ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
81.805 |
81.750 |
-0.055 |
-0.1% |
82.775 |
High |
81.860 |
81.950 |
0.090 |
0.1% |
83.070 |
Low |
81.525 |
81.750 |
0.225 |
0.3% |
81.525 |
Close |
81.654 |
81.893 |
0.239 |
0.3% |
81.893 |
Range |
0.335 |
0.200 |
-0.135 |
-40.3% |
1.545 |
ATR |
0.435 |
0.425 |
-0.010 |
-2.3% |
0.000 |
Volume |
172 |
79 |
-93 |
-54.1% |
474 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.464 |
82.379 |
82.003 |
|
R3 |
82.264 |
82.179 |
81.948 |
|
R2 |
82.064 |
82.064 |
81.930 |
|
R1 |
81.979 |
81.979 |
81.911 |
82.022 |
PP |
81.864 |
81.864 |
81.864 |
81.886 |
S1 |
81.779 |
81.779 |
81.875 |
81.822 |
S2 |
81.664 |
81.664 |
81.856 |
|
S3 |
81.464 |
81.579 |
81.838 |
|
S4 |
81.264 |
81.379 |
81.783 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.798 |
85.890 |
82.743 |
|
R3 |
85.253 |
84.345 |
82.318 |
|
R2 |
83.708 |
83.708 |
82.176 |
|
R1 |
82.800 |
82.800 |
82.035 |
82.482 |
PP |
82.163 |
82.163 |
82.163 |
82.003 |
S1 |
81.255 |
81.255 |
81.751 |
80.937 |
S2 |
80.618 |
80.618 |
81.610 |
|
S3 |
79.073 |
79.710 |
81.468 |
|
S4 |
77.528 |
78.165 |
81.043 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.070 |
81.525 |
1.545 |
1.9% |
0.416 |
0.5% |
24% |
False |
False |
94 |
10 |
83.105 |
81.525 |
1.580 |
1.9% |
0.326 |
0.4% |
23% |
False |
False |
57 |
20 |
83.945 |
81.525 |
2.420 |
3.0% |
0.408 |
0.5% |
15% |
False |
False |
48 |
40 |
84.610 |
81.525 |
3.085 |
3.8% |
0.373 |
0.5% |
12% |
False |
False |
41 |
60 |
84.610 |
81.525 |
3.085 |
3.8% |
0.297 |
0.4% |
12% |
False |
False |
71 |
80 |
84.610 |
80.425 |
4.185 |
5.1% |
0.223 |
0.3% |
35% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.800 |
2.618 |
82.474 |
1.618 |
82.274 |
1.000 |
82.150 |
0.618 |
82.074 |
HIGH |
81.950 |
0.618 |
81.874 |
0.500 |
81.850 |
0.382 |
81.826 |
LOW |
81.750 |
0.618 |
81.626 |
1.000 |
81.550 |
1.618 |
81.426 |
2.618 |
81.226 |
4.250 |
80.900 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
81.879 |
81.948 |
PP |
81.864 |
81.929 |
S1 |
81.850 |
81.911 |
|