ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
81.750 |
82.010 |
0.260 |
0.3% |
82.775 |
| High |
81.950 |
82.010 |
0.060 |
0.1% |
83.070 |
| Low |
81.750 |
81.810 |
0.060 |
0.1% |
81.525 |
| Close |
81.893 |
81.981 |
0.088 |
0.1% |
81.893 |
| Range |
0.200 |
0.200 |
0.000 |
0.0% |
1.545 |
| ATR |
0.425 |
0.409 |
-0.016 |
-3.8% |
0.000 |
| Volume |
79 |
39 |
-40 |
-50.6% |
474 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.534 |
82.457 |
82.091 |
|
| R3 |
82.334 |
82.257 |
82.036 |
|
| R2 |
82.134 |
82.134 |
82.018 |
|
| R1 |
82.057 |
82.057 |
81.999 |
81.996 |
| PP |
81.934 |
81.934 |
81.934 |
81.903 |
| S1 |
81.857 |
81.857 |
81.963 |
81.796 |
| S2 |
81.734 |
81.734 |
81.944 |
|
| S3 |
81.534 |
81.657 |
81.926 |
|
| S4 |
81.334 |
81.457 |
81.871 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.798 |
85.890 |
82.743 |
|
| R3 |
85.253 |
84.345 |
82.318 |
|
| R2 |
83.708 |
83.708 |
82.176 |
|
| R1 |
82.800 |
82.800 |
82.035 |
82.482 |
| PP |
82.163 |
82.163 |
82.163 |
82.003 |
| S1 |
81.255 |
81.255 |
81.751 |
80.937 |
| S2 |
80.618 |
80.618 |
81.610 |
|
| S3 |
79.073 |
79.710 |
81.468 |
|
| S4 |
77.528 |
78.165 |
81.043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.770 |
81.525 |
1.245 |
1.5% |
0.397 |
0.5% |
37% |
False |
False |
96 |
| 10 |
83.105 |
81.525 |
1.580 |
1.9% |
0.340 |
0.4% |
29% |
False |
False |
60 |
| 20 |
83.945 |
81.525 |
2.420 |
3.0% |
0.413 |
0.5% |
19% |
False |
False |
49 |
| 40 |
84.610 |
81.525 |
3.085 |
3.8% |
0.371 |
0.5% |
15% |
False |
False |
39 |
| 60 |
84.610 |
81.525 |
3.085 |
3.8% |
0.300 |
0.4% |
15% |
False |
False |
71 |
| 80 |
84.610 |
80.554 |
4.056 |
4.9% |
0.225 |
0.3% |
35% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.860 |
|
2.618 |
82.534 |
|
1.618 |
82.334 |
|
1.000 |
82.210 |
|
0.618 |
82.134 |
|
HIGH |
82.010 |
|
0.618 |
81.934 |
|
0.500 |
81.910 |
|
0.382 |
81.886 |
|
LOW |
81.810 |
|
0.618 |
81.686 |
|
1.000 |
81.610 |
|
1.618 |
81.486 |
|
2.618 |
81.286 |
|
4.250 |
80.960 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
81.957 |
81.910 |
| PP |
81.934 |
81.839 |
| S1 |
81.910 |
81.768 |
|