ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
80.115 |
80.710 |
0.595 |
0.7% |
80.075 |
High |
80.740 |
80.925 |
0.185 |
0.2% |
80.740 |
Low |
80.095 |
80.590 |
0.495 |
0.6% |
79.720 |
Close |
80.683 |
80.843 |
0.160 |
0.2% |
80.683 |
Range |
0.645 |
0.335 |
-0.310 |
-48.1% |
1.020 |
ATR |
0.428 |
0.421 |
-0.007 |
-1.5% |
0.000 |
Volume |
28,225 |
18,155 |
-10,070 |
-35.7% |
88,892 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.791 |
81.652 |
81.027 |
|
R3 |
81.456 |
81.317 |
80.935 |
|
R2 |
81.121 |
81.121 |
80.904 |
|
R1 |
80.982 |
80.982 |
80.874 |
81.052 |
PP |
80.786 |
80.786 |
80.786 |
80.821 |
S1 |
80.647 |
80.647 |
80.812 |
80.717 |
S2 |
80.451 |
80.451 |
80.782 |
|
S3 |
80.116 |
80.312 |
80.751 |
|
S4 |
79.781 |
79.977 |
80.659 |
|
|
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 |
80.925 |
79.720 |
1.205 |
1.5% |
0.411 |
0.5% |
93% |
True |
False |
19,101 |
10 |
80.925 |
79.620 |
1.305 |
1.6% |
0.410 |
0.5% |
94% |
True |
False |
18,931 |
20 |
80.925 |
78.970 |
1.955 |
2.4% |
0.404 |
0.5% |
96% |
True |
False |
18,327 |
40 |
80.925 |
78.725 |
2.200 |
2.7% |
0.441 |
0.5% |
96% |
True |
False |
18,343 |
60 |
83.105 |
78.725 |
4.380 |
5.4% |
0.424 |
0.5% |
48% |
False |
False |
12,394 |
80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.428 |
0.5% |
36% |
False |
False |
9,306 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.400 |
0.5% |
36% |
False |
False |
7,453 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.334 |
0.4% |
36% |
False |
False |
6,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.349 |
2.618 |
81.802 |
1.618 |
81.467 |
1.000 |
81.260 |
0.618 |
81.132 |
HIGH |
80.925 |
0.618 |
80.797 |
0.500 |
80.758 |
0.382 |
80.718 |
LOW |
80.590 |
0.618 |
80.383 |
1.000 |
80.255 |
1.618 |
80.048 |
2.618 |
79.713 |
4.250 |
79.166 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
80.815 |
80.704 |
PP |
80.786 |
80.564 |
S1 |
80.758 |
80.425 |
|