ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 15-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
81.150 |
81.205 |
0.055 |
0.1% |
80.710 |
High |
81.215 |
81.250 |
0.035 |
0.0% |
81.175 |
Low |
80.940 |
80.975 |
0.035 |
0.0% |
80.365 |
Close |
81.100 |
81.138 |
0.038 |
0.0% |
81.098 |
Range |
0.275 |
0.275 |
0.000 |
0.0% |
0.810 |
ATR |
0.389 |
0.381 |
-0.008 |
-2.1% |
0.000 |
Volume |
23,305 |
24,280 |
975 |
4.2% |
121,645 |
|
Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.946 |
81.817 |
81.289 |
|
R3 |
81.671 |
81.542 |
81.214 |
|
R2 |
81.396 |
81.396 |
81.188 |
|
R1 |
81.267 |
81.267 |
81.163 |
81.194 |
PP |
81.121 |
81.121 |
81.121 |
81.085 |
S1 |
80.992 |
80.992 |
81.113 |
80.919 |
S2 |
80.846 |
80.846 |
81.088 |
|
S3 |
80.571 |
80.717 |
81.062 |
|
S4 |
80.296 |
80.442 |
80.987 |
|
|
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% |
0.302 |
0.4% |
71% |
False |
False |
20,504 |
10 |
81.320 |
80.095 |
1.225 |
1.5% |
0.371 |
0.5% |
85% |
False |
False |
22,865 |
20 |
81.320 |
79.370 |
1.950 |
2.4% |
0.371 |
0.5% |
91% |
False |
False |
20,202 |
40 |
81.320 |
78.970 |
2.350 |
2.9% |
0.404 |
0.5% |
92% |
False |
False |
18,847 |
60 |
82.130 |
78.725 |
3.405 |
4.2% |
0.424 |
0.5% |
71% |
False |
False |
15,427 |
80 |
84.000 |
78.725 |
5.275 |
6.5% |
0.433 |
0.5% |
46% |
False |
False |
11,581 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.407 |
0.5% |
41% |
False |
False |
9,270 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.356 |
0.4% |
41% |
False |
False |
7,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.419 |
2.618 |
81.970 |
1.618 |
81.695 |
1.000 |
81.525 |
0.618 |
81.420 |
HIGH |
81.250 |
0.618 |
81.145 |
0.500 |
81.113 |
0.382 |
81.080 |
LOW |
80.975 |
0.618 |
80.805 |
1.000 |
80.700 |
1.618 |
80.530 |
2.618 |
80.255 |
4.250 |
79.806 |
|
|
Fisher Pivots for day following 15-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
81.130 |
81.135 |
PP |
81.121 |
81.133 |
S1 |
81.113 |
81.130 |
|