ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.680 |
82.250 |
-0.430 |
-0.5% |
82.860 |
High |
82.770 |
82.370 |
-0.400 |
-0.5% |
83.105 |
Low |
82.105 |
81.785 |
-0.320 |
-0.4% |
82.690 |
Close |
82.220 |
81.797 |
-0.423 |
-0.5% |
82.978 |
Range |
0.665 |
0.585 |
-0.080 |
-12.0% |
0.415 |
ATR |
0.431 |
0.442 |
0.011 |
2.5% |
0.000 |
Volume |
31 |
163 |
132 |
425.8% |
102 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.739 |
83.353 |
82.119 |
|
R3 |
83.154 |
82.768 |
81.958 |
|
R2 |
82.569 |
82.569 |
81.904 |
|
R1 |
82.183 |
82.183 |
81.851 |
82.084 |
PP |
81.984 |
81.984 |
81.984 |
81.934 |
S1 |
81.598 |
81.598 |
81.743 |
81.499 |
S2 |
81.399 |
81.399 |
81.690 |
|
S3 |
80.814 |
81.013 |
81.636 |
|
S4 |
80.229 |
80.428 |
81.475 |
|
|
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 |
83.100 |
81.785 |
1.315 |
1.6% |
0.433 |
0.5% |
1% |
False |
True |
57 |
10 |
83.250 |
81.785 |
1.465 |
1.8% |
0.342 |
0.4% |
1% |
False |
True |
40 |
20 |
84.000 |
81.785 |
2.215 |
2.7% |
0.458 |
0.6% |
1% |
False |
True |
45 |
40 |
84.610 |
81.785 |
2.825 |
3.5% |
0.380 |
0.5% |
0% |
False |
True |
35 |
60 |
84.610 |
81.745 |
2.865 |
3.5% |
0.288 |
0.4% |
2% |
False |
False |
67 |
80 |
84.610 |
79.993 |
4.617 |
5.6% |
0.216 |
0.3% |
39% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.856 |
2.618 |
83.902 |
1.618 |
83.317 |
1.000 |
82.955 |
0.618 |
82.732 |
HIGH |
82.370 |
0.618 |
82.147 |
0.500 |
82.078 |
0.382 |
82.008 |
LOW |
81.785 |
0.618 |
81.423 |
1.000 |
81.200 |
1.618 |
80.838 |
2.618 |
80.253 |
4.250 |
79.299 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
82.078 |
82.428 |
PP |
81.984 |
82.217 |
S1 |
81.891 |
82.007 |
|