ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 06-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
81.735 |
81.600 |
-0.135 |
-0.2% |
82.010 |
High |
81.950 |
81.765 |
-0.185 |
-0.2% |
82.130 |
Low |
81.420 |
81.300 |
-0.120 |
-0.1% |
81.300 |
Close |
81.550 |
81.303 |
-0.247 |
-0.3% |
81.531 |
Range |
0.530 |
0.465 |
-0.065 |
-12.3% |
0.830 |
ATR |
0.420 |
0.423 |
0.003 |
0.8% |
0.000 |
Volume |
214 |
1,191 |
977 |
456.5% |
594 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.851 |
82.542 |
81.559 |
|
R3 |
82.386 |
82.077 |
81.431 |
|
R2 |
81.921 |
81.921 |
81.388 |
|
R1 |
81.612 |
81.612 |
81.346 |
81.534 |
PP |
81.456 |
81.456 |
81.456 |
81.417 |
S1 |
81.147 |
81.147 |
81.260 |
81.069 |
S2 |
80.991 |
80.991 |
81.218 |
|
S3 |
80.526 |
80.682 |
81.175 |
|
S4 |
80.061 |
80.217 |
81.047 |
|
|
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% |
0.454 |
0.6% |
0% |
False |
True |
435 |
10 |
82.130 |
81.300 |
0.830 |
1.0% |
0.373 |
0.5% |
0% |
False |
True |
281 |
20 |
83.250 |
81.300 |
1.950 |
2.4% |
0.357 |
0.4% |
0% |
False |
True |
161 |
40 |
84.610 |
81.300 |
3.310 |
4.1% |
0.400 |
0.5% |
0% |
False |
True |
99 |
60 |
84.610 |
81.300 |
3.310 |
4.1% |
0.350 |
0.4% |
0% |
False |
True |
97 |
80 |
84.610 |
81.300 |
3.310 |
4.1% |
0.263 |
0.3% |
0% |
False |
True |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.741 |
2.618 |
82.982 |
1.618 |
82.517 |
1.000 |
82.230 |
0.618 |
82.052 |
HIGH |
81.765 |
0.618 |
81.587 |
0.500 |
81.533 |
0.382 |
81.478 |
LOW |
81.300 |
0.618 |
81.013 |
1.000 |
80.835 |
1.618 |
80.548 |
2.618 |
80.083 |
4.250 |
79.324 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
81.533 |
81.625 |
PP |
81.456 |
81.518 |
S1 |
81.380 |
81.410 |
|