ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
79.420 |
79.555 |
0.135 |
0.2% |
78.960 |
High |
79.825 |
79.755 |
-0.070 |
-0.1% |
79.755 |
Low |
79.420 |
79.375 |
-0.045 |
-0.1% |
78.835 |
Close |
79.577 |
79.608 |
0.031 |
0.0% |
79.398 |
Range |
0.405 |
0.380 |
-0.025 |
-6.2% |
0.920 |
ATR |
0.475 |
0.468 |
-0.007 |
-1.4% |
0.000 |
Volume |
18,006 |
16,292 |
-1,714 |
-9.5% |
95,820 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.719 |
80.544 |
79.817 |
|
R3 |
80.339 |
80.164 |
79.713 |
|
R2 |
79.959 |
79.959 |
79.678 |
|
R1 |
79.784 |
79.784 |
79.643 |
79.872 |
PP |
79.579 |
79.579 |
79.579 |
79.623 |
S1 |
79.404 |
79.404 |
79.573 |
79.492 |
S2 |
79.199 |
79.199 |
79.538 |
|
S3 |
78.819 |
79.024 |
79.504 |
|
S4 |
78.439 |
78.644 |
79.399 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.089 |
81.664 |
79.904 |
|
R3 |
81.169 |
80.744 |
79.651 |
|
R2 |
80.249 |
80.249 |
79.567 |
|
R1 |
79.824 |
79.824 |
79.482 |
80.037 |
PP |
79.329 |
79.329 |
79.329 |
79.436 |
S1 |
78.904 |
78.904 |
79.314 |
79.117 |
S2 |
78.409 |
78.409 |
79.229 |
|
S3 |
77.489 |
77.984 |
79.145 |
|
S4 |
76.569 |
77.064 |
78.892 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.825 |
79.070 |
0.755 |
0.9% |
0.447 |
0.6% |
71% |
False |
False |
19,826 |
10 |
80.155 |
78.725 |
1.430 |
1.8% |
0.477 |
0.6% |
62% |
False |
False |
20,845 |
20 |
82.130 |
78.725 |
3.405 |
4.3% |
0.487 |
0.6% |
26% |
False |
False |
11,219 |
40 |
83.945 |
78.725 |
5.220 |
6.6% |
0.450 |
0.6% |
17% |
False |
False |
5,634 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.410 |
0.5% |
15% |
False |
False |
3,766 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.347 |
0.4% |
15% |
False |
False |
2,858 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.278 |
0.3% |
15% |
False |
False |
2,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.370 |
2.618 |
80.750 |
1.618 |
80.370 |
1.000 |
80.135 |
0.618 |
79.990 |
HIGH |
79.755 |
0.618 |
79.610 |
0.500 |
79.565 |
0.382 |
79.520 |
LOW |
79.375 |
0.618 |
79.140 |
1.000 |
78.995 |
1.618 |
78.760 |
2.618 |
78.380 |
4.250 |
77.760 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
79.594 |
79.561 |
PP |
79.579 |
79.514 |
S1 |
79.565 |
79.468 |
|