ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.635 |
82.760 |
0.125 |
0.2% |
83.380 |
High |
82.855 |
83.150 |
0.295 |
0.4% |
83.945 |
Low |
82.635 |
82.760 |
0.125 |
0.2% |
82.650 |
Close |
82.759 |
83.030 |
0.271 |
0.3% |
82.771 |
Range |
0.220 |
0.390 |
0.170 |
77.3% |
1.295 |
ATR |
0.500 |
0.492 |
-0.008 |
-1.6% |
0.000 |
Volume |
29 |
12 |
-17 |
-58.6% |
176 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.150 |
83.980 |
83.245 |
|
R3 |
83.760 |
83.590 |
83.137 |
|
R2 |
83.370 |
83.370 |
83.102 |
|
R1 |
83.200 |
83.200 |
83.066 |
83.285 |
PP |
82.980 |
82.980 |
82.980 |
83.023 |
S1 |
82.810 |
82.810 |
82.994 |
82.895 |
S2 |
82.590 |
82.590 |
82.959 |
|
S3 |
82.200 |
82.420 |
82.923 |
|
S4 |
81.810 |
82.030 |
82.816 |
|
|
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 |
83.800 |
82.420 |
1.380 |
1.7% |
0.490 |
0.6% |
44% |
False |
False |
47 |
10 |
83.945 |
82.420 |
1.525 |
1.8% |
0.522 |
0.6% |
40% |
False |
False |
49 |
20 |
84.610 |
82.420 |
2.190 |
2.6% |
0.451 |
0.5% |
28% |
False |
False |
37 |
40 |
84.610 |
81.745 |
2.865 |
3.5% |
0.357 |
0.4% |
45% |
False |
False |
53 |
60 |
84.610 |
81.745 |
2.865 |
3.5% |
0.238 |
0.3% |
45% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.808 |
2.618 |
84.171 |
1.618 |
83.781 |
1.000 |
83.540 |
0.618 |
83.391 |
HIGH |
83.150 |
0.618 |
83.001 |
0.500 |
82.955 |
0.382 |
82.909 |
LOW |
82.760 |
0.618 |
82.519 |
1.000 |
82.370 |
1.618 |
82.129 |
2.618 |
81.739 |
4.250 |
81.103 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
83.005 |
82.948 |
PP |
82.980 |
82.867 |
S1 |
82.955 |
82.785 |
|