ICE US Dollar Index Future December 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 |
83.490 |
83.800 |
0.310 |
0.4% |
83.380 |
| High |
83.945 |
83.800 |
-0.145 |
-0.2% |
83.945 |
| Low |
82.650 |
82.720 |
0.070 |
0.1% |
82.650 |
| Close |
83.801 |
82.771 |
-1.030 |
-1.2% |
82.771 |
| Range |
1.295 |
1.080 |
-0.215 |
-16.6% |
1.295 |
| ATR |
0.496 |
0.538 |
0.042 |
8.4% |
0.000 |
| Volume |
22 |
81 |
59 |
268.2% |
176 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.337 |
85.634 |
83.365 |
|
| R3 |
85.257 |
84.554 |
83.068 |
|
| R2 |
84.177 |
84.177 |
82.969 |
|
| R1 |
83.474 |
83.474 |
82.870 |
83.286 |
| PP |
83.097 |
83.097 |
83.097 |
83.003 |
| S1 |
82.394 |
82.394 |
82.672 |
82.206 |
| S2 |
82.017 |
82.017 |
82.573 |
|
| S3 |
80.937 |
81.314 |
82.474 |
|
| S4 |
79.857 |
80.234 |
82.177 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.007 |
86.184 |
83.483 |
|
| R3 |
85.712 |
84.889 |
83.127 |
|
| R2 |
84.417 |
84.417 |
83.008 |
|
| R1 |
83.594 |
83.594 |
82.890 |
83.358 |
| PP |
83.122 |
83.122 |
83.122 |
83.004 |
| S1 |
82.299 |
82.299 |
82.652 |
82.063 |
| S2 |
81.827 |
81.827 |
82.534 |
|
| S3 |
80.532 |
81.004 |
82.415 |
|
| S4 |
79.237 |
79.709 |
82.059 |
|
|
| 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 |
1.6% |
0.644 |
0.8% |
9% |
False |
False |
35 |
| 10 |
84.610 |
82.650 |
1.960 |
2.4% |
0.568 |
0.7% |
6% |
False |
False |
51 |
| 20 |
84.610 |
82.650 |
1.960 |
2.4% |
0.432 |
0.5% |
6% |
False |
False |
33 |
| 40 |
84.610 |
81.745 |
2.865 |
3.5% |
0.322 |
0.4% |
36% |
False |
False |
86 |
| 60 |
84.610 |
81.423 |
3.187 |
3.9% |
0.215 |
0.3% |
42% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.390 |
|
2.618 |
86.627 |
|
1.618 |
85.547 |
|
1.000 |
84.880 |
|
0.618 |
84.467 |
|
HIGH |
83.800 |
|
0.618 |
83.387 |
|
0.500 |
83.260 |
|
0.382 |
83.133 |
|
LOW |
82.720 |
|
0.618 |
82.053 |
|
1.000 |
81.640 |
|
1.618 |
80.973 |
|
2.618 |
79.893 |
|
4.250 |
78.130 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.260 |
83.298 |
| PP |
83.097 |
83.122 |
| S1 |
82.934 |
82.947 |
|