ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
79.120 |
79.425 |
0.305 |
0.4% |
79.820 |
High |
79.465 |
79.745 |
0.280 |
0.4% |
80.045 |
Low |
79.035 |
79.370 |
0.335 |
0.4% |
78.970 |
Close |
79.425 |
79.688 |
0.263 |
0.3% |
79.688 |
Range |
0.430 |
0.375 |
-0.055 |
-12.8% |
1.075 |
ATR |
0.457 |
0.451 |
-0.006 |
-1.3% |
0.000 |
Volume |
17,855 |
17,723 |
-132 |
-0.7% |
87,544 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.726 |
80.582 |
79.894 |
|
R3 |
80.351 |
80.207 |
79.791 |
|
R2 |
79.976 |
79.976 |
79.757 |
|
R1 |
79.832 |
79.832 |
79.722 |
79.904 |
PP |
79.601 |
79.601 |
79.601 |
79.637 |
S1 |
79.457 |
79.457 |
79.654 |
79.529 |
S2 |
79.226 |
79.226 |
79.619 |
|
S3 |
78.851 |
79.082 |
79.585 |
|
S4 |
78.476 |
78.707 |
79.482 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.793 |
82.315 |
80.279 |
|
R3 |
81.718 |
81.240 |
79.984 |
|
R2 |
80.643 |
80.643 |
79.885 |
|
R1 |
80.165 |
80.165 |
79.787 |
79.867 |
PP |
79.568 |
79.568 |
79.568 |
79.418 |
S1 |
79.090 |
79.090 |
79.589 |
78.792 |
S2 |
78.493 |
78.493 |
79.491 |
|
S3 |
77.418 |
78.015 |
79.392 |
|
S4 |
76.343 |
76.940 |
79.097 |
|
|
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 |
1.3% |
0.384 |
0.5% |
67% |
False |
False |
17,508 |
10 |
80.310 |
78.970 |
1.340 |
1.7% |
0.414 |
0.5% |
54% |
False |
False |
17,149 |
20 |
80.310 |
78.970 |
1.340 |
1.7% |
0.436 |
0.5% |
54% |
False |
False |
17,445 |
40 |
82.130 |
78.725 |
3.405 |
4.3% |
0.452 |
0.6% |
28% |
False |
False |
13,478 |
60 |
83.945 |
78.725 |
5.220 |
6.6% |
0.444 |
0.6% |
18% |
False |
False |
9,003 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.420 |
0.5% |
16% |
False |
False |
6,759 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.357 |
0.4% |
16% |
False |
False |
5,433 |
120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.298 |
0.4% |
16% |
False |
False |
4,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.339 |
2.618 |
80.727 |
1.618 |
80.352 |
1.000 |
80.120 |
0.618 |
79.977 |
HIGH |
79.745 |
0.618 |
79.602 |
0.500 |
79.558 |
0.382 |
79.513 |
LOW |
79.370 |
0.618 |
79.138 |
1.000 |
78.995 |
1.618 |
78.763 |
2.618 |
78.388 |
4.250 |
77.776 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
79.645 |
79.578 |
PP |
79.601 |
79.468 |
S1 |
79.558 |
79.358 |
|