ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
83.130 |
82.860 |
-0.270 |
-0.3% |
82.860 |
High |
83.250 |
82.860 |
-0.390 |
-0.5% |
83.250 |
Low |
82.940 |
82.805 |
-0.135 |
-0.2% |
82.420 |
Close |
82.951 |
82.806 |
-0.145 |
-0.2% |
82.951 |
Range |
0.310 |
0.055 |
-0.255 |
-82.3% |
0.830 |
ATR |
0.479 |
0.455 |
-0.024 |
-5.0% |
0.000 |
Volume |
65 |
12 |
-53 |
-81.5% |
223 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.989 |
82.952 |
82.836 |
|
R3 |
82.934 |
82.897 |
82.821 |
|
R2 |
82.879 |
82.879 |
82.816 |
|
R1 |
82.842 |
82.842 |
82.811 |
82.833 |
PP |
82.824 |
82.824 |
82.824 |
82.819 |
S1 |
82.787 |
82.787 |
82.801 |
82.778 |
S2 |
82.769 |
82.769 |
82.796 |
|
S3 |
82.714 |
82.732 |
82.791 |
|
S4 |
82.659 |
82.677 |
82.776 |
|
|
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% |
0.271 |
0.3% |
47% |
False |
False |
31 |
10 |
83.945 |
82.420 |
1.525 |
1.8% |
0.486 |
0.6% |
25% |
False |
False |
38 |
20 |
84.610 |
82.420 |
2.190 |
2.6% |
0.426 |
0.5% |
18% |
False |
False |
40 |
40 |
84.610 |
81.745 |
2.865 |
3.5% |
0.355 |
0.4% |
37% |
False |
False |
30 |
60 |
84.610 |
81.745 |
2.865 |
3.5% |
0.244 |
0.3% |
37% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.094 |
2.618 |
83.004 |
1.618 |
82.949 |
1.000 |
82.915 |
0.618 |
82.894 |
HIGH |
82.860 |
0.618 |
82.839 |
0.500 |
82.833 |
0.382 |
82.826 |
LOW |
82.805 |
0.618 |
82.771 |
1.000 |
82.750 |
1.618 |
82.716 |
2.618 |
82.661 |
4.250 |
82.571 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.833 |
83.005 |
PP |
82.824 |
82.939 |
S1 |
82.815 |
82.872 |
|