ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.830 |
82.775 |
-0.055 |
-0.1% |
82.860 |
High |
83.100 |
83.070 |
-0.030 |
0.0% |
83.105 |
Low |
82.830 |
82.775 |
-0.055 |
-0.1% |
82.690 |
Close |
82.978 |
82.825 |
-0.153 |
-0.2% |
82.978 |
Range |
0.270 |
0.295 |
0.025 |
9.3% |
0.415 |
ATR |
0.418 |
0.409 |
-0.009 |
-2.1% |
0.000 |
Volume |
36 |
29 |
-7 |
-19.4% |
102 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.775 |
83.595 |
82.987 |
|
R3 |
83.480 |
83.300 |
82.906 |
|
R2 |
83.185 |
83.185 |
82.879 |
|
R1 |
83.005 |
83.005 |
82.852 |
83.095 |
PP |
82.890 |
82.890 |
82.890 |
82.935 |
S1 |
82.710 |
82.710 |
82.798 |
82.800 |
S2 |
82.595 |
82.595 |
82.771 |
|
S3 |
82.300 |
82.415 |
82.744 |
|
S4 |
82.005 |
82.120 |
82.663 |
|
|
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% |
0.283 |
0.3% |
33% |
False |
False |
23 |
10 |
83.250 |
82.420 |
0.830 |
1.0% |
0.277 |
0.3% |
49% |
False |
False |
27 |
20 |
84.610 |
82.420 |
2.190 |
2.6% |
0.420 |
0.5% |
18% |
False |
False |
43 |
40 |
84.610 |
81.955 |
2.655 |
3.2% |
0.349 |
0.4% |
33% |
False |
False |
31 |
60 |
84.610 |
81.745 |
2.865 |
3.5% |
0.267 |
0.3% |
38% |
False |
False |
63 |
80 |
84.610 |
79.705 |
4.905 |
5.9% |
0.201 |
0.2% |
64% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.324 |
2.618 |
83.842 |
1.618 |
83.547 |
1.000 |
83.365 |
0.618 |
83.252 |
HIGH |
83.070 |
0.618 |
82.957 |
0.500 |
82.923 |
0.382 |
82.888 |
LOW |
82.775 |
0.618 |
82.593 |
1.000 |
82.480 |
1.618 |
82.298 |
2.618 |
82.003 |
4.250 |
81.521 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.923 |
82.895 |
PP |
82.890 |
82.872 |
S1 |
82.858 |
82.848 |
|