ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 27-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
80.230 |
80.120 |
-0.110 |
-0.1% |
81.250 |
High |
80.340 |
80.505 |
0.165 |
0.2% |
81.300 |
Low |
80.180 |
80.070 |
-0.110 |
-0.1% |
80.155 |
Close |
80.266 |
80.430 |
0.164 |
0.2% |
80.236 |
Range |
0.160 |
0.435 |
0.275 |
171.9% |
1.145 |
ATR |
0.391 |
0.394 |
0.003 |
0.8% |
0.000 |
Volume |
13,152 |
18,601 |
5,449 |
41.4% |
67,283 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.640 |
81.470 |
80.669 |
|
R3 |
81.205 |
81.035 |
80.550 |
|
R2 |
80.770 |
80.770 |
80.510 |
|
R1 |
80.600 |
80.600 |
80.470 |
80.685 |
PP |
80.335 |
80.335 |
80.335 |
80.378 |
S1 |
80.165 |
80.165 |
80.390 |
80.250 |
S2 |
79.900 |
79.900 |
80.350 |
|
S3 |
79.465 |
79.730 |
80.310 |
|
S4 |
79.030 |
79.295 |
80.191 |
|
|
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 |
80.070 |
1.230 |
1.5% |
0.357 |
0.4% |
29% |
False |
True |
16,308 |
10 |
81.515 |
80.070 |
1.445 |
1.8% |
0.350 |
0.4% |
25% |
False |
True |
19,616 |
20 |
81.515 |
79.720 |
1.795 |
2.2% |
0.372 |
0.5% |
40% |
False |
False |
20,283 |
40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.388 |
0.5% |
57% |
False |
False |
18,816 |
60 |
81.950 |
78.725 |
3.225 |
4.0% |
0.429 |
0.5% |
53% |
False |
False |
17,544 |
80 |
83.250 |
78.725 |
4.525 |
5.6% |
0.407 |
0.5% |
38% |
False |
False |
13,175 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.412 |
0.5% |
29% |
False |
False |
10,547 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.378 |
0.5% |
29% |
False |
False |
8,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.354 |
2.618 |
81.644 |
1.618 |
81.209 |
1.000 |
80.940 |
0.618 |
80.774 |
HIGH |
80.505 |
0.618 |
80.339 |
0.500 |
80.288 |
0.382 |
80.236 |
LOW |
80.070 |
0.618 |
79.801 |
1.000 |
79.635 |
1.618 |
79.366 |
2.618 |
78.931 |
4.250 |
78.221 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
80.383 |
80.425 |
PP |
80.335 |
80.420 |
S1 |
80.288 |
80.415 |
|