ICE US Dollar Index Future September 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
82.445 |
82.560 |
0.115 |
0.1% |
82.640 |
| High |
82.825 |
82.765 |
-0.060 |
-0.1% |
82.960 |
| Low |
82.380 |
82.435 |
0.055 |
0.1% |
82.250 |
| Close |
82.663 |
82.500 |
-0.163 |
-0.2% |
82.663 |
| Range |
0.445 |
0.330 |
-0.115 |
-25.8% |
0.710 |
| ATR |
0.560 |
0.544 |
-0.016 |
-2.9% |
0.000 |
| Volume |
15,870 |
11,077 |
-4,793 |
-30.2% |
76,376 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.557 |
83.358 |
82.682 |
|
| R3 |
83.227 |
83.028 |
82.591 |
|
| R2 |
82.897 |
82.897 |
82.561 |
|
| R1 |
82.698 |
82.698 |
82.530 |
82.633 |
| PP |
82.567 |
82.567 |
82.567 |
82.534 |
| S1 |
82.368 |
82.368 |
82.470 |
82.303 |
| S2 |
82.237 |
82.237 |
82.440 |
|
| S3 |
81.907 |
82.038 |
82.409 |
|
| S4 |
81.577 |
81.708 |
82.319 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.754 |
84.419 |
83.054 |
|
| R3 |
84.044 |
83.709 |
82.858 |
|
| R2 |
83.334 |
83.334 |
82.793 |
|
| R1 |
82.999 |
82.999 |
82.728 |
83.167 |
| PP |
82.624 |
82.624 |
82.624 |
82.708 |
| S1 |
82.289 |
82.289 |
82.598 |
82.457 |
| S2 |
81.914 |
81.914 |
82.533 |
|
| S3 |
81.204 |
81.579 |
82.468 |
|
| S4 |
80.494 |
80.869 |
82.273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.960 |
82.250 |
0.710 |
0.9% |
0.412 |
0.5% |
35% |
False |
False |
14,871 |
| 10 |
82.960 |
82.065 |
0.895 |
1.1% |
0.422 |
0.5% |
49% |
False |
False |
15,430 |
| 20 |
84.245 |
82.065 |
2.180 |
2.6% |
0.576 |
0.7% |
20% |
False |
False |
19,397 |
| 40 |
84.245 |
81.560 |
2.685 |
3.3% |
0.570 |
0.7% |
35% |
False |
False |
20,781 |
| 60 |
84.245 |
81.390 |
2.855 |
3.5% |
0.597 |
0.7% |
39% |
False |
False |
18,668 |
| 80 |
84.245 |
79.025 |
5.220 |
6.3% |
0.531 |
0.6% |
67% |
False |
False |
14,018 |
| 100 |
84.245 |
79.025 |
5.220 |
6.3% |
0.468 |
0.6% |
67% |
False |
False |
11,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.168 |
|
2.618 |
83.629 |
|
1.618 |
83.299 |
|
1.000 |
83.095 |
|
0.618 |
82.969 |
|
HIGH |
82.765 |
|
0.618 |
82.639 |
|
0.500 |
82.600 |
|
0.382 |
82.561 |
|
LOW |
82.435 |
|
0.618 |
82.231 |
|
1.000 |
82.105 |
|
1.618 |
81.901 |
|
2.618 |
81.571 |
|
4.250 |
81.033 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.600 |
82.668 |
| PP |
82.567 |
82.612 |
| S1 |
82.533 |
82.556 |
|