ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.010 |
82.125 |
0.115 |
0.1% |
82.775 |
High |
82.010 |
82.130 |
0.120 |
0.1% |
83.070 |
Low |
81.810 |
81.600 |
-0.210 |
-0.3% |
81.525 |
Close |
81.981 |
81.691 |
-0.290 |
-0.4% |
81.893 |
Range |
0.200 |
0.530 |
0.330 |
165.0% |
1.545 |
ATR |
0.409 |
0.417 |
0.009 |
2.1% |
0.000 |
Volume |
39 |
62 |
23 |
59.0% |
474 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.397 |
83.074 |
81.983 |
|
R3 |
82.867 |
82.544 |
81.837 |
|
R2 |
82.337 |
82.337 |
81.788 |
|
R1 |
82.014 |
82.014 |
81.740 |
81.911 |
PP |
81.807 |
81.807 |
81.807 |
81.755 |
S1 |
81.484 |
81.484 |
81.642 |
81.381 |
S2 |
81.277 |
81.277 |
81.594 |
|
S3 |
80.747 |
80.954 |
81.545 |
|
S4 |
80.217 |
80.424 |
81.400 |
|
|
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 |
82.370 |
81.525 |
0.845 |
1.0% |
0.370 |
0.5% |
20% |
False |
False |
103 |
10 |
83.105 |
81.525 |
1.580 |
1.9% |
0.374 |
0.5% |
11% |
False |
False |
66 |
20 |
83.945 |
81.525 |
2.420 |
3.0% |
0.427 |
0.5% |
7% |
False |
False |
52 |
40 |
84.610 |
81.525 |
3.085 |
3.8% |
0.384 |
0.5% |
5% |
False |
False |
40 |
60 |
84.610 |
81.525 |
3.085 |
3.8% |
0.309 |
0.4% |
5% |
False |
False |
72 |
80 |
84.610 |
80.902 |
3.708 |
4.5% |
0.232 |
0.3% |
21% |
False |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.383 |
2.618 |
83.518 |
1.618 |
82.988 |
1.000 |
82.660 |
0.618 |
82.458 |
HIGH |
82.130 |
0.618 |
81.928 |
0.500 |
81.865 |
0.382 |
81.802 |
LOW |
81.600 |
0.618 |
81.272 |
1.000 |
81.070 |
1.618 |
80.742 |
2.618 |
80.212 |
4.250 |
79.348 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
81.865 |
81.865 |
PP |
81.807 |
81.807 |
S1 |
81.749 |
81.749 |
|