ICE US Dollar Index Future September 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
83.855 |
83.400 |
-0.455 |
-0.5% |
83.560 |
| High |
83.935 |
83.770 |
-0.165 |
-0.2% |
83.985 |
| Low |
83.380 |
83.130 |
-0.250 |
-0.3% |
83.135 |
| Close |
83.474 |
83.218 |
-0.256 |
-0.3% |
83.474 |
| Range |
0.555 |
0.640 |
0.085 |
15.3% |
0.850 |
| ATR |
0.602 |
0.605 |
0.003 |
0.4% |
0.000 |
| Volume |
23,228 |
15,625 |
-7,603 |
-32.7% |
103,751 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.293 |
84.895 |
83.570 |
|
| R3 |
84.653 |
84.255 |
83.394 |
|
| R2 |
84.013 |
84.013 |
83.335 |
|
| R1 |
83.615 |
83.615 |
83.277 |
83.494 |
| PP |
83.373 |
83.373 |
83.373 |
83.312 |
| S1 |
82.975 |
82.975 |
83.159 |
82.854 |
| S2 |
82.733 |
82.733 |
83.101 |
|
| S3 |
82.093 |
82.335 |
83.042 |
|
| S4 |
81.453 |
81.695 |
82.866 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.081 |
85.628 |
83.942 |
|
| R3 |
85.231 |
84.778 |
83.708 |
|
| R2 |
84.381 |
84.381 |
83.630 |
|
| R1 |
83.928 |
83.928 |
83.552 |
83.730 |
| PP |
83.531 |
83.531 |
83.531 |
83.432 |
| S1 |
83.078 |
83.078 |
83.396 |
82.880 |
| S2 |
82.681 |
82.681 |
83.318 |
|
| S3 |
81.831 |
82.228 |
83.240 |
|
| S4 |
80.981 |
81.378 |
83.007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.985 |
83.130 |
0.855 |
1.0% |
0.525 |
0.6% |
10% |
False |
True |
19,134 |
| 10 |
83.985 |
81.655 |
2.330 |
2.8% |
0.539 |
0.6% |
67% |
False |
False |
20,964 |
| 20 |
83.985 |
81.390 |
2.595 |
3.1% |
0.615 |
0.7% |
70% |
False |
False |
25,108 |
| 40 |
84.000 |
81.390 |
2.610 |
3.1% |
0.607 |
0.7% |
70% |
False |
False |
15,864 |
| 60 |
84.000 |
79.025 |
4.975 |
6.0% |
0.494 |
0.6% |
84% |
False |
False |
10,594 |
| 80 |
84.000 |
79.025 |
4.975 |
6.0% |
0.417 |
0.5% |
84% |
False |
False |
7,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.490 |
|
2.618 |
85.446 |
|
1.618 |
84.806 |
|
1.000 |
84.410 |
|
0.618 |
84.166 |
|
HIGH |
83.770 |
|
0.618 |
83.526 |
|
0.500 |
83.450 |
|
0.382 |
83.374 |
|
LOW |
83.130 |
|
0.618 |
82.734 |
|
1.000 |
82.490 |
|
1.618 |
82.094 |
|
2.618 |
81.454 |
|
4.250 |
80.410 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.450 |
83.558 |
| PP |
83.373 |
83.444 |
| S1 |
83.295 |
83.331 |
|