ICE US Dollar Index Future September 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
83.170 |
83.430 |
0.260 |
0.3% |
82.755 |
| High |
83.610 |
83.470 |
-0.140 |
-0.2% |
83.610 |
| Low |
82.225 |
82.360 |
0.135 |
0.2% |
82.225 |
| Close |
83.451 |
82.446 |
-1.005 |
-1.2% |
82.446 |
| Range |
1.385 |
1.110 |
-0.275 |
-19.9% |
1.385 |
| ATR |
0.655 |
0.687 |
0.033 |
5.0% |
0.000 |
| Volume |
37,917 |
24,432 |
-13,485 |
-35.6% |
111,093 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.089 |
85.377 |
83.057 |
|
| R3 |
84.979 |
84.267 |
82.751 |
|
| R2 |
83.869 |
83.869 |
82.650 |
|
| R1 |
83.157 |
83.157 |
82.548 |
82.958 |
| PP |
82.759 |
82.759 |
82.759 |
82.659 |
| S1 |
82.047 |
82.047 |
82.344 |
81.848 |
| S2 |
81.649 |
81.649 |
82.243 |
|
| S3 |
80.539 |
80.937 |
82.141 |
|
| S4 |
79.429 |
79.827 |
81.836 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.915 |
86.066 |
83.208 |
|
| R3 |
85.530 |
84.681 |
82.827 |
|
| R2 |
84.145 |
84.145 |
82.700 |
|
| R1 |
83.296 |
83.296 |
82.573 |
83.028 |
| PP |
82.760 |
82.760 |
82.760 |
82.627 |
| S1 |
81.911 |
81.911 |
82.319 |
81.643 |
| S2 |
81.375 |
81.375 |
82.192 |
|
| S3 |
79.990 |
80.526 |
82.065 |
|
| S4 |
78.605 |
79.141 |
81.684 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.610 |
82.225 |
1.385 |
1.7% |
0.783 |
0.9% |
16% |
False |
False |
22,218 |
| 10 |
84.245 |
82.225 |
2.020 |
2.5% |
0.723 |
0.9% |
11% |
False |
False |
24,146 |
| 20 |
84.245 |
82.225 |
2.020 |
2.5% |
0.622 |
0.8% |
11% |
False |
False |
21,814 |
| 40 |
84.245 |
81.390 |
2.855 |
3.5% |
0.645 |
0.8% |
37% |
False |
False |
23,513 |
| 60 |
84.245 |
80.540 |
3.705 |
4.5% |
0.597 |
0.7% |
51% |
False |
False |
15,863 |
| 80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.508 |
0.6% |
66% |
False |
False |
11,909 |
| 100 |
84.245 |
79.025 |
5.220 |
6.3% |
0.434 |
0.5% |
66% |
False |
False |
9,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.188 |
|
2.618 |
86.376 |
|
1.618 |
85.266 |
|
1.000 |
84.580 |
|
0.618 |
84.156 |
|
HIGH |
83.470 |
|
0.618 |
83.046 |
|
0.500 |
82.915 |
|
0.382 |
82.784 |
|
LOW |
82.360 |
|
0.618 |
81.674 |
|
1.000 |
81.250 |
|
1.618 |
80.564 |
|
2.618 |
79.454 |
|
4.250 |
77.643 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.915 |
82.918 |
| PP |
82.759 |
82.760 |
| S1 |
82.602 |
82.603 |
|