ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 09-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
79.465 |
79.650 |
0.185 |
0.2% |
80.045 |
High |
79.805 |
80.195 |
0.390 |
0.5% |
80.250 |
Low |
79.430 |
79.570 |
0.140 |
0.2% |
79.180 |
Close |
79.622 |
80.069 |
0.447 |
0.6% |
79.428 |
Range |
0.375 |
0.625 |
0.250 |
66.7% |
1.070 |
ATR |
0.469 |
0.480 |
0.011 |
2.4% |
0.000 |
Volume |
8,990 |
24,274 |
15,284 |
170.0% |
85,261 |
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.820 |
81.569 |
80.413 |
|
R3 |
81.195 |
80.944 |
80.241 |
|
R2 |
80.570 |
80.570 |
80.184 |
|
R1 |
80.319 |
80.319 |
80.126 |
80.445 |
PP |
79.945 |
79.945 |
79.945 |
80.007 |
S1 |
79.694 |
79.694 |
80.012 |
79.820 |
S2 |
79.320 |
79.320 |
79.954 |
|
S3 |
78.695 |
79.069 |
79.897 |
|
S4 |
78.070 |
78.444 |
79.725 |
|
|
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 |
80.195 |
79.180 |
1.015 |
1.3% |
0.459 |
0.6% |
88% |
True |
False |
16,992 |
10 |
80.250 |
79.180 |
1.070 |
1.3% |
0.480 |
0.6% |
83% |
False |
False |
17,638 |
20 |
80.250 |
78.725 |
1.525 |
1.9% |
0.478 |
0.6% |
88% |
False |
False |
19,242 |
40 |
83.105 |
78.725 |
4.380 |
5.5% |
0.449 |
0.6% |
31% |
False |
False |
10,034 |
60 |
84.610 |
78.725 |
5.885 |
7.3% |
0.441 |
0.6% |
23% |
False |
False |
6,703 |
80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.402 |
0.5% |
23% |
False |
False |
5,032 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.326 |
0.4% |
23% |
False |
False |
4,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.851 |
2.618 |
81.831 |
1.618 |
81.206 |
1.000 |
80.820 |
0.618 |
80.581 |
HIGH |
80.195 |
0.618 |
79.956 |
0.500 |
79.883 |
0.382 |
79.809 |
LOW |
79.570 |
0.618 |
79.184 |
1.000 |
78.945 |
1.618 |
78.559 |
2.618 |
77.934 |
4.250 |
76.914 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
80.007 |
79.942 |
PP |
79.945 |
79.815 |
S1 |
79.883 |
79.688 |
|