ICE US Dollar Index Future September 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
81.365 |
81.570 |
0.205 |
0.3% |
82.560 |
| High |
81.605 |
81.780 |
0.175 |
0.2% |
82.765 |
| Low |
81.350 |
81.410 |
0.060 |
0.1% |
81.220 |
| Close |
81.564 |
81.713 |
0.149 |
0.2% |
81.603 |
| Range |
0.255 |
0.370 |
0.115 |
45.1% |
1.545 |
| ATR |
0.498 |
0.488 |
-0.009 |
-1.8% |
0.000 |
| Volume |
11,040 |
9,498 |
-1,542 |
-14.0% |
103,148 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.744 |
82.599 |
81.917 |
|
| R3 |
82.374 |
82.229 |
81.815 |
|
| R2 |
82.004 |
82.004 |
81.781 |
|
| R1 |
81.859 |
81.859 |
81.747 |
81.932 |
| PP |
81.634 |
81.634 |
81.634 |
81.671 |
| S1 |
81.489 |
81.489 |
81.679 |
81.562 |
| S2 |
81.264 |
81.264 |
81.645 |
|
| S3 |
80.894 |
81.119 |
81.611 |
|
| S4 |
80.524 |
80.749 |
81.510 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.498 |
85.595 |
82.453 |
|
| R3 |
84.953 |
84.050 |
82.028 |
|
| R2 |
83.408 |
83.408 |
81.886 |
|
| R1 |
82.505 |
82.505 |
81.745 |
82.184 |
| PP |
81.863 |
81.863 |
81.863 |
81.702 |
| S1 |
80.960 |
80.960 |
81.461 |
80.639 |
| S2 |
80.318 |
80.318 |
81.320 |
|
| S3 |
78.773 |
79.415 |
81.178 |
|
| S4 |
77.228 |
77.870 |
80.753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.840 |
81.275 |
0.565 |
0.7% |
0.360 |
0.4% |
78% |
False |
False |
11,676 |
| 10 |
82.825 |
81.220 |
1.605 |
2.0% |
0.426 |
0.5% |
31% |
False |
False |
16,191 |
| 20 |
83.470 |
81.220 |
2.250 |
2.8% |
0.466 |
0.6% |
22% |
False |
False |
16,441 |
| 40 |
84.245 |
81.220 |
3.025 |
3.7% |
0.534 |
0.7% |
16% |
False |
False |
19,282 |
| 60 |
84.245 |
81.220 |
3.025 |
3.7% |
0.575 |
0.7% |
16% |
False |
False |
20,801 |
| 80 |
84.245 |
80.395 |
3.850 |
4.7% |
0.552 |
0.7% |
34% |
False |
False |
15,703 |
| 100 |
84.245 |
79.025 |
5.220 |
6.4% |
0.490 |
0.6% |
51% |
False |
False |
12,571 |
| 120 |
84.245 |
79.025 |
5.220 |
6.4% |
0.430 |
0.5% |
51% |
False |
False |
10,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.353 |
|
2.618 |
82.749 |
|
1.618 |
82.379 |
|
1.000 |
82.150 |
|
0.618 |
82.009 |
|
HIGH |
81.780 |
|
0.618 |
81.639 |
|
0.500 |
81.595 |
|
0.382 |
81.551 |
|
LOW |
81.410 |
|
0.618 |
81.181 |
|
1.000 |
81.040 |
|
1.618 |
80.811 |
|
2.618 |
80.441 |
|
4.250 |
79.838 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
81.674 |
81.661 |
| PP |
81.634 |
81.609 |
| S1 |
81.595 |
81.558 |
|