ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 05-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
81.500 |
81.735 |
0.235 |
0.3% |
82.010 |
High |
81.695 |
81.950 |
0.255 |
0.3% |
82.130 |
Low |
81.380 |
81.420 |
0.040 |
0.0% |
81.300 |
Close |
81.636 |
81.550 |
-0.086 |
-0.1% |
81.531 |
Range |
0.315 |
0.530 |
0.215 |
68.3% |
0.830 |
ATR |
0.412 |
0.420 |
0.008 |
2.1% |
0.000 |
Volume |
568 |
214 |
-354 |
-62.3% |
594 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.230 |
82.920 |
81.842 |
|
R3 |
82.700 |
82.390 |
81.696 |
|
R2 |
82.170 |
82.170 |
81.647 |
|
R1 |
81.860 |
81.860 |
81.599 |
81.750 |
PP |
81.640 |
81.640 |
81.640 |
81.585 |
S1 |
81.330 |
81.330 |
81.501 |
81.220 |
S2 |
81.110 |
81.110 |
81.453 |
|
S3 |
80.580 |
80.800 |
81.404 |
|
S4 |
80.050 |
80.270 |
81.259 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.144 |
83.667 |
81.988 |
|
R3 |
83.314 |
82.837 |
81.759 |
|
R2 |
82.484 |
82.484 |
81.683 |
|
R1 |
82.007 |
82.007 |
81.607 |
81.831 |
PP |
81.654 |
81.654 |
81.654 |
81.565 |
S1 |
81.177 |
81.177 |
81.455 |
81.001 |
S2 |
80.824 |
80.824 |
81.379 |
|
S3 |
79.994 |
80.347 |
81.303 |
|
S4 |
79.164 |
79.517 |
81.075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.070 |
81.300 |
0.770 |
0.9% |
0.399 |
0.5% |
32% |
False |
False |
255 |
10 |
82.370 |
81.300 |
1.070 |
1.3% |
0.385 |
0.5% |
23% |
False |
False |
179 |
20 |
83.250 |
81.300 |
1.950 |
2.4% |
0.345 |
0.4% |
13% |
False |
False |
102 |
40 |
84.610 |
81.300 |
3.310 |
4.1% |
0.392 |
0.5% |
8% |
False |
False |
69 |
60 |
84.610 |
81.300 |
3.310 |
4.1% |
0.343 |
0.4% |
8% |
False |
False |
85 |
80 |
84.610 |
81.300 |
3.310 |
4.1% |
0.257 |
0.3% |
8% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.203 |
2.618 |
83.338 |
1.618 |
82.808 |
1.000 |
82.480 |
0.618 |
82.278 |
HIGH |
81.950 |
0.618 |
81.748 |
0.500 |
81.685 |
0.382 |
81.622 |
LOW |
81.420 |
0.618 |
81.092 |
1.000 |
80.890 |
1.618 |
80.562 |
2.618 |
80.032 |
4.250 |
79.168 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
81.685 |
81.625 |
PP |
81.640 |
81.600 |
S1 |
81.595 |
81.575 |
|