ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
81.095 |
81.250 |
0.155 |
0.2% |
81.105 |
High |
81.515 |
81.280 |
-0.235 |
-0.3% |
81.515 |
Low |
81.080 |
80.835 |
-0.245 |
-0.3% |
80.940 |
Close |
81.310 |
80.922 |
-0.388 |
-0.5% |
81.310 |
Range |
0.435 |
0.445 |
0.010 |
2.3% |
0.575 |
ATR |
0.384 |
0.391 |
0.006 |
1.7% |
0.000 |
Volume |
28,853 |
17,494 |
-11,359 |
-39.4% |
107,640 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.347 |
82.080 |
81.167 |
|
R3 |
81.902 |
81.635 |
81.044 |
|
R2 |
81.457 |
81.457 |
81.004 |
|
R1 |
81.190 |
81.190 |
80.963 |
81.101 |
PP |
81.012 |
81.012 |
81.012 |
80.968 |
S1 |
80.745 |
80.745 |
80.881 |
80.656 |
S2 |
80.567 |
80.567 |
80.840 |
|
S3 |
80.122 |
80.300 |
80.800 |
|
S4 |
79.677 |
79.855 |
80.677 |
|
|
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 |
80.835 |
0.680 |
0.8% |
0.343 |
0.4% |
13% |
False |
True |
22,924 |
10 |
81.515 |
80.365 |
1.150 |
1.4% |
0.361 |
0.4% |
48% |
False |
False |
22,862 |
20 |
81.515 |
79.620 |
1.895 |
2.3% |
0.385 |
0.5% |
69% |
False |
False |
20,896 |
40 |
81.515 |
78.970 |
2.545 |
3.1% |
0.406 |
0.5% |
77% |
False |
False |
19,089 |
60 |
82.130 |
78.725 |
3.405 |
4.2% |
0.430 |
0.5% |
65% |
False |
False |
16,195 |
80 |
83.945 |
78.725 |
5.220 |
6.5% |
0.425 |
0.5% |
42% |
False |
False |
12,158 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.407 |
0.5% |
37% |
False |
False |
9,734 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.364 |
0.4% |
37% |
False |
False |
8,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.171 |
2.618 |
82.445 |
1.618 |
82.000 |
1.000 |
81.725 |
0.618 |
81.555 |
HIGH |
81.280 |
0.618 |
81.110 |
0.500 |
81.058 |
0.382 |
81.005 |
LOW |
80.835 |
0.618 |
80.560 |
1.000 |
80.390 |
1.618 |
80.115 |
2.618 |
79.670 |
4.250 |
78.944 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
81.058 |
81.175 |
PP |
81.012 |
81.091 |
S1 |
80.967 |
81.006 |
|