ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
80.980 |
80.755 |
-0.225 |
-0.3% |
81.250 |
High |
81.300 |
80.760 |
-0.540 |
-0.7% |
81.300 |
Low |
80.945 |
80.155 |
-0.790 |
-1.0% |
80.155 |
Close |
80.966 |
80.236 |
-0.730 |
-0.9% |
80.236 |
Range |
0.355 |
0.605 |
0.250 |
70.4% |
1.145 |
ATR |
0.378 |
0.409 |
0.031 |
8.2% |
0.000 |
Volume |
15,721 |
20,544 |
4,823 |
30.7% |
67,283 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.199 |
81.822 |
80.569 |
|
R3 |
81.594 |
81.217 |
80.402 |
|
R2 |
80.989 |
80.989 |
80.347 |
|
R1 |
80.612 |
80.612 |
80.291 |
80.498 |
PP |
80.384 |
80.384 |
80.384 |
80.327 |
S1 |
80.007 |
80.007 |
80.181 |
79.893 |
S2 |
79.779 |
79.779 |
80.125 |
|
S3 |
79.174 |
79.402 |
80.070 |
|
S4 |
78.569 |
78.797 |
79.903 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.999 |
83.262 |
80.866 |
|
R3 |
82.854 |
82.117 |
80.551 |
|
R2 |
81.709 |
81.709 |
80.446 |
|
R1 |
80.972 |
80.972 |
80.341 |
80.768 |
PP |
80.564 |
80.564 |
80.564 |
80.462 |
S1 |
79.827 |
79.827 |
80.131 |
79.623 |
S2 |
79.419 |
79.419 |
80.026 |
|
S3 |
78.274 |
78.682 |
79.921 |
|
S4 |
77.129 |
77.537 |
79.606 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.515 |
80.155 |
1.360 |
1.7% |
0.414 |
0.5% |
6% |
False |
True |
19,227 |
10 |
81.515 |
80.155 |
1.360 |
1.7% |
0.358 |
0.4% |
6% |
False |
True |
19,866 |
20 |
81.515 |
79.720 |
1.795 |
2.2% |
0.379 |
0.5% |
29% |
False |
False |
20,518 |
40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.405 |
0.5% |
50% |
False |
False |
19,041 |
60 |
82.070 |
78.725 |
3.345 |
4.2% |
0.435 |
0.5% |
45% |
False |
False |
17,018 |
80 |
83.945 |
78.725 |
5.220 |
6.5% |
0.429 |
0.5% |
29% |
False |
False |
12,780 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.416 |
0.5% |
26% |
False |
False |
10,230 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.374 |
0.5% |
26% |
False |
False |
8,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.331 |
2.618 |
82.344 |
1.618 |
81.739 |
1.000 |
81.365 |
0.618 |
81.134 |
HIGH |
80.760 |
0.618 |
80.529 |
0.500 |
80.458 |
0.382 |
80.386 |
LOW |
80.155 |
0.618 |
79.781 |
1.000 |
79.550 |
1.618 |
79.176 |
2.618 |
78.571 |
4.250 |
77.584 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
80.458 |
80.728 |
PP |
80.384 |
80.564 |
S1 |
80.310 |
80.400 |
|