ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
80.320 |
80.070 |
-0.250 |
-0.3% |
80.195 |
High |
80.370 |
80.110 |
-0.260 |
-0.3% |
80.975 |
Low |
80.000 |
79.365 |
-0.635 |
-0.8% |
79.565 |
Close |
80.054 |
79.810 |
-0.244 |
-0.3% |
80.402 |
Range |
0.370 |
0.745 |
0.375 |
101.4% |
1.410 |
ATR |
0.404 |
0.429 |
0.024 |
6.0% |
0.000 |
Volume |
17,266 |
45,358 |
28,092 |
162.7% |
120,648 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.997 |
81.648 |
80.220 |
|
R3 |
81.252 |
80.903 |
80.015 |
|
R2 |
80.507 |
80.507 |
79.947 |
|
R1 |
80.158 |
80.158 |
79.878 |
79.960 |
PP |
79.762 |
79.762 |
79.762 |
79.663 |
S1 |
79.413 |
79.413 |
79.742 |
79.215 |
S2 |
79.017 |
79.017 |
79.673 |
|
S3 |
78.272 |
78.668 |
79.605 |
|
S4 |
77.527 |
77.923 |
79.400 |
|
|
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 |
79.365 |
1.610 |
2.0% |
0.552 |
0.7% |
28% |
False |
True |
28,050 |
10 |
80.975 |
79.365 |
1.610 |
2.0% |
0.446 |
0.6% |
28% |
False |
True |
23,876 |
20 |
81.515 |
79.365 |
2.150 |
2.7% |
0.400 |
0.5% |
21% |
False |
True |
21,508 |
40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.390 |
0.5% |
33% |
False |
False |
20,583 |
60 |
81.515 |
78.970 |
2.545 |
3.2% |
0.411 |
0.5% |
33% |
False |
False |
19,711 |
80 |
82.770 |
78.725 |
4.045 |
5.1% |
0.427 |
0.5% |
27% |
False |
False |
16,355 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.426 |
0.5% |
18% |
False |
False |
13,092 |
120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.401 |
0.5% |
18% |
False |
False |
10,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.276 |
2.618 |
82.060 |
1.618 |
81.315 |
1.000 |
80.855 |
0.618 |
80.570 |
HIGH |
80.110 |
0.618 |
79.825 |
0.500 |
79.738 |
0.382 |
79.650 |
LOW |
79.365 |
0.618 |
78.905 |
1.000 |
78.620 |
1.618 |
78.160 |
2.618 |
77.415 |
4.250 |
76.199 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.786 |
79.968 |
PP |
79.762 |
79.915 |
S1 |
79.738 |
79.863 |
|