ICE US Dollar Index Future September 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
83.560 |
83.305 |
-0.255 |
-0.3% |
81.730 |
| High |
83.630 |
83.650 |
0.020 |
0.0% |
83.605 |
| Low |
83.265 |
83.135 |
-0.130 |
-0.2% |
81.655 |
| Close |
83.351 |
83.559 |
0.208 |
0.2% |
83.561 |
| Range |
0.365 |
0.515 |
0.150 |
41.1% |
1.950 |
| ATR |
0.639 |
0.630 |
-0.009 |
-1.4% |
0.000 |
| Volume |
23,705 |
18,930 |
-4,775 |
-20.1% |
90,268 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.993 |
84.791 |
83.842 |
|
| R3 |
84.478 |
84.276 |
83.701 |
|
| R2 |
83.963 |
83.963 |
83.653 |
|
| R1 |
83.761 |
83.761 |
83.606 |
83.862 |
| PP |
83.448 |
83.448 |
83.448 |
83.499 |
| S1 |
83.246 |
83.246 |
83.512 |
83.347 |
| S2 |
82.933 |
82.933 |
83.465 |
|
| S3 |
82.418 |
82.731 |
83.417 |
|
| S4 |
81.903 |
82.216 |
83.276 |
|
|
| 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 |
83.650 |
81.815 |
1.835 |
2.2% |
0.567 |
0.7% |
95% |
True |
False |
23,166 |
| 10 |
83.650 |
81.560 |
2.090 |
2.5% |
0.615 |
0.7% |
96% |
True |
False |
24,974 |
| 20 |
83.650 |
81.390 |
2.260 |
2.7% |
0.625 |
0.7% |
96% |
True |
False |
26,517 |
| 40 |
84.000 |
81.390 |
2.610 |
3.1% |
0.592 |
0.7% |
83% |
False |
False |
13,953 |
| 60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.476 |
0.6% |
91% |
False |
False |
9,317 |
| 80 |
84.000 |
79.025 |
4.975 |
6.0% |
0.397 |
0.5% |
91% |
False |
False |
6,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.839 |
|
2.618 |
84.998 |
|
1.618 |
84.483 |
|
1.000 |
84.165 |
|
0.618 |
83.968 |
|
HIGH |
83.650 |
|
0.618 |
83.453 |
|
0.500 |
83.393 |
|
0.382 |
83.332 |
|
LOW |
83.135 |
|
0.618 |
82.817 |
|
1.000 |
82.620 |
|
1.618 |
82.302 |
|
2.618 |
81.787 |
|
4.250 |
80.946 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.504 |
83.462 |
| PP |
83.448 |
83.365 |
| S1 |
83.393 |
83.268 |
|