ICE US Dollar Index Future September 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
81.730 |
82.025 |
0.295 |
0.4% |
82.490 |
| High |
82.095 |
82.145 |
0.050 |
0.1% |
83.070 |
| Low |
81.655 |
81.815 |
0.160 |
0.2% |
81.560 |
| Close |
82.008 |
81.872 |
-0.136 |
-0.2% |
81.753 |
| Range |
0.440 |
0.330 |
-0.110 |
-25.0% |
1.510 |
| ATR |
0.634 |
0.612 |
-0.022 |
-3.4% |
0.000 |
| Volume |
17,071 |
15,004 |
-2,067 |
-12.1% |
135,268 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.934 |
82.733 |
82.054 |
|
| R3 |
82.604 |
82.403 |
81.963 |
|
| R2 |
82.274 |
82.274 |
81.933 |
|
| R1 |
82.073 |
82.073 |
81.902 |
82.009 |
| PP |
81.944 |
81.944 |
81.944 |
81.912 |
| S1 |
81.743 |
81.743 |
81.842 |
81.679 |
| S2 |
81.614 |
81.614 |
81.812 |
|
| S3 |
81.284 |
81.413 |
81.781 |
|
| S4 |
80.954 |
81.083 |
81.691 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.658 |
85.715 |
82.584 |
|
| R3 |
85.148 |
84.205 |
82.168 |
|
| R2 |
83.638 |
83.638 |
82.030 |
|
| R1 |
82.695 |
82.695 |
81.891 |
82.412 |
| PP |
82.128 |
82.128 |
82.128 |
81.986 |
| S1 |
81.185 |
81.185 |
81.615 |
80.902 |
| S2 |
80.618 |
80.618 |
81.476 |
|
| S3 |
79.108 |
79.675 |
81.338 |
|
| S4 |
77.598 |
78.165 |
80.923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.070 |
81.560 |
1.510 |
1.8% |
0.642 |
0.8% |
21% |
False |
False |
24,644 |
| 10 |
83.070 |
81.405 |
1.665 |
2.0% |
0.585 |
0.7% |
28% |
False |
False |
26,161 |
| 20 |
83.450 |
81.390 |
2.060 |
2.5% |
0.648 |
0.8% |
23% |
False |
False |
22,527 |
| 40 |
84.000 |
80.320 |
3.680 |
4.5% |
0.556 |
0.7% |
42% |
False |
False |
11,434 |
| 60 |
84.000 |
79.025 |
4.975 |
6.1% |
0.445 |
0.5% |
57% |
False |
False |
7,637 |
| 80 |
84.000 |
79.025 |
4.975 |
6.1% |
0.367 |
0.4% |
57% |
False |
False |
5,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.548 |
|
2.618 |
83.009 |
|
1.618 |
82.679 |
|
1.000 |
82.475 |
|
0.618 |
82.349 |
|
HIGH |
82.145 |
|
0.618 |
82.019 |
|
0.500 |
81.980 |
|
0.382 |
81.941 |
|
LOW |
81.815 |
|
0.618 |
81.611 |
|
1.000 |
81.485 |
|
1.618 |
81.281 |
|
2.618 |
80.951 |
|
4.250 |
80.413 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
81.980 |
82.233 |
| PP |
81.944 |
82.112 |
| S1 |
81.908 |
81.992 |
|