ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
80.540 |
80.320 |
-0.220 |
-0.3% |
80.195 |
High |
80.570 |
80.370 |
-0.200 |
-0.2% |
80.975 |
Low |
80.270 |
80.000 |
-0.270 |
-0.3% |
79.565 |
Close |
80.330 |
80.054 |
-0.276 |
-0.3% |
80.402 |
Range |
0.300 |
0.370 |
0.070 |
23.3% |
1.410 |
ATR |
0.407 |
0.404 |
-0.003 |
-0.6% |
0.000 |
Volume |
19,740 |
17,266 |
-2,474 |
-12.5% |
120,648 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.251 |
81.023 |
80.258 |
|
R3 |
80.881 |
80.653 |
80.156 |
|
R2 |
80.511 |
80.511 |
80.122 |
|
R1 |
80.283 |
80.283 |
80.088 |
80.212 |
PP |
80.141 |
80.141 |
80.141 |
80.106 |
S1 |
79.913 |
79.913 |
80.020 |
79.842 |
S2 |
79.771 |
79.771 |
79.986 |
|
S3 |
79.401 |
79.543 |
79.952 |
|
S4 |
79.031 |
79.173 |
79.851 |
|
|
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% |
0.459 |
0.6% |
35% |
False |
False |
22,554 |
10 |
80.975 |
79.565 |
1.410 |
1.8% |
0.405 |
0.5% |
35% |
False |
False |
20,933 |
20 |
81.515 |
79.565 |
1.950 |
2.4% |
0.377 |
0.5% |
25% |
False |
False |
20,275 |
40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.383 |
0.5% |
43% |
False |
False |
19,927 |
60 |
81.515 |
78.970 |
2.545 |
3.2% |
0.404 |
0.5% |
43% |
False |
False |
19,209 |
80 |
83.070 |
78.725 |
4.345 |
5.4% |
0.421 |
0.5% |
31% |
False |
False |
15,788 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.422 |
0.5% |
23% |
False |
False |
12,639 |
120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.397 |
0.5% |
23% |
False |
False |
10,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.943 |
2.618 |
81.339 |
1.618 |
80.969 |
1.000 |
80.740 |
0.618 |
80.599 |
HIGH |
80.370 |
0.618 |
80.229 |
0.500 |
80.185 |
0.382 |
80.141 |
LOW |
80.000 |
0.618 |
79.771 |
1.000 |
79.630 |
1.618 |
79.401 |
2.618 |
79.031 |
4.250 |
78.428 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
80.185 |
80.488 |
PP |
80.141 |
80.343 |
S1 |
80.098 |
80.199 |
|