ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.775 |
82.680 |
-0.095 |
-0.1% |
82.860 |
High |
83.070 |
82.770 |
-0.300 |
-0.4% |
83.105 |
Low |
82.775 |
82.105 |
-0.670 |
-0.8% |
82.690 |
Close |
82.825 |
82.220 |
-0.605 |
-0.7% |
82.978 |
Range |
0.295 |
0.665 |
0.370 |
125.4% |
0.415 |
ATR |
0.409 |
0.431 |
0.022 |
5.4% |
0.000 |
Volume |
29 |
31 |
2 |
6.9% |
102 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.360 |
83.955 |
82.586 |
|
R3 |
83.695 |
83.290 |
82.403 |
|
R2 |
83.030 |
83.030 |
82.342 |
|
R1 |
82.625 |
82.625 |
82.281 |
82.495 |
PP |
82.365 |
82.365 |
82.365 |
82.300 |
S1 |
81.960 |
81.960 |
82.159 |
81.830 |
S2 |
81.700 |
81.700 |
82.098 |
|
S3 |
81.035 |
81.295 |
82.037 |
|
S4 |
80.370 |
80.630 |
81.854 |
|
|
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 |
82.105 |
1.000 |
1.2% |
0.377 |
0.5% |
12% |
False |
True |
29 |
10 |
83.250 |
82.105 |
1.145 |
1.4% |
0.306 |
0.4% |
10% |
False |
True |
26 |
20 |
84.435 |
82.105 |
2.330 |
2.8% |
0.447 |
0.5% |
5% |
False |
True |
39 |
40 |
84.610 |
81.955 |
2.655 |
3.2% |
0.365 |
0.4% |
10% |
False |
False |
31 |
60 |
84.610 |
81.745 |
2.865 |
3.5% |
0.278 |
0.3% |
17% |
False |
False |
64 |
80 |
84.610 |
79.901 |
4.709 |
5.7% |
0.209 |
0.3% |
49% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.596 |
2.618 |
84.511 |
1.618 |
83.846 |
1.000 |
83.435 |
0.618 |
83.181 |
HIGH |
82.770 |
0.618 |
82.516 |
0.500 |
82.438 |
0.382 |
82.359 |
LOW |
82.105 |
0.618 |
81.694 |
1.000 |
81.440 |
1.618 |
81.029 |
2.618 |
80.364 |
4.250 |
79.279 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.438 |
82.603 |
PP |
82.365 |
82.475 |
S1 |
82.293 |
82.348 |
|