ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 12-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
80.570 |
80.020 |
-0.550 |
-0.7% |
81.500 |
High |
80.570 |
80.155 |
-0.415 |
-0.5% |
81.950 |
Low |
79.935 |
79.640 |
-0.295 |
-0.4% |
80.330 |
Close |
79.986 |
79.914 |
-0.072 |
-0.1% |
80.433 |
Range |
0.635 |
0.515 |
-0.120 |
-18.9% |
1.620 |
ATR |
0.469 |
0.472 |
0.003 |
0.7% |
0.000 |
Volume |
6,621 |
13,692 |
7,071 |
106.8% |
5,462 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.448 |
81.196 |
80.197 |
|
R3 |
80.933 |
80.681 |
80.056 |
|
R2 |
80.418 |
80.418 |
80.008 |
|
R1 |
80.166 |
80.166 |
79.961 |
80.035 |
PP |
79.903 |
79.903 |
79.903 |
79.837 |
S1 |
79.651 |
79.651 |
79.867 |
79.520 |
S2 |
79.388 |
79.388 |
79.820 |
|
S3 |
78.873 |
79.136 |
79.772 |
|
S4 |
78.358 |
78.621 |
79.631 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.764 |
84.719 |
81.324 |
|
R3 |
84.144 |
83.099 |
80.879 |
|
R2 |
82.524 |
82.524 |
80.730 |
|
R1 |
81.479 |
81.479 |
80.582 |
81.192 |
PP |
80.904 |
80.904 |
80.904 |
80.761 |
S1 |
79.859 |
79.859 |
80.285 |
79.572 |
S2 |
79.284 |
79.284 |
80.136 |
|
S3 |
77.664 |
78.239 |
79.988 |
|
S4 |
76.044 |
76.619 |
79.542 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.765 |
79.640 |
2.125 |
2.7% |
0.594 |
0.7% |
13% |
False |
True |
5,659 |
10 |
82.070 |
79.640 |
2.430 |
3.0% |
0.497 |
0.6% |
11% |
False |
True |
2,957 |
20 |
83.105 |
79.640 |
3.465 |
4.3% |
0.435 |
0.5% |
8% |
False |
True |
1,511 |
40 |
84.610 |
79.640 |
4.970 |
6.2% |
0.422 |
0.5% |
6% |
False |
True |
775 |
60 |
84.610 |
79.640 |
4.970 |
6.2% |
0.376 |
0.5% |
6% |
False |
True |
523 |
80 |
84.610 |
79.640 |
4.970 |
6.2% |
0.294 |
0.4% |
6% |
False |
True |
424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.344 |
2.618 |
81.503 |
1.618 |
80.988 |
1.000 |
80.670 |
0.618 |
80.473 |
HIGH |
80.155 |
0.618 |
79.958 |
0.500 |
79.898 |
0.382 |
79.837 |
LOW |
79.640 |
0.618 |
79.322 |
1.000 |
79.125 |
1.618 |
78.807 |
2.618 |
78.292 |
4.250 |
77.451 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
79.909 |
80.115 |
PP |
79.903 |
80.048 |
S1 |
79.898 |
79.981 |
|