ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
80.195 |
80.195 |
0.000 |
0.0% |
80.230 |
High |
80.340 |
80.215 |
-0.125 |
-0.2% |
80.610 |
Low |
80.030 |
79.780 |
-0.250 |
-0.3% |
80.025 |
Close |
80.163 |
79.872 |
-0.291 |
-0.4% |
80.163 |
Range |
0.310 |
0.435 |
0.125 |
40.3% |
0.585 |
ATR |
0.381 |
0.385 |
0.004 |
1.0% |
0.000 |
Volume |
15,934 |
23,558 |
7,624 |
47.8% |
83,436 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.261 |
81.001 |
80.111 |
|
R3 |
80.826 |
80.566 |
79.992 |
|
R2 |
80.391 |
80.391 |
79.952 |
|
R1 |
80.131 |
80.131 |
79.912 |
80.044 |
PP |
79.956 |
79.956 |
79.956 |
79.912 |
S1 |
79.696 |
79.696 |
79.832 |
79.609 |
S2 |
79.521 |
79.521 |
79.792 |
|
S3 |
79.086 |
79.261 |
79.752 |
|
S4 |
78.651 |
78.826 |
79.633 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.021 |
81.677 |
80.485 |
|
R3 |
81.436 |
81.092 |
80.324 |
|
R2 |
80.851 |
80.851 |
80.270 |
|
R1 |
80.507 |
80.507 |
80.217 |
80.387 |
PP |
80.266 |
80.266 |
80.266 |
80.206 |
S1 |
79.922 |
79.922 |
80.109 |
79.802 |
S2 |
79.681 |
79.681 |
80.056 |
|
S3 |
79.096 |
79.337 |
80.002 |
|
S4 |
78.511 |
78.752 |
79.841 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.610 |
79.780 |
0.830 |
1.0% |
0.371 |
0.5% |
11% |
False |
True |
18,768 |
10 |
81.300 |
79.780 |
1.520 |
1.9% |
0.365 |
0.5% |
6% |
False |
True |
17,427 |
20 |
81.515 |
79.780 |
1.735 |
2.2% |
0.357 |
0.4% |
5% |
False |
True |
20,178 |
40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.382 |
0.5% |
35% |
False |
False |
19,023 |
60 |
81.515 |
78.725 |
2.790 |
3.5% |
0.413 |
0.5% |
41% |
False |
False |
18,707 |
80 |
83.250 |
78.725 |
4.525 |
5.7% |
0.407 |
0.5% |
25% |
False |
False |
14,114 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.416 |
0.5% |
19% |
False |
False |
11,299 |
120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.390 |
0.5% |
19% |
False |
False |
9,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.064 |
2.618 |
81.354 |
1.618 |
80.919 |
1.000 |
80.650 |
0.618 |
80.484 |
HIGH |
80.215 |
0.618 |
80.049 |
0.500 |
79.998 |
0.382 |
79.946 |
LOW |
79.780 |
0.618 |
79.511 |
1.000 |
79.345 |
1.618 |
79.076 |
2.618 |
78.641 |
4.250 |
77.931 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.998 |
80.073 |
PP |
79.956 |
80.006 |
S1 |
79.914 |
79.939 |
|