ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
83.040 |
82.830 |
-0.210 |
-0.3% |
82.860 |
High |
83.040 |
83.100 |
0.060 |
0.1% |
83.105 |
Low |
82.690 |
82.830 |
0.140 |
0.2% |
82.690 |
Close |
82.732 |
82.978 |
0.246 |
0.3% |
82.978 |
Range |
0.350 |
0.270 |
-0.080 |
-22.9% |
0.415 |
ATR |
0.422 |
0.418 |
-0.004 |
-0.9% |
0.000 |
Volume |
26 |
36 |
10 |
38.5% |
102 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.779 |
83.649 |
83.127 |
|
R3 |
83.509 |
83.379 |
83.052 |
|
R2 |
83.239 |
83.239 |
83.028 |
|
R1 |
83.109 |
83.109 |
83.003 |
83.174 |
PP |
82.969 |
82.969 |
82.969 |
83.002 |
S1 |
82.839 |
82.839 |
82.953 |
82.904 |
S2 |
82.699 |
82.699 |
82.929 |
|
S3 |
82.429 |
82.569 |
82.904 |
|
S4 |
82.159 |
82.299 |
82.830 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.169 |
83.989 |
83.206 |
|
R3 |
83.754 |
83.574 |
83.092 |
|
R2 |
83.339 |
83.339 |
83.054 |
|
R1 |
83.159 |
83.159 |
83.016 |
83.249 |
PP |
82.924 |
82.924 |
82.924 |
82.970 |
S1 |
82.744 |
82.744 |
82.940 |
82.834 |
S2 |
82.509 |
82.509 |
82.902 |
|
S3 |
82.094 |
82.329 |
82.864 |
|
S4 |
81.679 |
81.914 |
82.750 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.105 |
82.690 |
0.415 |
0.5% |
0.235 |
0.3% |
69% |
False |
False |
20 |
10 |
83.250 |
82.420 |
0.830 |
1.0% |
0.286 |
0.3% |
67% |
False |
False |
32 |
20 |
84.610 |
82.420 |
2.190 |
2.6% |
0.427 |
0.5% |
25% |
False |
False |
42 |
40 |
84.610 |
81.955 |
2.655 |
3.2% |
0.348 |
0.4% |
39% |
False |
False |
30 |
60 |
84.610 |
81.745 |
2.865 |
3.5% |
0.262 |
0.3% |
43% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.248 |
2.618 |
83.807 |
1.618 |
83.537 |
1.000 |
83.370 |
0.618 |
83.267 |
HIGH |
83.100 |
0.618 |
82.997 |
0.500 |
82.965 |
0.382 |
82.933 |
LOW |
82.830 |
0.618 |
82.663 |
1.000 |
82.560 |
1.618 |
82.393 |
2.618 |
82.123 |
4.250 |
81.683 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.974 |
82.951 |
PP |
82.969 |
82.924 |
S1 |
82.965 |
82.898 |
|