ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.860 |
82.725 |
-0.135 |
-0.2% |
82.860 |
High |
82.860 |
82.920 |
0.060 |
0.1% |
83.250 |
Low |
82.805 |
82.725 |
-0.080 |
-0.1% |
82.420 |
Close |
82.806 |
82.847 |
0.041 |
0.0% |
82.951 |
Range |
0.055 |
0.195 |
0.140 |
254.5% |
0.830 |
ATR |
0.455 |
0.437 |
-0.019 |
-4.1% |
0.000 |
Volume |
12 |
2 |
-10 |
-83.3% |
223 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.416 |
83.326 |
82.954 |
|
R3 |
83.221 |
83.131 |
82.901 |
|
R2 |
83.026 |
83.026 |
82.883 |
|
R1 |
82.936 |
82.936 |
82.865 |
82.981 |
PP |
82.831 |
82.831 |
82.831 |
82.853 |
S1 |
82.741 |
82.741 |
82.829 |
82.786 |
S2 |
82.636 |
82.636 |
82.811 |
|
S3 |
82.441 |
82.546 |
82.793 |
|
S4 |
82.246 |
82.351 |
82.740 |
|
|
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 |
82.635 |
0.615 |
0.7% |
0.234 |
0.3% |
34% |
False |
False |
24 |
10 |
83.945 |
82.420 |
1.525 |
1.8% |
0.480 |
0.6% |
28% |
False |
False |
38 |
20 |
84.610 |
82.420 |
2.190 |
2.6% |
0.410 |
0.5% |
19% |
False |
False |
39 |
40 |
84.610 |
81.770 |
2.840 |
3.4% |
0.346 |
0.4% |
38% |
False |
False |
29 |
60 |
84.610 |
81.745 |
2.865 |
3.5% |
0.247 |
0.3% |
38% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.749 |
2.618 |
83.431 |
1.618 |
83.236 |
1.000 |
83.115 |
0.618 |
83.041 |
HIGH |
82.920 |
0.618 |
82.846 |
0.500 |
82.823 |
0.382 |
82.799 |
LOW |
82.725 |
0.618 |
82.604 |
1.000 |
82.530 |
1.618 |
82.409 |
2.618 |
82.214 |
4.250 |
81.896 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.839 |
82.988 |
PP |
82.831 |
82.941 |
S1 |
82.823 |
82.894 |
|