ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
80.120 |
80.390 |
0.270 |
0.3% |
81.250 |
High |
80.505 |
80.610 |
0.105 |
0.1% |
81.300 |
Low |
80.070 |
80.275 |
0.205 |
0.3% |
80.155 |
Close |
80.430 |
80.354 |
-0.076 |
-0.1% |
80.236 |
Range |
0.435 |
0.335 |
-0.100 |
-23.0% |
1.145 |
ATR |
0.394 |
0.390 |
-0.004 |
-1.1% |
0.000 |
Volume |
18,601 |
15,932 |
-2,669 |
-14.3% |
67,283 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.418 |
81.221 |
80.538 |
|
R3 |
81.083 |
80.886 |
80.446 |
|
R2 |
80.748 |
80.748 |
80.415 |
|
R1 |
80.551 |
80.551 |
80.385 |
80.482 |
PP |
80.413 |
80.413 |
80.413 |
80.379 |
S1 |
80.216 |
80.216 |
80.323 |
80.147 |
S2 |
80.078 |
80.078 |
80.293 |
|
S3 |
79.743 |
79.881 |
80.262 |
|
S4 |
79.408 |
79.546 |
80.170 |
|
|
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% |
0.378 |
0.5% |
23% |
False |
False |
16,790 |
10 |
81.515 |
80.070 |
1.445 |
1.8% |
0.355 |
0.4% |
20% |
False |
False |
19,140 |
20 |
81.515 |
79.720 |
1.795 |
2.2% |
0.365 |
0.5% |
35% |
False |
False |
20,356 |
40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.387 |
0.5% |
54% |
False |
False |
18,833 |
60 |
81.950 |
78.725 |
3.225 |
4.0% |
0.429 |
0.5% |
51% |
False |
False |
17,800 |
80 |
83.250 |
78.725 |
4.525 |
5.6% |
0.406 |
0.5% |
36% |
False |
False |
13,373 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.413 |
0.5% |
28% |
False |
False |
10,706 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.381 |
0.5% |
28% |
False |
False |
8,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.034 |
2.618 |
81.487 |
1.618 |
81.152 |
1.000 |
80.945 |
0.618 |
80.817 |
HIGH |
80.610 |
0.618 |
80.482 |
0.500 |
80.443 |
0.382 |
80.403 |
LOW |
80.275 |
0.618 |
80.068 |
1.000 |
79.940 |
1.618 |
79.733 |
2.618 |
79.398 |
4.250 |
78.851 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
80.443 |
80.349 |
PP |
80.413 |
80.345 |
S1 |
80.384 |
80.340 |
|