ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.725 |
82.800 |
0.075 |
0.1% |
82.860 |
High |
82.920 |
83.105 |
0.185 |
0.2% |
83.250 |
Low |
82.725 |
82.800 |
0.075 |
0.1% |
82.420 |
Close |
82.847 |
83.011 |
0.164 |
0.2% |
82.951 |
Range |
0.195 |
0.305 |
0.110 |
56.4% |
0.830 |
ATR |
0.437 |
0.427 |
-0.009 |
-2.2% |
0.000 |
Volume |
2 |
26 |
24 |
1,200.0% |
223 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.887 |
83.754 |
83.179 |
|
R3 |
83.582 |
83.449 |
83.095 |
|
R2 |
83.277 |
83.277 |
83.067 |
|
R1 |
83.144 |
83.144 |
83.039 |
83.211 |
PP |
82.972 |
82.972 |
82.972 |
83.005 |
S1 |
82.839 |
82.839 |
82.983 |
82.906 |
S2 |
82.667 |
82.667 |
82.955 |
|
S3 |
82.362 |
82.534 |
82.927 |
|
S4 |
82.057 |
82.229 |
82.843 |
|
|
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 |
82.725 |
0.525 |
0.6% |
0.251 |
0.3% |
54% |
False |
False |
23 |
10 |
83.945 |
82.420 |
1.525 |
1.8% |
0.461 |
0.6% |
39% |
False |
False |
36 |
20 |
84.610 |
82.420 |
2.190 |
2.6% |
0.415 |
0.5% |
27% |
False |
False |
40 |
40 |
84.610 |
81.955 |
2.655 |
3.2% |
0.341 |
0.4% |
40% |
False |
False |
29 |
60 |
84.610 |
81.745 |
2.865 |
3.5% |
0.252 |
0.3% |
44% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.401 |
2.618 |
83.903 |
1.618 |
83.598 |
1.000 |
83.410 |
0.618 |
83.293 |
HIGH |
83.105 |
0.618 |
82.988 |
0.500 |
82.953 |
0.382 |
82.917 |
LOW |
82.800 |
0.618 |
82.612 |
1.000 |
82.495 |
1.618 |
82.307 |
2.618 |
82.002 |
4.250 |
81.504 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.992 |
82.979 |
PP |
82.972 |
82.947 |
S1 |
82.953 |
82.915 |
|