ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
81.600 |
81.350 |
-0.250 |
-0.3% |
81.500 |
High |
81.765 |
81.395 |
-0.370 |
-0.5% |
81.950 |
Low |
81.300 |
80.330 |
-0.970 |
-1.2% |
80.330 |
Close |
81.303 |
80.433 |
-0.870 |
-1.1% |
80.433 |
Range |
0.465 |
1.065 |
0.600 |
129.0% |
1.620 |
ATR |
0.423 |
0.469 |
0.046 |
10.8% |
0.000 |
Volume |
1,191 |
3,489 |
2,298 |
192.9% |
5,462 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.914 |
83.239 |
81.019 |
|
R3 |
82.849 |
82.174 |
80.726 |
|
R2 |
81.784 |
81.784 |
80.628 |
|
R1 |
81.109 |
81.109 |
80.531 |
80.914 |
PP |
80.719 |
80.719 |
80.719 |
80.622 |
S1 |
80.044 |
80.044 |
80.335 |
79.849 |
S2 |
79.654 |
79.654 |
80.238 |
|
S3 |
78.589 |
78.979 |
80.140 |
|
S4 |
77.524 |
77.914 |
79.847 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.764 |
84.719 |
81.324 |
|
R3 |
84.144 |
83.099 |
80.879 |
|
R2 |
82.524 |
82.524 |
80.730 |
|
R1 |
81.479 |
81.479 |
80.582 |
81.192 |
PP |
80.904 |
80.904 |
80.904 |
80.761 |
S1 |
79.859 |
79.859 |
80.285 |
79.572 |
S2 |
79.284 |
79.284 |
80.136 |
|
S3 |
77.664 |
78.239 |
79.988 |
|
S4 |
76.044 |
76.619 |
79.542 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.950 |
80.330 |
1.620 |
2.0% |
0.605 |
0.8% |
6% |
False |
True |
1,109 |
10 |
82.130 |
80.330 |
1.800 |
2.2% |
0.446 |
0.6% |
6% |
False |
True |
613 |
20 |
83.250 |
80.330 |
2.920 |
3.6% |
0.391 |
0.5% |
4% |
False |
True |
334 |
40 |
84.610 |
80.330 |
4.280 |
5.3% |
0.421 |
0.5% |
2% |
False |
True |
186 |
60 |
84.610 |
80.330 |
4.280 |
5.3% |
0.368 |
0.5% |
2% |
False |
True |
147 |
80 |
84.610 |
80.330 |
4.280 |
5.3% |
0.276 |
0.3% |
2% |
False |
True |
129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.921 |
2.618 |
84.183 |
1.618 |
83.118 |
1.000 |
82.460 |
0.618 |
82.053 |
HIGH |
81.395 |
0.618 |
80.988 |
0.500 |
80.863 |
0.382 |
80.737 |
LOW |
80.330 |
0.618 |
79.672 |
1.000 |
79.265 |
1.618 |
78.607 |
2.618 |
77.542 |
4.250 |
75.804 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
80.863 |
81.140 |
PP |
80.719 |
80.904 |
S1 |
80.576 |
80.669 |
|