ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 05-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
79.940 |
79.480 |
-0.460 |
-0.6% |
80.045 |
High |
80.005 |
79.525 |
-0.480 |
-0.6% |
80.250 |
Low |
79.355 |
79.180 |
-0.175 |
-0.2% |
79.180 |
Close |
79.440 |
79.428 |
-0.012 |
0.0% |
79.428 |
Range |
0.650 |
0.345 |
-0.305 |
-46.9% |
1.070 |
ATR |
0.486 |
0.476 |
-0.010 |
-2.1% |
0.000 |
Volume |
20,032 |
17,726 |
-2,306 |
-11.5% |
85,261 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.413 |
80.265 |
79.618 |
|
R3 |
80.068 |
79.920 |
79.523 |
|
R2 |
79.723 |
79.723 |
79.491 |
|
R1 |
79.575 |
79.575 |
79.460 |
79.477 |
PP |
79.378 |
79.378 |
79.378 |
79.328 |
S1 |
79.230 |
79.230 |
79.396 |
79.132 |
S2 |
79.033 |
79.033 |
79.365 |
|
S3 |
78.688 |
78.885 |
79.333 |
|
S4 |
78.343 |
78.540 |
79.238 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.829 |
82.199 |
80.017 |
|
R3 |
81.759 |
81.129 |
79.722 |
|
R2 |
80.689 |
80.689 |
79.624 |
|
R1 |
80.059 |
80.059 |
79.526 |
79.839 |
PP |
79.619 |
79.619 |
79.619 |
79.510 |
S1 |
78.989 |
78.989 |
79.330 |
78.769 |
S2 |
78.549 |
78.549 |
79.232 |
|
S3 |
77.479 |
77.919 |
79.134 |
|
S4 |
76.409 |
76.849 |
78.840 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.250 |
79.180 |
1.070 |
1.3% |
0.452 |
0.6% |
23% |
False |
True |
17,052 |
10 |
80.250 |
79.180 |
1.070 |
1.3% |
0.459 |
0.6% |
23% |
False |
True |
17,742 |
20 |
80.590 |
78.725 |
1.865 |
2.3% |
0.475 |
0.6% |
38% |
False |
False |
18,075 |
40 |
83.250 |
78.725 |
4.525 |
5.7% |
0.433 |
0.5% |
16% |
False |
False |
9,205 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.439 |
0.6% |
12% |
False |
False |
6,149 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.395 |
0.5% |
12% |
False |
False |
4,629 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.316 |
0.4% |
12% |
False |
False |
3,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.991 |
2.618 |
80.428 |
1.618 |
80.083 |
1.000 |
79.870 |
0.618 |
79.738 |
HIGH |
79.525 |
0.618 |
79.393 |
0.500 |
79.353 |
0.382 |
79.312 |
LOW |
79.180 |
0.618 |
78.967 |
1.000 |
78.835 |
1.618 |
78.622 |
2.618 |
78.277 |
4.250 |
77.714 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
79.403 |
79.638 |
PP |
79.378 |
79.568 |
S1 |
79.353 |
79.498 |
|