ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
80.710 |
80.800 |
0.090 |
0.1% |
80.075 |
High |
80.925 |
80.920 |
-0.005 |
0.0% |
80.740 |
Low |
80.590 |
80.650 |
0.060 |
0.1% |
79.720 |
Close |
80.843 |
80.715 |
-0.128 |
-0.2% |
80.683 |
Range |
0.335 |
0.270 |
-0.065 |
-19.4% |
1.020 |
ATR |
0.421 |
0.410 |
-0.011 |
-2.6% |
0.000 |
Volume |
18,155 |
24,325 |
6,170 |
34.0% |
88,892 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.572 |
81.413 |
80.864 |
|
R3 |
81.302 |
81.143 |
80.789 |
|
R2 |
81.032 |
81.032 |
80.765 |
|
R1 |
80.873 |
80.873 |
80.740 |
80.818 |
PP |
80.762 |
80.762 |
80.762 |
80.734 |
S1 |
80.603 |
80.603 |
80.690 |
80.548 |
S2 |
80.492 |
80.492 |
80.666 |
|
S3 |
80.222 |
80.333 |
80.641 |
|
S4 |
79.952 |
80.063 |
80.567 |
|
|
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% |
0.370 |
0.5% |
83% |
False |
False |
21,069 |
10 |
80.925 |
79.720 |
1.205 |
1.5% |
0.384 |
0.5% |
83% |
False |
False |
19,205 |
20 |
80.925 |
78.970 |
1.955 |
2.4% |
0.386 |
0.5% |
89% |
False |
False |
18,330 |
40 |
80.925 |
78.725 |
2.200 |
2.7% |
0.432 |
0.5% |
90% |
False |
False |
18,786 |
60 |
83.105 |
78.725 |
4.380 |
5.4% |
0.428 |
0.5% |
45% |
False |
False |
12,799 |
80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.427 |
0.5% |
34% |
False |
False |
9,609 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.399 |
0.5% |
34% |
False |
False |
7,691 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.336 |
0.4% |
34% |
False |
False |
6,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.068 |
2.618 |
81.627 |
1.618 |
81.357 |
1.000 |
81.190 |
0.618 |
81.087 |
HIGH |
80.920 |
0.618 |
80.817 |
0.500 |
80.785 |
0.382 |
80.753 |
LOW |
80.650 |
0.618 |
80.483 |
1.000 |
80.380 |
1.618 |
80.213 |
2.618 |
79.943 |
4.250 |
79.503 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
80.785 |
80.647 |
PP |
80.762 |
80.578 |
S1 |
80.738 |
80.510 |
|