ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
83.175 |
83.490 |
0.315 |
0.4% |
84.150 |
| High |
83.550 |
83.945 |
0.395 |
0.5% |
84.610 |
| Low |
83.055 |
82.650 |
-0.405 |
-0.5% |
82.825 |
| Close |
83.518 |
83.801 |
0.283 |
0.3% |
83.115 |
| Range |
0.495 |
1.295 |
0.800 |
161.6% |
1.785 |
| ATR |
0.435 |
0.496 |
0.061 |
14.1% |
0.000 |
| Volume |
48 |
22 |
-26 |
-54.2% |
342 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.350 |
86.871 |
84.513 |
|
| R3 |
86.055 |
85.576 |
84.157 |
|
| R2 |
84.760 |
84.760 |
84.038 |
|
| R1 |
84.281 |
84.281 |
83.920 |
84.521 |
| PP |
83.465 |
83.465 |
83.465 |
83.585 |
| S1 |
82.986 |
82.986 |
83.682 |
83.226 |
| S2 |
82.170 |
82.170 |
83.564 |
|
| S3 |
80.875 |
81.691 |
83.445 |
|
| S4 |
79.580 |
80.396 |
83.089 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.872 |
87.778 |
84.097 |
|
| R3 |
87.087 |
85.993 |
83.606 |
|
| R2 |
85.302 |
85.302 |
83.442 |
|
| R1 |
84.208 |
84.208 |
83.279 |
83.863 |
| PP |
83.517 |
83.517 |
83.517 |
83.344 |
| S1 |
82.423 |
82.423 |
82.951 |
82.078 |
| S2 |
81.732 |
81.732 |
82.788 |
|
| S3 |
79.947 |
80.638 |
82.624 |
|
| S4 |
78.162 |
78.853 |
82.133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.945 |
82.650 |
1.295 |
1.5% |
0.553 |
0.7% |
89% |
True |
True |
52 |
| 10 |
84.610 |
82.650 |
1.960 |
2.3% |
0.479 |
0.6% |
59% |
False |
True |
45 |
| 20 |
84.610 |
82.650 |
1.960 |
2.3% |
0.399 |
0.5% |
59% |
False |
True |
30 |
| 40 |
84.610 |
81.745 |
2.865 |
3.4% |
0.295 |
0.4% |
72% |
False |
False |
84 |
| 60 |
84.610 |
81.104 |
3.506 |
4.2% |
0.197 |
0.2% |
77% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.449 |
|
2.618 |
87.335 |
|
1.618 |
86.040 |
|
1.000 |
85.240 |
|
0.618 |
84.745 |
|
HIGH |
83.945 |
|
0.618 |
83.450 |
|
0.500 |
83.298 |
|
0.382 |
83.145 |
|
LOW |
82.650 |
|
0.618 |
81.850 |
|
1.000 |
81.355 |
|
1.618 |
80.555 |
|
2.618 |
79.260 |
|
4.250 |
77.146 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.633 |
83.633 |
| PP |
83.465 |
83.465 |
| S1 |
83.298 |
83.298 |
|