ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
81.815 |
81.930 |
0.115 |
0.1% |
82.010 |
| High |
82.070 |
81.950 |
-0.120 |
-0.1% |
82.130 |
| Low |
81.760 |
81.300 |
-0.460 |
-0.6% |
81.300 |
| Close |
82.028 |
81.531 |
-0.497 |
-0.6% |
81.531 |
| Range |
0.310 |
0.650 |
0.340 |
109.7% |
0.830 |
| ATR |
0.395 |
0.419 |
0.024 |
6.0% |
0.000 |
| Volume |
120 |
85 |
-35 |
-29.2% |
594 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.544 |
83.187 |
81.889 |
|
| R3 |
82.894 |
82.537 |
81.710 |
|
| R2 |
82.244 |
82.244 |
81.650 |
|
| R1 |
81.887 |
81.887 |
81.591 |
81.741 |
| PP |
81.594 |
81.594 |
81.594 |
81.520 |
| S1 |
81.237 |
81.237 |
81.471 |
81.091 |
| S2 |
80.944 |
80.944 |
81.412 |
|
| S3 |
80.294 |
80.587 |
81.352 |
|
| S4 |
79.644 |
79.937 |
81.174 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.144 |
83.667 |
81.988 |
|
| R3 |
83.314 |
82.837 |
81.759 |
|
| R2 |
82.484 |
82.484 |
81.683 |
|
| R1 |
82.007 |
82.007 |
81.607 |
81.831 |
| PP |
81.654 |
81.654 |
81.654 |
81.565 |
| S1 |
81.177 |
81.177 |
81.455 |
81.001 |
| S2 |
80.824 |
80.824 |
81.379 |
|
| S3 |
79.994 |
80.347 |
81.303 |
|
| S4 |
79.164 |
79.517 |
81.075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.130 |
81.300 |
0.830 |
1.0% |
0.376 |
0.5% |
28% |
False |
True |
118 |
| 10 |
83.070 |
81.300 |
1.770 |
2.2% |
0.396 |
0.5% |
13% |
False |
True |
106 |
| 20 |
83.250 |
81.300 |
1.950 |
2.4% |
0.341 |
0.4% |
12% |
False |
True |
69 |
| 40 |
84.610 |
81.300 |
3.310 |
4.1% |
0.387 |
0.5% |
7% |
False |
True |
51 |
| 60 |
84.610 |
81.300 |
3.310 |
4.1% |
0.328 |
0.4% |
7% |
False |
True |
81 |
| 80 |
84.610 |
81.300 |
3.310 |
4.1% |
0.246 |
0.3% |
7% |
False |
True |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.713 |
|
2.618 |
83.652 |
|
1.618 |
83.002 |
|
1.000 |
82.600 |
|
0.618 |
82.352 |
|
HIGH |
81.950 |
|
0.618 |
81.702 |
|
0.500 |
81.625 |
|
0.382 |
81.548 |
|
LOW |
81.300 |
|
0.618 |
80.898 |
|
1.000 |
80.650 |
|
1.618 |
80.248 |
|
2.618 |
79.598 |
|
4.250 |
78.538 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
81.625 |
81.685 |
| PP |
81.594 |
81.634 |
| S1 |
81.562 |
81.582 |
|