ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 11-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
80.185 |
80.145 |
-0.040 |
0.0% |
80.045 |
High |
80.310 |
80.295 |
-0.015 |
0.0% |
80.250 |
Low |
79.935 |
79.780 |
-0.155 |
-0.2% |
79.180 |
Close |
80.017 |
79.860 |
-0.157 |
-0.2% |
79.428 |
Range |
0.375 |
0.515 |
0.140 |
37.3% |
1.070 |
ATR |
0.472 |
0.476 |
0.003 |
0.6% |
0.000 |
Volume |
18,391 |
17,275 |
-1,116 |
-6.1% |
85,261 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.523 |
81.207 |
80.143 |
|
R3 |
81.008 |
80.692 |
80.002 |
|
R2 |
80.493 |
80.493 |
79.954 |
|
R1 |
80.177 |
80.177 |
79.907 |
80.078 |
PP |
79.978 |
79.978 |
79.978 |
79.929 |
S1 |
79.662 |
79.662 |
79.813 |
79.563 |
S2 |
79.463 |
79.463 |
79.766 |
|
S3 |
78.948 |
79.147 |
79.718 |
|
S4 |
78.433 |
78.632 |
79.577 |
|
|
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% |
0.447 |
0.6% |
60% |
False |
False |
17,331 |
10 |
80.310 |
79.180 |
1.130 |
1.4% |
0.482 |
0.6% |
60% |
False |
False |
17,664 |
20 |
80.310 |
78.725 |
1.585 |
2.0% |
0.464 |
0.6% |
72% |
False |
False |
18,931 |
40 |
83.100 |
78.725 |
4.375 |
5.5% |
0.458 |
0.6% |
26% |
False |
False |
10,925 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.444 |
0.6% |
19% |
False |
False |
7,297 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.400 |
0.5% |
19% |
False |
False |
5,477 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.335 |
0.4% |
19% |
False |
False |
4,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.484 |
2.618 |
81.643 |
1.618 |
81.128 |
1.000 |
80.810 |
0.618 |
80.613 |
HIGH |
80.295 |
0.618 |
80.098 |
0.500 |
80.038 |
0.382 |
79.977 |
LOW |
79.780 |
0.618 |
79.462 |
1.000 |
79.265 |
1.618 |
78.947 |
2.618 |
78.432 |
4.250 |
77.591 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
80.038 |
79.940 |
PP |
79.978 |
79.913 |
S1 |
79.919 |
79.887 |
|