ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
80.785 |
80.940 |
0.155 |
0.2% |
80.075 |
High |
81.025 |
81.110 |
0.085 |
0.1% |
80.740 |
Low |
80.365 |
80.825 |
0.460 |
0.6% |
79.720 |
Close |
80.867 |
80.886 |
0.019 |
0.0% |
80.683 |
Range |
0.660 |
0.285 |
-0.375 |
-56.8% |
1.020 |
ATR |
0.428 |
0.418 |
-0.010 |
-2.4% |
0.000 |
Volume |
34,744 |
20,684 |
-14,060 |
-40.5% |
88,892 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.795 |
81.626 |
81.043 |
|
R3 |
81.510 |
81.341 |
80.964 |
|
R2 |
81.225 |
81.225 |
80.938 |
|
R1 |
81.056 |
81.056 |
80.912 |
80.998 |
PP |
80.940 |
80.940 |
80.940 |
80.912 |
S1 |
80.771 |
80.771 |
80.860 |
80.713 |
S2 |
80.655 |
80.655 |
80.834 |
|
S3 |
80.370 |
80.486 |
80.808 |
|
S4 |
80.085 |
80.201 |
80.729 |
|
|
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 |
81.110 |
80.095 |
1.015 |
1.3% |
0.439 |
0.5% |
78% |
True |
False |
25,226 |
10 |
81.110 |
79.720 |
1.390 |
1.7% |
0.400 |
0.5% |
84% |
True |
False |
21,171 |
20 |
81.110 |
78.970 |
2.140 |
2.6% |
0.389 |
0.5% |
90% |
True |
False |
19,318 |
40 |
81.110 |
78.725 |
2.385 |
2.9% |
0.427 |
0.5% |
91% |
True |
False |
19,124 |
60 |
83.100 |
78.725 |
4.375 |
5.4% |
0.435 |
0.5% |
49% |
False |
False |
13,723 |
80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.430 |
0.5% |
37% |
False |
False |
10,302 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.398 |
0.5% |
37% |
False |
False |
8,245 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.344 |
0.4% |
37% |
False |
False |
6,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.321 |
2.618 |
81.856 |
1.618 |
81.571 |
1.000 |
81.395 |
0.618 |
81.286 |
HIGH |
81.110 |
0.618 |
81.001 |
0.500 |
80.968 |
0.382 |
80.934 |
LOW |
80.825 |
0.618 |
80.649 |
1.000 |
80.540 |
1.618 |
80.364 |
2.618 |
80.079 |
4.250 |
79.614 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
80.968 |
80.837 |
PP |
80.940 |
80.787 |
S1 |
80.913 |
80.738 |
|