ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 29-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
82.125 |
81.700 |
-0.425 |
-0.5% |
82.775 |
High |
82.130 |
81.890 |
-0.240 |
-0.3% |
83.070 |
Low |
81.600 |
81.700 |
0.100 |
0.1% |
81.525 |
Close |
81.691 |
81.869 |
0.178 |
0.2% |
81.893 |
Range |
0.530 |
0.190 |
-0.340 |
-64.2% |
1.545 |
ATR |
0.417 |
0.402 |
-0.016 |
-3.7% |
0.000 |
Volume |
62 |
288 |
226 |
364.5% |
474 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.390 |
82.319 |
81.974 |
|
R3 |
82.200 |
82.129 |
81.921 |
|
R2 |
82.010 |
82.010 |
81.904 |
|
R1 |
81.939 |
81.939 |
81.886 |
81.975 |
PP |
81.820 |
81.820 |
81.820 |
81.837 |
S1 |
81.749 |
81.749 |
81.852 |
81.785 |
S2 |
81.630 |
81.630 |
81.834 |
|
S3 |
81.440 |
81.559 |
81.817 |
|
S4 |
81.250 |
81.369 |
81.765 |
|
|
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 |
82.130 |
81.525 |
0.605 |
0.7% |
0.291 |
0.4% |
57% |
False |
False |
128 |
10 |
83.100 |
81.525 |
1.575 |
1.9% |
0.362 |
0.4% |
22% |
False |
False |
92 |
20 |
83.945 |
81.525 |
2.420 |
3.0% |
0.412 |
0.5% |
14% |
False |
False |
64 |
40 |
84.610 |
81.525 |
3.085 |
3.8% |
0.389 |
0.5% |
11% |
False |
False |
47 |
60 |
84.610 |
81.525 |
3.085 |
3.8% |
0.312 |
0.4% |
11% |
False |
False |
77 |
80 |
84.610 |
80.902 |
3.708 |
4.5% |
0.234 |
0.3% |
26% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.698 |
2.618 |
82.387 |
1.618 |
82.197 |
1.000 |
82.080 |
0.618 |
82.007 |
HIGH |
81.890 |
0.618 |
81.817 |
0.500 |
81.795 |
0.382 |
81.773 |
LOW |
81.700 |
0.618 |
81.583 |
1.000 |
81.510 |
1.618 |
81.393 |
2.618 |
81.203 |
4.250 |
80.893 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
81.844 |
81.868 |
PP |
81.820 |
81.866 |
S1 |
81.795 |
81.865 |
|