ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
81.205 |
81.095 |
-0.110 |
-0.1% |
81.105 |
High |
81.250 |
81.515 |
0.265 |
0.3% |
81.515 |
Low |
80.975 |
81.080 |
0.105 |
0.1% |
80.940 |
Close |
81.138 |
81.310 |
0.172 |
0.2% |
81.310 |
Range |
0.275 |
0.435 |
0.160 |
58.2% |
0.575 |
ATR |
0.381 |
0.384 |
0.004 |
1.0% |
0.000 |
Volume |
24,280 |
28,853 |
4,573 |
18.8% |
107,640 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.607 |
82.393 |
81.549 |
|
R3 |
82.172 |
81.958 |
81.430 |
|
R2 |
81.737 |
81.737 |
81.390 |
|
R1 |
81.523 |
81.523 |
81.350 |
81.630 |
PP |
81.302 |
81.302 |
81.302 |
81.355 |
S1 |
81.088 |
81.088 |
81.270 |
81.195 |
S2 |
80.867 |
80.867 |
81.230 |
|
S3 |
80.432 |
80.653 |
81.190 |
|
S4 |
79.997 |
80.218 |
81.071 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.980 |
82.720 |
81.626 |
|
R3 |
82.405 |
82.145 |
81.468 |
|
R2 |
81.830 |
81.830 |
81.415 |
|
R1 |
81.570 |
81.570 |
81.363 |
81.700 |
PP |
81.255 |
81.255 |
81.255 |
81.320 |
S1 |
80.995 |
80.995 |
81.257 |
81.125 |
S2 |
80.680 |
80.680 |
81.205 |
|
S3 |
80.105 |
80.420 |
81.152 |
|
S4 |
79.530 |
79.845 |
80.994 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.515 |
80.940 |
0.575 |
0.7% |
0.291 |
0.4% |
64% |
True |
False |
21,528 |
10 |
81.515 |
80.365 |
1.150 |
1.4% |
0.350 |
0.4% |
82% |
True |
False |
22,928 |
20 |
81.515 |
79.535 |
1.980 |
2.4% |
0.374 |
0.5% |
90% |
True |
False |
20,759 |
40 |
81.515 |
78.970 |
2.545 |
3.1% |
0.405 |
0.5% |
92% |
True |
False |
19,102 |
60 |
82.130 |
78.725 |
3.405 |
4.2% |
0.426 |
0.5% |
76% |
False |
False |
15,905 |
80 |
83.945 |
78.725 |
5.220 |
6.4% |
0.427 |
0.5% |
50% |
False |
False |
11,942 |
100 |
84.610 |
78.725 |
5.885 |
7.2% |
0.410 |
0.5% |
44% |
False |
False |
9,559 |
120 |
84.610 |
78.725 |
5.885 |
7.2% |
0.360 |
0.4% |
44% |
False |
False |
7,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.364 |
2.618 |
82.654 |
1.618 |
82.219 |
1.000 |
81.950 |
0.618 |
81.784 |
HIGH |
81.515 |
0.618 |
81.349 |
0.500 |
81.298 |
0.382 |
81.246 |
LOW |
81.080 |
0.618 |
80.811 |
1.000 |
80.645 |
1.618 |
80.376 |
2.618 |
79.941 |
4.250 |
79.231 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
81.306 |
81.283 |
PP |
81.302 |
81.255 |
S1 |
81.298 |
81.228 |
|