ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.250 |
81.805 |
-0.445 |
-0.5% |
82.860 |
High |
82.370 |
81.860 |
-0.510 |
-0.6% |
83.105 |
Low |
81.785 |
81.525 |
-0.260 |
-0.3% |
82.690 |
Close |
81.797 |
81.654 |
-0.143 |
-0.2% |
82.978 |
Range |
0.585 |
0.335 |
-0.250 |
-42.7% |
0.415 |
ATR |
0.442 |
0.435 |
-0.008 |
-1.7% |
0.000 |
Volume |
163 |
172 |
9 |
5.5% |
102 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.685 |
82.504 |
81.838 |
|
R3 |
82.350 |
82.169 |
81.746 |
|
R2 |
82.015 |
82.015 |
81.715 |
|
R1 |
81.834 |
81.834 |
81.685 |
81.757 |
PP |
81.680 |
81.680 |
81.680 |
81.641 |
S1 |
81.499 |
81.499 |
81.623 |
81.422 |
S2 |
81.345 |
81.345 |
81.593 |
|
S3 |
81.010 |
81.164 |
81.562 |
|
S4 |
80.675 |
80.829 |
81.470 |
|
|
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 |
81.525 |
1.575 |
1.9% |
0.430 |
0.5% |
8% |
False |
True |
86 |
10 |
83.250 |
81.525 |
1.725 |
2.1% |
0.337 |
0.4% |
7% |
False |
True |
56 |
20 |
83.945 |
81.525 |
2.420 |
3.0% |
0.429 |
0.5% |
5% |
False |
True |
53 |
40 |
84.610 |
81.525 |
3.085 |
3.8% |
0.387 |
0.5% |
4% |
False |
True |
40 |
60 |
84.610 |
81.525 |
3.085 |
3.8% |
0.294 |
0.4% |
4% |
False |
True |
70 |
80 |
84.610 |
80.287 |
4.323 |
5.3% |
0.220 |
0.3% |
32% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.284 |
2.618 |
82.737 |
1.618 |
82.402 |
1.000 |
82.195 |
0.618 |
82.067 |
HIGH |
81.860 |
0.618 |
81.732 |
0.500 |
81.693 |
0.382 |
81.653 |
LOW |
81.525 |
0.618 |
81.318 |
1.000 |
81.190 |
1.618 |
80.983 |
2.618 |
80.648 |
4.250 |
80.101 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
81.693 |
82.148 |
PP |
81.680 |
81.983 |
S1 |
81.667 |
81.819 |
|