ICE US Dollar Index Future September 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
82.340 |
82.910 |
0.570 |
0.7% |
81.730 |
| High |
83.085 |
83.605 |
0.520 |
0.6% |
83.605 |
| Low |
82.180 |
82.885 |
0.705 |
0.9% |
81.655 |
| Close |
82.942 |
83.561 |
0.619 |
0.7% |
83.561 |
| Range |
0.905 |
0.720 |
-0.185 |
-20.4% |
1.950 |
| ATR |
0.655 |
0.660 |
0.005 |
0.7% |
0.000 |
| Volume |
27,610 |
30,583 |
2,973 |
10.8% |
90,268 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.510 |
85.256 |
83.957 |
|
| R3 |
84.790 |
84.536 |
83.759 |
|
| R2 |
84.070 |
84.070 |
83.693 |
|
| R1 |
83.816 |
83.816 |
83.627 |
83.943 |
| PP |
83.350 |
83.350 |
83.350 |
83.414 |
| S1 |
83.096 |
83.096 |
83.495 |
83.223 |
| S2 |
82.630 |
82.630 |
83.429 |
|
| S3 |
81.910 |
82.376 |
83.363 |
|
| S4 |
81.190 |
81.656 |
83.165 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.790 |
88.126 |
84.634 |
|
| R3 |
86.840 |
86.176 |
84.097 |
|
| R2 |
84.890 |
84.890 |
83.919 |
|
| R1 |
84.226 |
84.226 |
83.740 |
84.558 |
| PP |
82.940 |
82.940 |
82.940 |
83.107 |
| S1 |
82.276 |
82.276 |
83.382 |
82.608 |
| S2 |
80.990 |
80.990 |
83.204 |
|
| S3 |
79.040 |
80.326 |
83.025 |
|
| S4 |
77.090 |
78.376 |
82.489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.605 |
81.560 |
2.045 |
2.4% |
0.748 |
0.9% |
98% |
True |
False |
26,152 |
| 10 |
83.605 |
81.560 |
2.045 |
2.4% |
0.597 |
0.7% |
98% |
True |
False |
24,764 |
| 20 |
83.605 |
81.390 |
2.215 |
2.7% |
0.669 |
0.8% |
98% |
True |
False |
25,213 |
| 40 |
84.000 |
80.540 |
3.460 |
4.1% |
0.585 |
0.7% |
87% |
False |
False |
12,888 |
| 60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.470 |
0.6% |
91% |
False |
False |
8,607 |
| 80 |
84.000 |
79.025 |
4.975 |
6.0% |
0.388 |
0.5% |
91% |
False |
False |
6,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.665 |
|
2.618 |
85.490 |
|
1.618 |
84.770 |
|
1.000 |
84.325 |
|
0.618 |
84.050 |
|
HIGH |
83.605 |
|
0.618 |
83.330 |
|
0.500 |
83.245 |
|
0.382 |
83.160 |
|
LOW |
82.885 |
|
0.618 |
82.440 |
|
1.000 |
82.165 |
|
1.618 |
81.720 |
|
2.618 |
81.000 |
|
4.250 |
79.825 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.456 |
83.277 |
| PP |
83.350 |
82.994 |
| S1 |
83.245 |
82.710 |
|