ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
80.075 |
80.185 |
0.110 |
0.1% |
79.700 |
High |
80.225 |
80.375 |
0.150 |
0.2% |
80.375 |
Low |
79.775 |
80.000 |
0.225 |
0.3% |
79.535 |
Close |
80.118 |
80.156 |
0.038 |
0.0% |
80.156 |
Range |
0.450 |
0.375 |
-0.075 |
-16.7% |
0.840 |
ATR |
0.436 |
0.431 |
-0.004 |
-1.0% |
0.000 |
Volume |
17,225 |
24,915 |
7,690 |
44.6% |
97,005 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.302 |
81.104 |
80.362 |
|
R3 |
80.927 |
80.729 |
80.259 |
|
R2 |
80.552 |
80.552 |
80.225 |
|
R1 |
80.354 |
80.354 |
80.190 |
80.266 |
PP |
80.177 |
80.177 |
80.177 |
80.133 |
S1 |
79.979 |
79.979 |
80.122 |
79.891 |
S2 |
79.802 |
79.802 |
80.087 |
|
S3 |
79.427 |
79.604 |
80.053 |
|
S4 |
79.052 |
79.229 |
79.950 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.542 |
82.189 |
80.618 |
|
R3 |
81.702 |
81.349 |
80.387 |
|
R2 |
80.862 |
80.862 |
80.310 |
|
R1 |
80.509 |
80.509 |
80.233 |
80.686 |
PP |
80.022 |
80.022 |
80.022 |
80.110 |
S1 |
79.669 |
79.669 |
80.079 |
79.846 |
S2 |
79.182 |
79.182 |
80.002 |
|
S3 |
78.342 |
78.829 |
79.925 |
|
S4 |
77.502 |
77.989 |
79.694 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.375 |
79.535 |
0.840 |
1.0% |
0.383 |
0.5% |
74% |
True |
False |
19,401 |
10 |
80.375 |
78.970 |
1.405 |
1.8% |
0.384 |
0.5% |
84% |
True |
False |
18,454 |
20 |
80.375 |
78.970 |
1.405 |
1.8% |
0.416 |
0.5% |
84% |
True |
False |
17,687 |
40 |
81.950 |
78.725 |
3.225 |
4.0% |
0.464 |
0.6% |
44% |
False |
False |
15,888 |
60 |
83.800 |
78.725 |
5.075 |
6.3% |
0.430 |
0.5% |
28% |
False |
False |
10,615 |
80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.422 |
0.5% |
24% |
False |
False |
7,969 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.376 |
0.5% |
24% |
False |
False |
6,403 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.314 |
0.4% |
24% |
False |
False |
5,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.969 |
2.618 |
81.357 |
1.618 |
80.982 |
1.000 |
80.750 |
0.618 |
80.607 |
HIGH |
80.375 |
0.618 |
80.232 |
0.500 |
80.188 |
0.382 |
80.143 |
LOW |
80.000 |
0.618 |
79.768 |
1.000 |
79.625 |
1.618 |
79.393 |
2.618 |
79.018 |
4.250 |
78.406 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
80.188 |
80.129 |
PP |
80.177 |
80.102 |
S1 |
80.167 |
80.075 |
|