ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 07-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
80.800 |
80.785 |
-0.015 |
0.0% |
80.075 |
High |
80.920 |
81.025 |
0.105 |
0.1% |
80.740 |
Low |
80.650 |
80.365 |
-0.285 |
-0.4% |
79.720 |
Close |
80.715 |
80.867 |
0.152 |
0.2% |
80.683 |
Range |
0.270 |
0.660 |
0.390 |
144.4% |
1.020 |
ATR |
0.410 |
0.428 |
0.018 |
4.3% |
0.000 |
Volume |
24,325 |
34,744 |
10,419 |
42.8% |
88,892 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.732 |
82.460 |
81.230 |
|
R3 |
82.072 |
81.800 |
81.049 |
|
R2 |
81.412 |
81.412 |
80.988 |
|
R1 |
81.140 |
81.140 |
80.928 |
81.276 |
PP |
80.752 |
80.752 |
80.752 |
80.821 |
S1 |
80.480 |
80.480 |
80.807 |
80.616 |
S2 |
80.092 |
80.092 |
80.746 |
|
S3 |
79.432 |
79.820 |
80.686 |
|
S4 |
78.772 |
79.160 |
80.504 |
|
|
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 |
81.025 |
79.925 |
1.100 |
1.4% |
0.435 |
0.5% |
86% |
True |
False |
24,802 |
10 |
81.025 |
79.720 |
1.305 |
1.6% |
0.416 |
0.5% |
88% |
True |
False |
20,825 |
20 |
81.025 |
78.970 |
2.055 |
2.5% |
0.401 |
0.5% |
92% |
True |
False |
19,147 |
40 |
81.025 |
78.725 |
2.300 |
2.8% |
0.436 |
0.5% |
93% |
True |
False |
19,312 |
60 |
83.105 |
78.725 |
4.380 |
5.4% |
0.436 |
0.5% |
49% |
False |
False |
13,378 |
80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.429 |
0.5% |
36% |
False |
False |
10,044 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.400 |
0.5% |
36% |
False |
False |
8,039 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.341 |
0.4% |
36% |
False |
False |
6,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.830 |
2.618 |
82.753 |
1.618 |
82.093 |
1.000 |
81.685 |
0.618 |
81.433 |
HIGH |
81.025 |
0.618 |
80.773 |
0.500 |
80.695 |
0.382 |
80.617 |
LOW |
80.365 |
0.618 |
79.957 |
1.000 |
79.705 |
1.618 |
79.297 |
2.618 |
78.637 |
4.250 |
77.560 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
80.810 |
80.810 |
PP |
80.752 |
80.752 |
S1 |
80.695 |
80.695 |
|