ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 16-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
79.820 |
79.745 |
-0.075 |
-0.1% |
79.465 |
High |
80.045 |
79.810 |
-0.235 |
-0.3% |
80.310 |
Low |
79.680 |
79.365 |
-0.315 |
-0.4% |
79.430 |
Close |
79.806 |
79.464 |
-0.342 |
-0.4% |
79.740 |
Range |
0.365 |
0.445 |
0.080 |
21.9% |
0.880 |
ATR |
0.458 |
0.457 |
-0.001 |
-0.2% |
0.000 |
Volume |
14,000 |
19,137 |
5,137 |
36.7% |
83,946 |
|
Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.881 |
80.618 |
79.709 |
|
R3 |
80.436 |
80.173 |
79.586 |
|
R2 |
79.991 |
79.991 |
79.546 |
|
R1 |
79.728 |
79.728 |
79.505 |
79.637 |
PP |
79.546 |
79.546 |
79.546 |
79.501 |
S1 |
79.283 |
79.283 |
79.423 |
79.192 |
S2 |
79.101 |
79.101 |
79.382 |
|
S3 |
78.656 |
78.838 |
79.342 |
|
S4 |
78.211 |
78.393 |
79.219 |
|
|
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 |
79.365 |
0.945 |
1.2% |
0.405 |
0.5% |
10% |
False |
True |
16,763 |
10 |
80.310 |
79.180 |
1.130 |
1.4% |
0.432 |
0.5% |
25% |
False |
False |
16,877 |
20 |
80.310 |
79.070 |
1.240 |
1.6% |
0.453 |
0.6% |
32% |
False |
False |
17,967 |
40 |
82.770 |
78.725 |
4.045 |
5.1% |
0.464 |
0.6% |
18% |
False |
False |
12,127 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.449 |
0.6% |
13% |
False |
False |
8,099 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.406 |
0.5% |
13% |
False |
False |
6,079 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.346 |
0.4% |
13% |
False |
False |
4,889 |
120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.288 |
0.4% |
13% |
False |
False |
4,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.701 |
2.618 |
80.975 |
1.618 |
80.530 |
1.000 |
80.255 |
0.618 |
80.085 |
HIGH |
79.810 |
0.618 |
79.640 |
0.500 |
79.588 |
0.382 |
79.535 |
LOW |
79.365 |
0.618 |
79.090 |
1.000 |
78.920 |
1.618 |
78.645 |
2.618 |
78.200 |
4.250 |
77.474 |
|
|
Fisher Pivots for day following 16-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
79.588 |
79.705 |
PP |
79.546 |
79.625 |
S1 |
79.505 |
79.544 |
|