ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
79.425 |
79.700 |
0.275 |
0.3% |
79.820 |
High |
79.745 |
79.755 |
0.010 |
0.0% |
80.045 |
Low |
79.370 |
79.535 |
0.165 |
0.2% |
78.970 |
Close |
79.688 |
79.736 |
0.048 |
0.1% |
79.688 |
Range |
0.375 |
0.220 |
-0.155 |
-41.3% |
1.075 |
ATR |
0.451 |
0.435 |
-0.017 |
-3.7% |
0.000 |
Volume |
17,723 |
14,738 |
-2,985 |
-16.8% |
87,544 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.335 |
80.256 |
79.857 |
|
R3 |
80.115 |
80.036 |
79.797 |
|
R2 |
79.895 |
79.895 |
79.776 |
|
R1 |
79.816 |
79.816 |
79.756 |
79.856 |
PP |
79.675 |
79.675 |
79.675 |
79.695 |
S1 |
79.596 |
79.596 |
79.716 |
79.636 |
S2 |
79.455 |
79.455 |
79.696 |
|
S3 |
79.235 |
79.376 |
79.676 |
|
S4 |
79.015 |
79.156 |
79.615 |
|
|
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 |
79.810 |
78.970 |
0.840 |
1.1% |
0.355 |
0.4% |
91% |
False |
False |
17,656 |
10 |
80.310 |
78.970 |
1.340 |
1.7% |
0.398 |
0.5% |
57% |
False |
False |
17,723 |
20 |
80.310 |
78.970 |
1.340 |
1.7% |
0.427 |
0.5% |
57% |
False |
False |
17,282 |
40 |
82.130 |
78.725 |
3.405 |
4.3% |
0.453 |
0.6% |
30% |
False |
False |
13,844 |
60 |
83.945 |
78.725 |
5.220 |
6.5% |
0.438 |
0.5% |
19% |
False |
False |
9,246 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.413 |
0.5% |
17% |
False |
False |
6,943 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.359 |
0.5% |
17% |
False |
False |
5,580 |
120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.299 |
0.4% |
17% |
False |
False |
4,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.690 |
2.618 |
80.331 |
1.618 |
80.111 |
1.000 |
79.975 |
0.618 |
79.891 |
HIGH |
79.755 |
0.618 |
79.671 |
0.500 |
79.645 |
0.382 |
79.619 |
LOW |
79.535 |
0.618 |
79.399 |
1.000 |
79.315 |
1.618 |
79.179 |
2.618 |
78.959 |
4.250 |
78.600 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
79.706 |
79.622 |
PP |
79.675 |
79.509 |
S1 |
79.645 |
79.395 |
|