ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
79.215 |
79.120 |
-0.095 |
-0.1% |
79.465 |
High |
79.275 |
79.465 |
0.190 |
0.2% |
80.310 |
Low |
78.970 |
79.035 |
0.065 |
0.1% |
79.430 |
Close |
79.059 |
79.425 |
0.366 |
0.5% |
79.740 |
Range |
0.305 |
0.430 |
0.125 |
41.0% |
0.880 |
ATR |
0.459 |
0.457 |
-0.002 |
-0.5% |
0.000 |
Volume |
18,829 |
17,855 |
-974 |
-5.2% |
83,946 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.598 |
80.442 |
79.662 |
|
R3 |
80.168 |
80.012 |
79.543 |
|
R2 |
79.738 |
79.738 |
79.504 |
|
R1 |
79.582 |
79.582 |
79.464 |
79.660 |
PP |
79.308 |
79.308 |
79.308 |
79.348 |
S1 |
79.152 |
79.152 |
79.386 |
79.230 |
S2 |
78.878 |
78.878 |
79.346 |
|
S3 |
78.448 |
78.722 |
79.307 |
|
S4 |
78.018 |
78.292 |
79.189 |
|
|
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 |
80.045 |
78.970 |
1.075 |
1.4% |
0.374 |
0.5% |
42% |
False |
False |
16,967 |
10 |
80.310 |
78.970 |
1.340 |
1.7% |
0.411 |
0.5% |
34% |
False |
False |
17,149 |
20 |
80.310 |
78.970 |
1.340 |
1.7% |
0.438 |
0.6% |
34% |
False |
False |
17,492 |
40 |
82.130 |
78.725 |
3.405 |
4.3% |
0.451 |
0.6% |
21% |
False |
False |
13,039 |
60 |
84.000 |
78.725 |
5.275 |
6.6% |
0.453 |
0.6% |
13% |
False |
False |
8,708 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.415 |
0.5% |
12% |
False |
False |
6,537 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.353 |
0.4% |
12% |
False |
False |
5,256 |
120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.294 |
0.4% |
12% |
False |
False |
4,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.293 |
2.618 |
80.591 |
1.618 |
80.161 |
1.000 |
79.895 |
0.618 |
79.731 |
HIGH |
79.465 |
0.618 |
79.301 |
0.500 |
79.250 |
0.382 |
79.199 |
LOW |
79.035 |
0.618 |
78.769 |
1.000 |
78.605 |
1.618 |
78.339 |
2.618 |
77.909 |
4.250 |
77.208 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
79.367 |
79.413 |
PP |
79.308 |
79.402 |
S1 |
79.250 |
79.390 |
|