ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
79.555 |
79.725 |
0.170 |
0.2% |
78.960 |
High |
79.755 |
80.080 |
0.325 |
0.4% |
79.755 |
Low |
79.375 |
79.670 |
0.295 |
0.4% |
78.835 |
Close |
79.608 |
79.948 |
0.340 |
0.4% |
79.398 |
Range |
0.380 |
0.410 |
0.030 |
7.9% |
0.920 |
ATR |
0.468 |
0.468 |
0.000 |
0.1% |
0.000 |
Volume |
16,292 |
17,196 |
904 |
5.5% |
95,820 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.129 |
80.949 |
80.174 |
|
R3 |
80.719 |
80.539 |
80.061 |
|
R2 |
80.309 |
80.309 |
80.023 |
|
R1 |
80.129 |
80.129 |
79.986 |
80.219 |
PP |
79.899 |
79.899 |
79.899 |
79.945 |
S1 |
79.719 |
79.719 |
79.910 |
79.809 |
S2 |
79.489 |
79.489 |
79.873 |
|
S3 |
79.079 |
79.309 |
79.835 |
|
S4 |
78.669 |
78.899 |
79.723 |
|
|
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 |
80.080 |
79.110 |
0.970 |
1.2% |
0.446 |
0.6% |
86% |
True |
False |
19,461 |
10 |
80.080 |
78.725 |
1.355 |
1.7% |
0.466 |
0.6% |
90% |
True |
False |
21,196 |
20 |
82.070 |
78.725 |
3.345 |
4.2% |
0.481 |
0.6% |
37% |
False |
False |
12,076 |
40 |
83.945 |
78.725 |
5.220 |
6.5% |
0.454 |
0.6% |
23% |
False |
False |
6,064 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.417 |
0.5% |
21% |
False |
False |
4,052 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.352 |
0.4% |
21% |
False |
False |
3,073 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.282 |
0.4% |
21% |
False |
False |
2,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.823 |
2.618 |
81.153 |
1.618 |
80.743 |
1.000 |
80.490 |
0.618 |
80.333 |
HIGH |
80.080 |
0.618 |
79.923 |
0.500 |
79.875 |
0.382 |
79.827 |
LOW |
79.670 |
0.618 |
79.417 |
1.000 |
79.260 |
1.618 |
79.007 |
2.618 |
78.597 |
4.250 |
77.928 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
79.924 |
79.875 |
PP |
79.899 |
79.801 |
S1 |
79.875 |
79.728 |
|