ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.760 |
83.130 |
0.370 |
0.4% |
82.860 |
High |
83.150 |
83.250 |
0.100 |
0.1% |
83.250 |
Low |
82.760 |
82.940 |
0.180 |
0.2% |
82.420 |
Close |
83.030 |
82.951 |
-0.079 |
-0.1% |
82.951 |
Range |
0.390 |
0.310 |
-0.080 |
-20.5% |
0.830 |
ATR |
0.492 |
0.479 |
-0.013 |
-2.6% |
0.000 |
Volume |
12 |
65 |
53 |
441.7% |
223 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.977 |
83.774 |
83.122 |
|
R3 |
83.667 |
83.464 |
83.036 |
|
R2 |
83.357 |
83.357 |
83.008 |
|
R1 |
83.154 |
83.154 |
82.979 |
83.101 |
PP |
83.047 |
83.047 |
83.047 |
83.020 |
S1 |
82.844 |
82.844 |
82.923 |
82.791 |
S2 |
82.737 |
82.737 |
82.894 |
|
S3 |
82.427 |
82.534 |
82.866 |
|
S4 |
82.117 |
82.224 |
82.781 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.364 |
84.987 |
83.408 |
|
R3 |
84.534 |
84.157 |
83.179 |
|
R2 |
83.704 |
83.704 |
83.103 |
|
R1 |
83.327 |
83.327 |
83.027 |
83.516 |
PP |
82.874 |
82.874 |
82.874 |
82.968 |
S1 |
82.497 |
82.497 |
82.875 |
82.686 |
S2 |
82.044 |
82.044 |
82.799 |
|
S3 |
81.214 |
81.667 |
82.723 |
|
S4 |
80.384 |
80.837 |
82.495 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.250 |
82.420 |
0.830 |
1.0% |
0.336 |
0.4% |
64% |
True |
False |
44 |
10 |
83.945 |
82.420 |
1.525 |
1.8% |
0.490 |
0.6% |
35% |
False |
False |
39 |
20 |
84.610 |
82.420 |
2.190 |
2.6% |
0.440 |
0.5% |
24% |
False |
False |
40 |
40 |
84.610 |
81.745 |
2.865 |
3.5% |
0.364 |
0.4% |
42% |
False |
False |
42 |
60 |
84.610 |
81.745 |
2.865 |
3.5% |
0.243 |
0.3% |
42% |
False |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.568 |
2.618 |
84.062 |
1.618 |
83.752 |
1.000 |
83.560 |
0.618 |
83.442 |
HIGH |
83.250 |
0.618 |
83.132 |
0.500 |
83.095 |
0.382 |
83.058 |
LOW |
82.940 |
0.618 |
82.748 |
1.000 |
82.630 |
1.618 |
82.438 |
2.618 |
82.128 |
4.250 |
81.623 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
83.095 |
82.948 |
PP |
83.047 |
82.945 |
S1 |
82.999 |
82.943 |
|