ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
81.105 |
81.190 |
0.085 |
0.1% |
80.710 |
High |
81.170 |
81.320 |
0.150 |
0.2% |
81.175 |
Low |
80.985 |
81.035 |
0.050 |
0.1% |
80.365 |
Close |
81.106 |
81.140 |
0.034 |
0.0% |
81.098 |
Range |
0.185 |
0.285 |
0.100 |
54.1% |
0.810 |
ATR |
0.406 |
0.397 |
-0.009 |
-2.1% |
0.000 |
Volume |
10,513 |
20,689 |
10,176 |
96.8% |
121,645 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.020 |
81.865 |
81.297 |
|
R3 |
81.735 |
81.580 |
81.218 |
|
R2 |
81.450 |
81.450 |
81.192 |
|
R1 |
81.295 |
81.295 |
81.166 |
81.230 |
PP |
81.165 |
81.165 |
81.165 |
81.133 |
S1 |
81.010 |
81.010 |
81.114 |
80.945 |
S2 |
80.880 |
80.880 |
81.088 |
|
S3 |
80.595 |
80.725 |
81.062 |
|
S4 |
80.310 |
80.440 |
80.983 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.309 |
83.014 |
81.544 |
|
R3 |
82.499 |
82.204 |
81.321 |
|
R2 |
81.689 |
81.689 |
81.247 |
|
R1 |
81.394 |
81.394 |
81.172 |
81.542 |
PP |
80.879 |
80.879 |
80.879 |
80.953 |
S1 |
80.584 |
80.584 |
81.024 |
80.732 |
S2 |
80.069 |
80.069 |
80.950 |
|
S3 |
79.259 |
79.774 |
80.875 |
|
S4 |
78.449 |
78.964 |
80.653 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.320 |
80.365 |
0.955 |
1.2% |
0.381 |
0.5% |
81% |
True |
False |
22,073 |
10 |
81.320 |
79.720 |
1.600 |
2.0% |
0.376 |
0.5% |
89% |
True |
False |
21,571 |
20 |
81.320 |
78.970 |
2.350 |
2.9% |
0.380 |
0.5% |
92% |
True |
False |
19,657 |
40 |
81.320 |
78.970 |
2.350 |
2.9% |
0.417 |
0.5% |
92% |
True |
False |
18,812 |
60 |
82.770 |
78.725 |
4.045 |
5.0% |
0.436 |
0.5% |
60% |
False |
False |
14,637 |
80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.432 |
0.5% |
41% |
False |
False |
10,988 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.401 |
0.5% |
41% |
False |
False |
8,794 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.352 |
0.4% |
41% |
False |
False |
7,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.531 |
2.618 |
82.066 |
1.618 |
81.781 |
1.000 |
81.605 |
0.618 |
81.496 |
HIGH |
81.320 |
0.618 |
81.211 |
0.500 |
81.178 |
0.382 |
81.144 |
LOW |
81.035 |
0.618 |
80.859 |
1.000 |
80.750 |
1.618 |
80.574 |
2.618 |
80.289 |
4.250 |
79.824 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
81.178 |
81.094 |
PP |
81.165 |
81.048 |
S1 |
81.153 |
81.003 |
|