ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.800 |
83.040 |
0.240 |
0.3% |
82.860 |
High |
83.105 |
83.040 |
-0.065 |
-0.1% |
83.250 |
Low |
82.800 |
82.690 |
-0.110 |
-0.1% |
82.420 |
Close |
83.011 |
82.732 |
-0.279 |
-0.3% |
82.951 |
Range |
0.305 |
0.350 |
0.045 |
14.8% |
0.830 |
ATR |
0.427 |
0.422 |
-0.006 |
-1.3% |
0.000 |
Volume |
26 |
26 |
0 |
0.0% |
223 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.871 |
83.651 |
82.925 |
|
R3 |
83.521 |
83.301 |
82.828 |
|
R2 |
83.171 |
83.171 |
82.796 |
|
R1 |
82.951 |
82.951 |
82.764 |
82.886 |
PP |
82.821 |
82.821 |
82.821 |
82.788 |
S1 |
82.601 |
82.601 |
82.700 |
82.536 |
S2 |
82.471 |
82.471 |
82.668 |
|
S3 |
82.121 |
82.251 |
82.636 |
|
S4 |
81.771 |
81.901 |
82.540 |
|
|
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 |
82.690 |
0.560 |
0.7% |
0.243 |
0.3% |
8% |
False |
True |
26 |
10 |
83.800 |
82.420 |
1.380 |
1.7% |
0.367 |
0.4% |
23% |
False |
False |
37 |
20 |
84.610 |
82.420 |
2.190 |
2.6% |
0.423 |
0.5% |
14% |
False |
False |
41 |
40 |
84.610 |
81.955 |
2.655 |
3.2% |
0.343 |
0.4% |
29% |
False |
False |
29 |
60 |
84.610 |
81.745 |
2.865 |
3.5% |
0.258 |
0.3% |
34% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.528 |
2.618 |
83.956 |
1.618 |
83.606 |
1.000 |
83.390 |
0.618 |
83.256 |
HIGH |
83.040 |
0.618 |
82.906 |
0.500 |
82.865 |
0.382 |
82.824 |
LOW |
82.690 |
0.618 |
82.474 |
1.000 |
82.340 |
1.618 |
82.124 |
2.618 |
81.774 |
4.250 |
81.203 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.865 |
82.898 |
PP |
82.821 |
82.842 |
S1 |
82.776 |
82.787 |
|