ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 30-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
81.700 |
81.815 |
0.115 |
0.1% |
82.775 |
High |
81.890 |
82.070 |
0.180 |
0.2% |
83.070 |
Low |
81.700 |
81.760 |
0.060 |
0.1% |
81.525 |
Close |
81.869 |
82.028 |
0.159 |
0.2% |
81.893 |
Range |
0.190 |
0.310 |
0.120 |
63.2% |
1.545 |
ATR |
0.402 |
0.395 |
-0.007 |
-1.6% |
0.000 |
Volume |
288 |
120 |
-168 |
-58.3% |
474 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.883 |
82.765 |
82.199 |
|
R3 |
82.573 |
82.455 |
82.113 |
|
R2 |
82.263 |
82.263 |
82.085 |
|
R1 |
82.145 |
82.145 |
82.056 |
82.204 |
PP |
81.953 |
81.953 |
81.953 |
81.982 |
S1 |
81.835 |
81.835 |
82.000 |
81.894 |
S2 |
81.643 |
81.643 |
81.971 |
|
S3 |
81.333 |
81.525 |
81.943 |
|
S4 |
81.023 |
81.215 |
81.858 |
|
|
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 |
81.600 |
0.530 |
0.6% |
0.286 |
0.3% |
81% |
False |
False |
117 |
10 |
83.100 |
81.525 |
1.575 |
1.9% |
0.358 |
0.4% |
32% |
False |
False |
101 |
20 |
83.800 |
81.525 |
2.275 |
2.8% |
0.362 |
0.4% |
22% |
False |
False |
69 |
40 |
84.610 |
81.525 |
3.085 |
3.8% |
0.381 |
0.5% |
16% |
False |
False |
50 |
60 |
84.610 |
81.525 |
3.085 |
3.8% |
0.318 |
0.4% |
16% |
False |
False |
79 |
80 |
84.610 |
81.104 |
3.506 |
4.3% |
0.238 |
0.3% |
26% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.388 |
2.618 |
82.882 |
1.618 |
82.572 |
1.000 |
82.380 |
0.618 |
82.262 |
HIGH |
82.070 |
0.618 |
81.952 |
0.500 |
81.915 |
0.382 |
81.878 |
LOW |
81.760 |
0.618 |
81.568 |
1.000 |
81.450 |
1.618 |
81.258 |
2.618 |
80.948 |
4.250 |
80.443 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
81.990 |
81.974 |
PP |
81.953 |
81.919 |
S1 |
81.915 |
81.865 |
|