ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
80.755 |
80.230 |
-0.525 |
-0.7% |
81.250 |
High |
80.760 |
80.340 |
-0.420 |
-0.5% |
81.300 |
Low |
80.155 |
80.180 |
0.025 |
0.0% |
80.155 |
Close |
80.236 |
80.266 |
0.030 |
0.0% |
80.236 |
Range |
0.605 |
0.160 |
-0.445 |
-73.6% |
1.145 |
ATR |
0.409 |
0.391 |
-0.018 |
-4.3% |
0.000 |
Volume |
20,544 |
13,152 |
-7,392 |
-36.0% |
67,283 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.742 |
80.664 |
80.354 |
|
R3 |
80.582 |
80.504 |
80.310 |
|
R2 |
80.422 |
80.422 |
80.295 |
|
R1 |
80.344 |
80.344 |
80.281 |
80.383 |
PP |
80.262 |
80.262 |
80.262 |
80.282 |
S1 |
80.184 |
80.184 |
80.251 |
80.223 |
S2 |
80.102 |
80.102 |
80.237 |
|
S3 |
79.942 |
80.024 |
80.222 |
|
S4 |
79.782 |
79.864 |
80.178 |
|
|
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 |
81.300 |
80.155 |
1.145 |
1.4% |
0.359 |
0.4% |
10% |
False |
False |
16,087 |
10 |
81.515 |
80.155 |
1.360 |
1.7% |
0.325 |
0.4% |
8% |
False |
False |
18,807 |
20 |
81.515 |
79.720 |
1.795 |
2.2% |
0.368 |
0.5% |
30% |
False |
False |
19,930 |
40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.392 |
0.5% |
51% |
False |
False |
18,809 |
60 |
81.950 |
78.725 |
3.225 |
4.0% |
0.432 |
0.5% |
48% |
False |
False |
17,235 |
80 |
83.800 |
78.725 |
5.075 |
6.3% |
0.415 |
0.5% |
30% |
False |
False |
12,944 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.412 |
0.5% |
26% |
False |
False |
10,361 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.375 |
0.5% |
26% |
False |
False |
8,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.020 |
2.618 |
80.759 |
1.618 |
80.599 |
1.000 |
80.500 |
0.618 |
80.439 |
HIGH |
80.340 |
0.618 |
80.279 |
0.500 |
80.260 |
0.382 |
80.241 |
LOW |
80.180 |
0.618 |
80.081 |
1.000 |
80.020 |
1.618 |
79.921 |
2.618 |
79.761 |
4.250 |
79.500 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
80.264 |
80.728 |
PP |
80.262 |
80.574 |
S1 |
80.260 |
80.420 |
|