ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 18-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
78.960 |
79.085 |
0.125 |
0.2% |
80.400 |
High |
79.175 |
79.365 |
0.190 |
0.2% |
80.590 |
Low |
78.835 |
79.035 |
0.200 |
0.3% |
78.725 |
Close |
79.115 |
79.346 |
0.231 |
0.3% |
78.987 |
Range |
0.340 |
0.330 |
-0.010 |
-2.9% |
1.865 |
ATR |
0.489 |
0.477 |
-0.011 |
-2.3% |
0.000 |
Volume |
15,728 |
15,256 |
-472 |
-3.0% |
88,261 |
|
Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.239 |
80.122 |
79.528 |
|
R3 |
79.909 |
79.792 |
79.437 |
|
R2 |
79.579 |
79.579 |
79.407 |
|
R1 |
79.462 |
79.462 |
79.376 |
79.521 |
PP |
79.249 |
79.249 |
79.249 |
79.278 |
S1 |
79.132 |
79.132 |
79.316 |
79.191 |
S2 |
78.919 |
78.919 |
79.286 |
|
S3 |
78.589 |
78.802 |
79.255 |
|
S4 |
78.259 |
78.472 |
79.165 |
|
|
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 |
80.155 |
78.725 |
1.430 |
1.8% |
0.506 |
0.6% |
43% |
False |
False |
21,864 |
10 |
81.950 |
78.725 |
3.225 |
4.1% |
0.552 |
0.7% |
19% |
False |
False |
12,413 |
20 |
82.770 |
78.725 |
4.045 |
5.1% |
0.475 |
0.6% |
15% |
False |
False |
6,287 |
40 |
84.610 |
78.725 |
5.885 |
7.4% |
0.447 |
0.6% |
11% |
False |
False |
3,165 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.391 |
0.5% |
11% |
False |
False |
2,116 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.319 |
0.4% |
11% |
False |
False |
1,619 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.255 |
0.3% |
11% |
False |
False |
1,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.768 |
2.618 |
80.229 |
1.618 |
79.899 |
1.000 |
79.695 |
0.618 |
79.569 |
HIGH |
79.365 |
0.618 |
79.239 |
0.500 |
79.200 |
0.382 |
79.161 |
LOW |
79.035 |
0.618 |
78.831 |
1.000 |
78.705 |
1.618 |
78.501 |
2.618 |
78.171 |
4.250 |
77.633 |
|
|
Fisher Pivots for day following 18-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
79.297 |
79.253 |
PP |
79.249 |
79.160 |
S1 |
79.200 |
79.068 |
|