ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
80.390 |
80.320 |
-0.070 |
-0.1% |
81.250 |
High |
80.610 |
80.365 |
-0.245 |
-0.3% |
81.300 |
Low |
80.275 |
80.025 |
-0.250 |
-0.3% |
80.155 |
Close |
80.354 |
80.209 |
-0.145 |
-0.2% |
80.236 |
Range |
0.335 |
0.340 |
0.005 |
1.5% |
1.145 |
ATR |
0.390 |
0.386 |
-0.004 |
-0.9% |
0.000 |
Volume |
15,932 |
19,817 |
3,885 |
24.4% |
67,283 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.220 |
81.054 |
80.396 |
|
R3 |
80.880 |
80.714 |
80.303 |
|
R2 |
80.540 |
80.540 |
80.271 |
|
R1 |
80.374 |
80.374 |
80.240 |
80.287 |
PP |
80.200 |
80.200 |
80.200 |
80.156 |
S1 |
80.034 |
80.034 |
80.178 |
79.947 |
S2 |
79.860 |
79.860 |
80.147 |
|
S3 |
79.520 |
79.694 |
80.116 |
|
S4 |
79.180 |
79.354 |
80.022 |
|
|
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 |
80.760 |
80.025 |
0.735 |
0.9% |
0.375 |
0.5% |
25% |
False |
True |
17,609 |
10 |
81.515 |
80.025 |
1.490 |
1.9% |
0.362 |
0.5% |
12% |
False |
True |
18,791 |
20 |
81.515 |
79.925 |
1.590 |
2.0% |
0.366 |
0.5% |
18% |
False |
False |
20,542 |
40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.388 |
0.5% |
49% |
False |
False |
18,980 |
60 |
81.765 |
78.725 |
3.040 |
3.8% |
0.426 |
0.5% |
49% |
False |
False |
18,127 |
80 |
83.250 |
78.725 |
4.525 |
5.6% |
0.406 |
0.5% |
33% |
False |
False |
13,621 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.412 |
0.5% |
25% |
False |
False |
10,904 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.384 |
0.5% |
25% |
False |
False |
9,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.810 |
2.618 |
81.255 |
1.618 |
80.915 |
1.000 |
80.705 |
0.618 |
80.575 |
HIGH |
80.365 |
0.618 |
80.235 |
0.500 |
80.195 |
0.382 |
80.155 |
LOW |
80.025 |
0.618 |
79.815 |
1.000 |
79.685 |
1.618 |
79.475 |
2.618 |
79.135 |
4.250 |
78.580 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
80.204 |
80.318 |
PP |
80.200 |
80.281 |
S1 |
80.195 |
80.245 |
|