ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 02-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
79.990 |
80.115 |
0.125 |
0.2% |
80.075 |
High |
80.190 |
80.740 |
0.550 |
0.7% |
80.740 |
Low |
79.925 |
80.095 |
0.170 |
0.2% |
79.720 |
Close |
80.136 |
80.683 |
0.547 |
0.7% |
80.683 |
Range |
0.265 |
0.645 |
0.380 |
143.4% |
1.020 |
ATR |
0.411 |
0.428 |
0.017 |
4.1% |
0.000 |
Volume |
18,563 |
28,225 |
9,662 |
52.0% |
88,892 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.441 |
82.207 |
81.038 |
|
R3 |
81.796 |
81.562 |
80.860 |
|
R2 |
81.151 |
81.151 |
80.801 |
|
R1 |
80.917 |
80.917 |
80.742 |
81.034 |
PP |
80.506 |
80.506 |
80.506 |
80.565 |
S1 |
80.272 |
80.272 |
80.624 |
80.389 |
S2 |
79.861 |
79.861 |
80.565 |
|
S3 |
79.216 |
79.627 |
80.506 |
|
S4 |
78.571 |
78.982 |
80.328 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.441 |
83.082 |
81.244 |
|
R3 |
82.421 |
82.062 |
80.964 |
|
R2 |
81.401 |
81.401 |
80.870 |
|
R1 |
81.042 |
81.042 |
80.777 |
81.222 |
PP |
80.381 |
80.381 |
80.381 |
80.471 |
S1 |
80.022 |
80.022 |
80.590 |
80.202 |
S2 |
79.361 |
79.361 |
80.496 |
|
S3 |
78.341 |
79.002 |
80.403 |
|
S4 |
77.321 |
77.982 |
80.122 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.740 |
79.720 |
1.020 |
1.3% |
0.414 |
0.5% |
94% |
True |
False |
17,778 |
10 |
80.740 |
79.535 |
1.205 |
1.5% |
0.399 |
0.5% |
95% |
True |
False |
18,589 |
20 |
80.740 |
78.970 |
1.770 |
2.2% |
0.406 |
0.5% |
97% |
True |
False |
17,869 |
40 |
80.740 |
78.725 |
2.015 |
2.5% |
0.440 |
0.5% |
97% |
True |
False |
17,972 |
60 |
83.250 |
78.725 |
4.525 |
5.6% |
0.424 |
0.5% |
43% |
False |
False |
12,093 |
80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.431 |
0.5% |
33% |
False |
False |
9,079 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.397 |
0.5% |
33% |
False |
False |
7,277 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.331 |
0.4% |
33% |
False |
False |
6,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.481 |
2.618 |
82.429 |
1.618 |
81.784 |
1.000 |
81.385 |
0.618 |
81.139 |
HIGH |
80.740 |
0.618 |
80.494 |
0.500 |
80.418 |
0.382 |
80.341 |
LOW |
80.095 |
0.618 |
79.696 |
1.000 |
79.450 |
1.618 |
79.051 |
2.618 |
78.406 |
4.250 |
77.354 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
80.595 |
80.532 |
PP |
80.506 |
80.381 |
S1 |
80.418 |
80.230 |
|