ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
83.790 |
84.150 |
0.360 |
0.4% |
83.820 |
| High |
83.980 |
84.465 |
0.485 |
0.6% |
83.980 |
| Low |
83.790 |
84.030 |
0.240 |
0.3% |
83.220 |
| Close |
83.913 |
84.185 |
0.272 |
0.3% |
83.913 |
| Range |
0.190 |
0.435 |
0.245 |
128.9% |
0.760 |
| ATR |
0.388 |
0.400 |
0.012 |
3.0% |
0.000 |
| Volume |
18 |
10 |
-8 |
-44.4% |
62 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.532 |
85.293 |
84.424 |
|
| R3 |
85.097 |
84.858 |
84.305 |
|
| R2 |
84.662 |
84.662 |
84.265 |
|
| R1 |
84.423 |
84.423 |
84.225 |
84.543 |
| PP |
84.227 |
84.227 |
84.227 |
84.286 |
| S1 |
83.988 |
83.988 |
84.145 |
84.108 |
| S2 |
83.792 |
83.792 |
84.105 |
|
| S3 |
83.357 |
83.553 |
84.065 |
|
| S4 |
82.922 |
83.118 |
83.946 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.984 |
85.709 |
84.331 |
|
| R3 |
85.224 |
84.949 |
84.122 |
|
| R2 |
84.464 |
84.464 |
84.052 |
|
| R1 |
84.189 |
84.189 |
83.983 |
84.327 |
| PP |
83.704 |
83.704 |
83.704 |
83.773 |
| S1 |
83.429 |
83.429 |
83.843 |
83.567 |
| S2 |
82.944 |
82.944 |
83.774 |
|
| S3 |
82.184 |
82.669 |
83.704 |
|
| S4 |
81.424 |
81.909 |
83.495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.465 |
83.220 |
1.245 |
1.5% |
0.310 |
0.4% |
78% |
True |
False |
12 |
| 10 |
84.465 |
83.220 |
1.245 |
1.5% |
0.316 |
0.4% |
78% |
True |
False |
14 |
| 20 |
84.465 |
81.955 |
2.510 |
3.0% |
0.278 |
0.3% |
89% |
True |
False |
18 |
| 40 |
84.465 |
81.745 |
2.720 |
3.2% |
0.191 |
0.2% |
90% |
True |
False |
74 |
| 60 |
84.465 |
79.705 |
4.760 |
5.7% |
0.128 |
0.2% |
94% |
True |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.314 |
|
2.618 |
85.604 |
|
1.618 |
85.169 |
|
1.000 |
84.900 |
|
0.618 |
84.734 |
|
HIGH |
84.465 |
|
0.618 |
84.299 |
|
0.500 |
84.248 |
|
0.382 |
84.196 |
|
LOW |
84.030 |
|
0.618 |
83.761 |
|
1.000 |
83.595 |
|
1.618 |
83.326 |
|
2.618 |
82.891 |
|
4.250 |
82.181 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.248 |
84.071 |
| PP |
84.227 |
83.957 |
| S1 |
84.206 |
83.843 |
|