ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 10-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
79.650 |
80.185 |
0.535 |
0.7% |
80.045 |
High |
80.195 |
80.310 |
0.115 |
0.1% |
80.250 |
Low |
79.570 |
79.935 |
0.365 |
0.5% |
79.180 |
Close |
80.069 |
80.017 |
-0.052 |
-0.1% |
79.428 |
Range |
0.625 |
0.375 |
-0.250 |
-40.0% |
1.070 |
ATR |
0.480 |
0.472 |
-0.007 |
-1.6% |
0.000 |
Volume |
24,274 |
18,391 |
-5,883 |
-24.2% |
85,261 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.212 |
80.990 |
80.223 |
|
R3 |
80.837 |
80.615 |
80.120 |
|
R2 |
80.462 |
80.462 |
80.086 |
|
R1 |
80.240 |
80.240 |
80.051 |
80.164 |
PP |
80.087 |
80.087 |
80.087 |
80.049 |
S1 |
79.865 |
79.865 |
79.983 |
79.789 |
S2 |
79.712 |
79.712 |
79.948 |
|
S3 |
79.337 |
79.490 |
79.914 |
|
S4 |
78.962 |
79.115 |
79.811 |
|
|
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 |
80.310 |
79.180 |
1.130 |
1.4% |
0.474 |
0.6% |
74% |
True |
False |
17,882 |
10 |
80.310 |
79.180 |
1.130 |
1.4% |
0.477 |
0.6% |
74% |
True |
False |
17,758 |
20 |
80.310 |
78.725 |
1.585 |
2.0% |
0.471 |
0.6% |
82% |
True |
False |
19,477 |
40 |
83.105 |
78.725 |
4.380 |
5.5% |
0.453 |
0.6% |
29% |
False |
False |
10,494 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.439 |
0.5% |
22% |
False |
False |
7,009 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.400 |
0.5% |
22% |
False |
False |
5,261 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.329 |
0.4% |
22% |
False |
False |
4,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.904 |
2.618 |
81.292 |
1.618 |
80.917 |
1.000 |
80.685 |
0.618 |
80.542 |
HIGH |
80.310 |
0.618 |
80.167 |
0.500 |
80.123 |
0.382 |
80.078 |
LOW |
79.935 |
0.618 |
79.703 |
1.000 |
79.560 |
1.618 |
79.328 |
2.618 |
78.953 |
4.250 |
78.341 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
80.123 |
79.968 |
PP |
80.087 |
79.919 |
S1 |
80.052 |
79.870 |
|