ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
79.270 |
79.135 |
-0.135 |
-0.2% |
80.400 |
High |
79.485 |
79.755 |
0.270 |
0.3% |
80.590 |
Low |
79.070 |
79.130 |
0.060 |
0.1% |
78.725 |
Close |
79.127 |
79.478 |
0.351 |
0.4% |
78.987 |
Range |
0.415 |
0.625 |
0.210 |
50.6% |
1.865 |
ATR |
0.473 |
0.484 |
0.011 |
2.3% |
0.000 |
Volume |
19,022 |
27,154 |
8,132 |
42.8% |
88,261 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.329 |
81.029 |
79.822 |
|
R3 |
80.704 |
80.404 |
79.650 |
|
R2 |
80.079 |
80.079 |
79.593 |
|
R1 |
79.779 |
79.779 |
79.535 |
79.929 |
PP |
79.454 |
79.454 |
79.454 |
79.530 |
S1 |
79.154 |
79.154 |
79.421 |
79.304 |
S2 |
78.829 |
78.829 |
79.363 |
|
S3 |
78.204 |
78.529 |
79.306 |
|
S4 |
77.579 |
77.904 |
79.134 |
|
|
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 |
79.755 |
78.725 |
1.030 |
1.3% |
0.479 |
0.6% |
73% |
True |
False |
22,722 |
10 |
81.395 |
78.725 |
2.670 |
3.4% |
0.556 |
0.7% |
28% |
False |
False |
16,891 |
20 |
82.130 |
78.725 |
3.405 |
4.3% |
0.464 |
0.6% |
22% |
False |
False |
8,586 |
40 |
84.000 |
78.725 |
5.275 |
6.6% |
0.461 |
0.6% |
14% |
False |
False |
4,315 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.408 |
0.5% |
13% |
False |
False |
2,885 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.332 |
0.4% |
13% |
False |
False |
2,196 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.266 |
0.3% |
13% |
False |
False |
1,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.411 |
2.618 |
81.391 |
1.618 |
80.766 |
1.000 |
80.380 |
0.618 |
80.141 |
HIGH |
79.755 |
0.618 |
79.516 |
0.500 |
79.443 |
0.382 |
79.369 |
LOW |
79.130 |
0.618 |
78.744 |
1.000 |
78.505 |
1.618 |
78.119 |
2.618 |
77.494 |
4.250 |
76.474 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
79.466 |
79.450 |
PP |
79.454 |
79.423 |
S1 |
79.443 |
79.395 |
|