ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 08-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
79.480 |
79.465 |
-0.015 |
0.0% |
80.045 |
High |
79.525 |
79.805 |
0.280 |
0.4% |
80.250 |
Low |
79.180 |
79.430 |
0.250 |
0.3% |
79.180 |
Close |
79.428 |
79.622 |
0.194 |
0.2% |
79.428 |
Range |
0.345 |
0.375 |
0.030 |
8.7% |
1.070 |
ATR |
0.476 |
0.469 |
-0.007 |
-1.5% |
0.000 |
Volume |
17,726 |
8,990 |
-8,736 |
-49.3% |
85,261 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.744 |
80.558 |
79.828 |
|
R3 |
80.369 |
80.183 |
79.725 |
|
R2 |
79.994 |
79.994 |
79.691 |
|
R1 |
79.808 |
79.808 |
79.656 |
79.901 |
PP |
79.619 |
79.619 |
79.619 |
79.666 |
S1 |
79.433 |
79.433 |
79.588 |
79.526 |
S2 |
79.244 |
79.244 |
79.553 |
|
S3 |
78.869 |
79.058 |
79.519 |
|
S4 |
78.494 |
78.683 |
79.416 |
|
|
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 |
80.095 |
79.180 |
0.915 |
1.1% |
0.411 |
0.5% |
48% |
False |
False |
15,188 |
10 |
80.250 |
79.180 |
1.070 |
1.3% |
0.456 |
0.6% |
41% |
False |
False |
16,840 |
20 |
80.570 |
78.725 |
1.845 |
2.3% |
0.479 |
0.6% |
49% |
False |
False |
18,359 |
40 |
83.105 |
78.725 |
4.380 |
5.5% |
0.434 |
0.5% |
20% |
False |
False |
9,428 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.436 |
0.5% |
15% |
False |
False |
6,298 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.399 |
0.5% |
15% |
False |
False |
4,735 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.319 |
0.4% |
15% |
False |
False |
3,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.399 |
2.618 |
80.787 |
1.618 |
80.412 |
1.000 |
80.180 |
0.618 |
80.037 |
HIGH |
79.805 |
0.618 |
79.662 |
0.500 |
79.618 |
0.382 |
79.573 |
LOW |
79.430 |
0.618 |
79.198 |
1.000 |
79.055 |
1.618 |
78.823 |
2.618 |
78.448 |
4.250 |
77.836 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
79.621 |
79.612 |
PP |
79.619 |
79.602 |
S1 |
79.618 |
79.593 |
|