ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
80.035 |
80.075 |
0.040 |
0.0% |
79.820 |
High |
80.245 |
80.225 |
-0.020 |
0.0% |
80.045 |
Low |
79.910 |
79.775 |
-0.135 |
-0.2% |
78.970 |
Close |
80.015 |
80.118 |
0.103 |
0.1% |
79.688 |
Range |
0.335 |
0.450 |
0.115 |
34.3% |
1.075 |
ATR |
0.434 |
0.436 |
0.001 |
0.3% |
0.000 |
Volume |
18,543 |
17,225 |
-1,318 |
-7.1% |
87,544 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.389 |
81.204 |
80.366 |
|
R3 |
80.939 |
80.754 |
80.242 |
|
R2 |
80.489 |
80.489 |
80.201 |
|
R1 |
80.304 |
80.304 |
80.159 |
80.397 |
PP |
80.039 |
80.039 |
80.039 |
80.086 |
S1 |
79.854 |
79.854 |
80.077 |
79.947 |
S2 |
79.589 |
79.589 |
80.036 |
|
S3 |
79.139 |
79.404 |
79.994 |
|
S4 |
78.689 |
78.954 |
79.871 |
|
|
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 |
80.245 |
79.370 |
0.875 |
1.1% |
0.383 |
0.5% |
85% |
False |
False |
17,962 |
10 |
80.245 |
78.970 |
1.275 |
1.6% |
0.379 |
0.5% |
90% |
False |
False |
17,465 |
20 |
80.310 |
78.970 |
1.340 |
1.7% |
0.430 |
0.5% |
86% |
False |
False |
17,564 |
40 |
82.070 |
78.725 |
3.345 |
4.2% |
0.463 |
0.6% |
42% |
False |
False |
15,268 |
60 |
83.945 |
78.725 |
5.220 |
6.5% |
0.446 |
0.6% |
27% |
False |
False |
10,200 |
80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.426 |
0.5% |
24% |
False |
False |
7,658 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.372 |
0.5% |
24% |
False |
False |
6,154 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.310 |
0.4% |
24% |
False |
False |
5,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.138 |
2.618 |
81.403 |
1.618 |
80.953 |
1.000 |
80.675 |
0.618 |
80.503 |
HIGH |
80.225 |
0.618 |
80.053 |
0.500 |
80.000 |
0.382 |
79.947 |
LOW |
79.775 |
0.618 |
79.497 |
1.000 |
79.325 |
1.618 |
79.047 |
2.618 |
78.597 |
4.250 |
77.863 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
80.079 |
80.056 |
PP |
80.039 |
79.994 |
S1 |
80.000 |
79.933 |
|