ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
81.930 |
81.500 |
-0.430 |
-0.5% |
82.010 |
| High |
81.950 |
81.695 |
-0.255 |
-0.3% |
82.130 |
| Low |
81.300 |
81.380 |
0.080 |
0.1% |
81.300 |
| Close |
81.531 |
81.636 |
0.105 |
0.1% |
81.531 |
| Range |
0.650 |
0.315 |
-0.335 |
-51.5% |
0.830 |
| ATR |
0.419 |
0.412 |
-0.007 |
-1.8% |
0.000 |
| Volume |
85 |
568 |
483 |
568.2% |
594 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.515 |
82.391 |
81.809 |
|
| R3 |
82.200 |
82.076 |
81.723 |
|
| R2 |
81.885 |
81.885 |
81.694 |
|
| R1 |
81.761 |
81.761 |
81.665 |
81.823 |
| PP |
81.570 |
81.570 |
81.570 |
81.602 |
| S1 |
81.446 |
81.446 |
81.607 |
81.508 |
| S2 |
81.255 |
81.255 |
81.578 |
|
| S3 |
80.940 |
81.131 |
81.549 |
|
| S4 |
80.625 |
80.816 |
81.463 |
|
|
| 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% |
0.399 |
0.5% |
40% |
False |
False |
224 |
| 10 |
82.770 |
81.300 |
1.470 |
1.8% |
0.398 |
0.5% |
23% |
False |
False |
160 |
| 20 |
83.250 |
81.300 |
1.950 |
2.4% |
0.338 |
0.4% |
17% |
False |
False |
94 |
| 40 |
84.610 |
81.300 |
3.310 |
4.1% |
0.388 |
0.5% |
10% |
False |
False |
65 |
| 60 |
84.610 |
81.300 |
3.310 |
4.1% |
0.334 |
0.4% |
10% |
False |
False |
90 |
| 80 |
84.610 |
81.300 |
3.310 |
4.1% |
0.250 |
0.3% |
10% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.034 |
|
2.618 |
82.520 |
|
1.618 |
82.205 |
|
1.000 |
82.010 |
|
0.618 |
81.890 |
|
HIGH |
81.695 |
|
0.618 |
81.575 |
|
0.500 |
81.538 |
|
0.382 |
81.500 |
|
LOW |
81.380 |
|
0.618 |
81.185 |
|
1.000 |
81.065 |
|
1.618 |
80.870 |
|
2.618 |
80.555 |
|
4.250 |
80.041 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
81.603 |
81.685 |
| PP |
81.570 |
81.669 |
| S1 |
81.538 |
81.652 |
|