ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
80.185 |
80.075 |
-0.110 |
-0.1% |
79.700 |
High |
80.375 |
80.425 |
0.050 |
0.1% |
80.375 |
Low |
80.000 |
80.075 |
0.075 |
0.1% |
79.535 |
Close |
80.156 |
80.318 |
0.162 |
0.2% |
80.156 |
Range |
0.375 |
0.350 |
-0.025 |
-6.7% |
0.840 |
ATR |
0.431 |
0.425 |
-0.006 |
-1.3% |
0.000 |
Volume |
24,915 |
11,538 |
-13,377 |
-53.7% |
97,005 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.323 |
81.170 |
80.511 |
|
R3 |
80.973 |
80.820 |
80.414 |
|
R2 |
80.623 |
80.623 |
80.382 |
|
R1 |
80.470 |
80.470 |
80.350 |
80.547 |
PP |
80.273 |
80.273 |
80.273 |
80.311 |
S1 |
80.120 |
80.120 |
80.286 |
80.197 |
S2 |
79.923 |
79.923 |
80.254 |
|
S3 |
79.573 |
79.770 |
80.222 |
|
S4 |
79.223 |
79.420 |
80.126 |
|
|
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 |
80.425 |
79.620 |
0.805 |
1.0% |
0.409 |
0.5% |
87% |
True |
False |
18,761 |
10 |
80.425 |
78.970 |
1.455 |
1.8% |
0.382 |
0.5% |
93% |
True |
False |
18,208 |
20 |
80.425 |
78.970 |
1.455 |
1.8% |
0.404 |
0.5% |
93% |
True |
False |
17,349 |
40 |
81.950 |
78.725 |
3.225 |
4.0% |
0.457 |
0.6% |
49% |
False |
False |
16,174 |
60 |
83.250 |
78.725 |
4.525 |
5.6% |
0.418 |
0.5% |
35% |
False |
False |
10,806 |
80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.422 |
0.5% |
27% |
False |
False |
8,113 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.380 |
0.5% |
27% |
False |
False |
6,518 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.316 |
0.4% |
27% |
False |
False |
5,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.913 |
2.618 |
81.341 |
1.618 |
80.991 |
1.000 |
80.775 |
0.618 |
80.641 |
HIGH |
80.425 |
0.618 |
80.291 |
0.500 |
80.250 |
0.382 |
80.209 |
LOW |
80.075 |
0.618 |
79.859 |
1.000 |
79.725 |
1.618 |
79.509 |
2.618 |
79.159 |
4.250 |
78.588 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
80.295 |
80.245 |
PP |
80.273 |
80.173 |
S1 |
80.250 |
80.100 |
|