ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
81.025 |
80.980 |
-0.045 |
-0.1% |
81.105 |
High |
81.075 |
81.300 |
0.225 |
0.3% |
81.515 |
Low |
80.845 |
80.945 |
0.100 |
0.1% |
80.940 |
Close |
81.000 |
80.966 |
-0.034 |
0.0% |
81.310 |
Range |
0.230 |
0.355 |
0.125 |
54.3% |
0.575 |
ATR |
0.379 |
0.378 |
-0.002 |
-0.5% |
0.000 |
Volume |
13,524 |
15,721 |
2,197 |
16.2% |
107,640 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.135 |
81.906 |
81.161 |
|
R3 |
81.780 |
81.551 |
81.064 |
|
R2 |
81.425 |
81.425 |
81.031 |
|
R1 |
81.196 |
81.196 |
80.999 |
81.133 |
PP |
81.070 |
81.070 |
81.070 |
81.039 |
S1 |
80.841 |
80.841 |
80.933 |
80.778 |
S2 |
80.715 |
80.715 |
80.901 |
|
S3 |
80.360 |
80.486 |
80.868 |
|
S4 |
80.005 |
80.131 |
80.771 |
|
|
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% |
0.348 |
0.4% |
19% |
False |
False |
19,974 |
10 |
81.515 |
80.685 |
0.830 |
1.0% |
0.326 |
0.4% |
34% |
False |
False |
19,880 |
20 |
81.515 |
79.720 |
1.795 |
2.2% |
0.371 |
0.5% |
69% |
False |
False |
20,352 |
40 |
81.515 |
78.970 |
2.545 |
3.1% |
0.401 |
0.5% |
78% |
False |
False |
18,983 |
60 |
82.070 |
78.725 |
3.345 |
4.1% |
0.428 |
0.5% |
67% |
False |
False |
16,681 |
80 |
83.945 |
78.725 |
5.220 |
6.4% |
0.427 |
0.5% |
43% |
False |
False |
12,524 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.410 |
0.5% |
38% |
False |
False |
10,025 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.368 |
0.5% |
38% |
False |
False |
8,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.809 |
2.618 |
82.229 |
1.618 |
81.874 |
1.000 |
81.655 |
0.618 |
81.519 |
HIGH |
81.300 |
0.618 |
81.164 |
0.500 |
81.123 |
0.382 |
81.081 |
LOW |
80.945 |
0.618 |
80.726 |
1.000 |
80.590 |
1.618 |
80.371 |
2.618 |
80.016 |
4.250 |
79.436 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
81.123 |
81.068 |
PP |
81.070 |
81.034 |
S1 |
81.018 |
81.000 |
|