ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 03-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
79.890 |
79.855 |
-0.035 |
0.0% |
79.420 |
High |
79.940 |
80.095 |
0.155 |
0.2% |
80.090 |
Low |
79.555 |
79.795 |
0.240 |
0.3% |
79.375 |
Close |
79.830 |
80.064 |
0.234 |
0.3% |
80.025 |
Range |
0.385 |
0.300 |
-0.085 |
-22.1% |
0.715 |
ATR |
0.482 |
0.469 |
-0.013 |
-2.7% |
0.000 |
Volume |
15,254 |
13,938 |
-1,316 |
-8.6% |
92,162 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.885 |
80.774 |
80.229 |
|
R3 |
80.585 |
80.474 |
80.147 |
|
R2 |
80.285 |
80.285 |
80.119 |
|
R1 |
80.174 |
80.174 |
80.092 |
80.230 |
PP |
79.985 |
79.985 |
79.985 |
80.012 |
S1 |
79.874 |
79.874 |
80.037 |
79.930 |
S2 |
79.685 |
79.685 |
80.009 |
|
S3 |
79.385 |
79.574 |
79.982 |
|
S4 |
79.085 |
79.274 |
79.899 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.975 |
81.715 |
80.418 |
|
R3 |
81.260 |
81.000 |
80.222 |
|
R2 |
80.545 |
80.545 |
80.156 |
|
R1 |
80.285 |
80.285 |
80.091 |
80.415 |
PP |
79.830 |
79.830 |
79.830 |
79.895 |
S1 |
79.570 |
79.570 |
79.959 |
79.700 |
S2 |
79.115 |
79.115 |
79.894 |
|
S3 |
78.400 |
78.855 |
79.828 |
|
S4 |
77.685 |
78.140 |
79.632 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.250 |
79.420 |
0.830 |
1.0% |
0.479 |
0.6% |
78% |
False |
False |
17,634 |
10 |
80.250 |
79.110 |
1.140 |
1.4% |
0.463 |
0.6% |
84% |
False |
False |
18,547 |
20 |
81.765 |
78.725 |
3.040 |
3.8% |
0.501 |
0.6% |
44% |
False |
False |
16,421 |
40 |
83.250 |
78.725 |
4.525 |
5.7% |
0.423 |
0.5% |
30% |
False |
False |
8,262 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.428 |
0.5% |
23% |
False |
False |
5,520 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.382 |
0.5% |
23% |
False |
False |
4,169 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.306 |
0.4% |
23% |
False |
False |
3,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.370 |
2.618 |
80.880 |
1.618 |
80.580 |
1.000 |
80.395 |
0.618 |
80.280 |
HIGH |
80.095 |
0.618 |
79.980 |
0.500 |
79.945 |
0.382 |
79.910 |
LOW |
79.795 |
0.618 |
79.610 |
1.000 |
79.495 |
1.618 |
79.310 |
2.618 |
79.010 |
4.250 |
78.520 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
80.024 |
80.010 |
PP |
79.985 |
79.956 |
S1 |
79.945 |
79.903 |
|