ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
80.270 |
80.540 |
0.270 |
0.3% |
80.195 |
High |
80.975 |
80.570 |
-0.405 |
-0.5% |
80.975 |
Low |
80.225 |
80.270 |
0.045 |
0.1% |
79.565 |
Close |
80.402 |
80.330 |
-0.072 |
-0.1% |
80.402 |
Range |
0.750 |
0.300 |
-0.450 |
-60.0% |
1.410 |
ATR |
0.415 |
0.407 |
-0.008 |
-2.0% |
0.000 |
Volume |
32,250 |
19,740 |
-12,510 |
-38.8% |
120,648 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.290 |
81.110 |
80.495 |
|
R3 |
80.990 |
80.810 |
80.413 |
|
R2 |
80.690 |
80.690 |
80.385 |
|
R1 |
80.510 |
80.510 |
80.358 |
80.450 |
PP |
80.390 |
80.390 |
80.390 |
80.360 |
S1 |
80.210 |
80.210 |
80.303 |
80.150 |
S2 |
80.090 |
80.090 |
80.275 |
|
S3 |
79.790 |
79.910 |
80.248 |
|
S4 |
79.490 |
79.610 |
80.165 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.544 |
83.883 |
81.178 |
|
R3 |
83.134 |
82.473 |
80.790 |
|
R2 |
81.724 |
81.724 |
80.661 |
|
R1 |
81.063 |
81.063 |
80.531 |
81.394 |
PP |
80.314 |
80.314 |
80.314 |
80.479 |
S1 |
79.653 |
79.653 |
80.273 |
79.984 |
S2 |
78.904 |
78.904 |
80.144 |
|
S3 |
77.494 |
78.243 |
80.014 |
|
S4 |
76.084 |
76.833 |
79.627 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.975 |
79.565 |
1.410 |
1.8% |
0.451 |
0.6% |
54% |
False |
False |
23,366 |
10 |
80.975 |
79.565 |
1.410 |
1.8% |
0.411 |
0.5% |
54% |
False |
False |
21,067 |
20 |
81.515 |
79.565 |
1.950 |
2.4% |
0.368 |
0.5% |
39% |
False |
False |
19,937 |
40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.383 |
0.5% |
53% |
False |
False |
19,845 |
60 |
81.515 |
78.835 |
2.680 |
3.3% |
0.404 |
0.5% |
56% |
False |
False |
19,183 |
80 |
83.100 |
78.725 |
4.375 |
5.4% |
0.420 |
0.5% |
37% |
False |
False |
15,573 |
100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.421 |
0.5% |
27% |
False |
False |
12,466 |
120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.395 |
0.5% |
27% |
False |
False |
10,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.845 |
2.618 |
81.355 |
1.618 |
81.055 |
1.000 |
80.870 |
0.618 |
80.755 |
HIGH |
80.570 |
0.618 |
80.455 |
0.500 |
80.420 |
0.382 |
80.385 |
LOW |
80.270 |
0.618 |
80.085 |
1.000 |
79.970 |
1.618 |
79.785 |
2.618 |
79.485 |
4.250 |
78.995 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
80.420 |
80.350 |
PP |
80.390 |
80.343 |
S1 |
80.360 |
80.337 |
|