
0.1% |
83.945 |
Low |
82.420 |
82.635 |
0.215 |
0.3% |
82.650 |
Close |
82.570 |
82.759 |
0.189 |
0.2% |
82.771 |
Range |
0.380 |
0.220 |
-0.160 |
-42.1% |
1.295 |
ATR |
0.516 |
0.500 |
-0.017 |
-3.2% |
0.000 |
Volume |
37 |
29 |
-8 |
-21.6% |
176 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.410 |
83.304 |
82.880 |
|
R3 |
83.190 |
83.084 |
82.820 |
|
R2 |
82.970 |
82.970 |
82.799 |
|
R1 |
82.864 |
82.864 |
82.779 |
82.917 |
PP |
82.750 |
82.750 |
82.750 |
82.776 |
S1 |
82.644 |
82.644 |
82.739 |
82.697 |
S2 |
82.530 |
82.530 |
82.719 |
|
S3 |
82.310 |
82.424 |
82.699 |
|
S4 |
82.090 |
82.204 |
82.638 |
|
|
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 |
82.420 |
1.525 |
1.8% |
0.671 |
0.8% |
22% |
False |
False |
49 |
10 |
84.000 |
82.420 |
1.580 |
1.9% |
0.573 |
0.7% |
21% |
False |
False |
50 |
20 |
84.610 |
82.420 |
2.190 |
2.6% |
0.444 |
0.5% |
15% |
False |
False |
37 |
40 |
84.610 |
81.745 |
2.865 |
3.5% |
0.347 |
0.4% |
35% |
False |
False |
65 |
60 |
84.610 |
81.745 |
2.865 |
3.5% |
0.231 |
0.3% |
35% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.790 |
2.618 |
83.431 |
1.618 |
83.211 |
1.000 |
83.075 |
0.618 |
82.991 |
HIGH |
82.855 |
0.618 |
82.771 |
0.500 |
82.745 |
0.382 |
82.719 |
LOW |
82.635 |
0.618 |
82.499 |
1.000 |
82.415 |
1.618 |
82.279 |
2.618 |
82.059 |
4.250 |
81.700 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.754 |
82.719 |
PP |
82.750 |
82.680 |
S1 |
82.745 |
82.640 |
|