ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 12-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
80.145 |
79.850 |
-0.295 |
-0.4% |
79.465 |
High |
80.295 |
79.900 |
-0.395 |
-0.5% |
80.310 |
Low |
79.780 |
79.575 |
-0.205 |
-0.3% |
79.430 |
Close |
79.860 |
79.740 |
-0.120 |
-0.2% |
79.740 |
Range |
0.515 |
0.325 |
-0.190 |
-36.9% |
0.880 |
ATR |
0.476 |
0.465 |
-0.011 |
-2.3% |
0.000 |
Volume |
17,275 |
15,016 |
-2,259 |
-13.1% |
83,946 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.713 |
80.552 |
79.919 |
|
R3 |
80.388 |
80.227 |
79.829 |
|
R2 |
80.063 |
80.063 |
79.800 |
|
R1 |
79.902 |
79.902 |
79.770 |
79.820 |
PP |
79.738 |
79.738 |
79.738 |
79.698 |
S1 |
79.577 |
79.577 |
79.710 |
79.495 |
S2 |
79.413 |
79.413 |
79.680 |
|
S3 |
79.088 |
79.252 |
79.651 |
|
S4 |
78.763 |
78.927 |
79.561 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.467 |
81.983 |
80.224 |
|
R3 |
81.587 |
81.103 |
79.982 |
|
R2 |
80.707 |
80.707 |
79.901 |
|
R1 |
80.223 |
80.223 |
79.821 |
80.465 |
PP |
79.827 |
79.827 |
79.827 |
79.948 |
S1 |
79.343 |
79.343 |
79.659 |
79.585 |
S2 |
78.947 |
78.947 |
79.579 |
|
S3 |
78.067 |
78.463 |
79.498 |
|
S4 |
77.187 |
77.583 |
79.256 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.310 |
79.430 |
0.880 |
1.1% |
0.443 |
0.6% |
35% |
False |
False |
16,789 |
10 |
80.310 |
79.180 |
1.130 |
1.4% |
0.448 |
0.6% |
50% |
False |
False |
16,920 |
20 |
80.310 |
78.835 |
1.475 |
1.8% |
0.446 |
0.6% |
61% |
False |
False |
17,859 |
40 |
83.100 |
78.725 |
4.375 |
5.5% |
0.458 |
0.6% |
23% |
False |
False |
11,300 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.446 |
0.6% |
17% |
False |
False |
7,547 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.401 |
0.5% |
17% |
False |
False |
5,665 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.338 |
0.4% |
17% |
False |
False |
4,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.281 |
2.618 |
80.751 |
1.618 |
80.426 |
1.000 |
80.225 |
0.618 |
80.101 |
HIGH |
79.900 |
0.618 |
79.776 |
0.500 |
79.738 |
0.382 |
79.699 |
LOW |
79.575 |
0.618 |
79.374 |
1.000 |
79.250 |
1.618 |
79.049 |
2.618 |
78.724 |
4.250 |
78.194 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
79.739 |
79.943 |
PP |
79.738 |
79.875 |
S1 |
79.738 |
79.808 |
|