ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
81.190 |
81.150 |
-0.040 |
0.0% |
80.710 |
High |
81.320 |
81.215 |
-0.105 |
-0.1% |
81.175 |
Low |
81.035 |
80.940 |
-0.095 |
-0.1% |
80.365 |
Close |
81.140 |
81.100 |
-0.040 |
0.0% |
81.098 |
Range |
0.285 |
0.275 |
-0.010 |
-3.5% |
0.810 |
ATR |
0.397 |
0.389 |
-0.009 |
-2.2% |
0.000 |
Volume |
20,689 |
23,305 |
2,616 |
12.6% |
121,645 |
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.910 |
81.780 |
81.251 |
|
R3 |
81.635 |
81.505 |
81.176 |
|
R2 |
81.360 |
81.360 |
81.150 |
|
R1 |
81.230 |
81.230 |
81.125 |
81.158 |
PP |
81.085 |
81.085 |
81.085 |
81.049 |
S1 |
80.955 |
80.955 |
81.075 |
80.883 |
S2 |
80.810 |
80.810 |
81.050 |
|
S3 |
80.535 |
80.680 |
81.024 |
|
S4 |
80.260 |
80.405 |
80.949 |
|
|
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 |
80.685 |
0.635 |
0.8% |
0.304 |
0.4% |
65% |
False |
False |
19,785 |
10 |
81.320 |
79.925 |
1.395 |
1.7% |
0.370 |
0.5% |
84% |
False |
False |
22,294 |
20 |
81.320 |
79.035 |
2.285 |
2.8% |
0.379 |
0.5% |
90% |
False |
False |
19,881 |
40 |
81.320 |
78.970 |
2.350 |
2.9% |
0.413 |
0.5% |
91% |
False |
False |
18,919 |
60 |
82.370 |
78.725 |
3.645 |
4.5% |
0.430 |
0.5% |
65% |
False |
False |
15,025 |
80 |
84.435 |
78.725 |
5.710 |
7.0% |
0.434 |
0.5% |
42% |
False |
False |
11,278 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.404 |
0.5% |
40% |
False |
False |
9,027 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.354 |
0.4% |
40% |
False |
False |
7,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.384 |
2.618 |
81.935 |
1.618 |
81.660 |
1.000 |
81.490 |
0.618 |
81.385 |
HIGH |
81.215 |
0.618 |
81.110 |
0.500 |
81.078 |
0.382 |
81.045 |
LOW |
80.940 |
0.618 |
80.770 |
1.000 |
80.665 |
1.618 |
80.495 |
2.618 |
80.220 |
4.250 |
79.771 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
81.093 |
81.130 |
PP |
81.085 |
81.120 |
S1 |
81.078 |
81.110 |
|