ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 14-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
79.860 |
79.395 |
-0.465 |
-0.6% |
80.400 |
High |
79.955 |
79.410 |
-0.545 |
-0.7% |
80.590 |
Low |
79.295 |
78.725 |
-0.570 |
-0.7% |
78.725 |
Close |
79.397 |
78.987 |
-0.410 |
-0.5% |
78.987 |
Range |
0.660 |
0.685 |
0.025 |
3.8% |
1.865 |
ATR |
0.486 |
0.500 |
0.014 |
2.9% |
0.000 |
Volume |
28,196 |
36,450 |
8,254 |
29.3% |
88,261 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.096 |
80.726 |
79.364 |
|
R3 |
80.411 |
80.041 |
79.175 |
|
R2 |
79.726 |
79.726 |
79.113 |
|
R1 |
79.356 |
79.356 |
79.050 |
79.199 |
PP |
79.041 |
79.041 |
79.041 |
78.962 |
S1 |
78.671 |
78.671 |
78.924 |
78.514 |
S2 |
78.356 |
78.356 |
78.861 |
|
S3 |
77.671 |
77.986 |
78.799 |
|
S4 |
76.986 |
77.301 |
78.610 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.029 |
83.873 |
80.013 |
|
R3 |
83.164 |
82.008 |
79.500 |
|
R2 |
81.299 |
81.299 |
79.329 |
|
R1 |
80.143 |
80.143 |
79.158 |
79.789 |
PP |
79.434 |
79.434 |
79.434 |
79.257 |
S1 |
78.278 |
78.278 |
78.816 |
77.924 |
S2 |
77.569 |
77.569 |
78.645 |
|
S3 |
75.704 |
76.413 |
78.474 |
|
S4 |
73.839 |
74.548 |
77.961 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.590 |
78.725 |
1.865 |
2.4% |
0.557 |
0.7% |
14% |
False |
True |
17,652 |
10 |
81.950 |
78.725 |
3.225 |
4.1% |
0.581 |
0.7% |
8% |
False |
True |
9,380 |
20 |
83.100 |
78.725 |
4.375 |
5.5% |
0.470 |
0.6% |
6% |
False |
True |
4,741 |
40 |
84.610 |
78.725 |
5.885 |
7.5% |
0.446 |
0.6% |
4% |
False |
True |
2,391 |
60 |
84.610 |
78.725 |
5.885 |
7.5% |
0.385 |
0.5% |
4% |
False |
True |
1,600 |
80 |
84.610 |
78.725 |
5.885 |
7.5% |
0.311 |
0.4% |
4% |
False |
True |
1,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.321 |
2.618 |
81.203 |
1.618 |
80.518 |
1.000 |
80.095 |
0.618 |
79.833 |
HIGH |
79.410 |
0.618 |
79.148 |
0.500 |
79.068 |
0.382 |
78.987 |
LOW |
78.725 |
0.618 |
78.302 |
1.000 |
78.040 |
1.618 |
77.617 |
2.618 |
76.932 |
4.250 |
75.814 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
79.068 |
79.440 |
PP |
79.041 |
79.289 |
S1 |
79.014 |
79.138 |
|