ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
79.850 |
79.820 |
-0.030 |
0.0% |
79.465 |
High |
79.900 |
80.045 |
0.145 |
0.2% |
80.310 |
Low |
79.575 |
79.680 |
0.105 |
0.1% |
79.430 |
Close |
79.740 |
79.806 |
0.066 |
0.1% |
79.740 |
Range |
0.325 |
0.365 |
0.040 |
12.3% |
0.880 |
ATR |
0.465 |
0.458 |
-0.007 |
-1.5% |
0.000 |
Volume |
15,016 |
14,000 |
-1,016 |
-6.8% |
83,946 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.939 |
80.737 |
80.007 |
|
R3 |
80.574 |
80.372 |
79.906 |
|
R2 |
80.209 |
80.209 |
79.873 |
|
R1 |
80.007 |
80.007 |
79.839 |
79.926 |
PP |
79.844 |
79.844 |
79.844 |
79.803 |
S1 |
79.642 |
79.642 |
79.773 |
79.561 |
S2 |
79.479 |
79.479 |
79.739 |
|
S3 |
79.114 |
79.277 |
79.706 |
|
S4 |
78.749 |
78.912 |
79.605 |
|
|
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 |
79.570 |
0.740 |
0.9% |
0.441 |
0.6% |
32% |
False |
False |
17,791 |
10 |
80.310 |
79.180 |
1.130 |
1.4% |
0.426 |
0.5% |
55% |
False |
False |
16,489 |
20 |
80.310 |
79.035 |
1.275 |
1.6% |
0.447 |
0.6% |
60% |
False |
False |
17,773 |
40 |
83.070 |
78.725 |
4.345 |
5.4% |
0.460 |
0.6% |
25% |
False |
False |
11,649 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.449 |
0.6% |
18% |
False |
False |
7,780 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.404 |
0.5% |
18% |
False |
False |
5,839 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.342 |
0.4% |
18% |
False |
False |
4,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.596 |
2.618 |
81.001 |
1.618 |
80.636 |
1.000 |
80.410 |
0.618 |
80.271 |
HIGH |
80.045 |
0.618 |
79.906 |
0.500 |
79.863 |
0.382 |
79.819 |
LOW |
79.680 |
0.618 |
79.454 |
1.000 |
79.315 |
1.618 |
79.089 |
2.618 |
78.724 |
4.250 |
78.129 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
79.863 |
79.935 |
PP |
79.844 |
79.892 |
S1 |
79.825 |
79.849 |
|