ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
79.855 |
79.940 |
0.085 |
0.1% |
79.420 |
| High |
80.095 |
80.005 |
-0.090 |
-0.1% |
80.090 |
| Low |
79.795 |
79.355 |
-0.440 |
-0.6% |
79.375 |
| Close |
80.064 |
79.440 |
-0.624 |
-0.8% |
80.025 |
| Range |
0.300 |
0.650 |
0.350 |
116.7% |
0.715 |
| ATR |
0.469 |
0.486 |
0.017 |
3.7% |
0.000 |
| Volume |
13,938 |
20,032 |
6,094 |
43.7% |
92,162 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.550 |
81.145 |
79.798 |
|
| R3 |
80.900 |
80.495 |
79.619 |
|
| R2 |
80.250 |
80.250 |
79.559 |
|
| R1 |
79.845 |
79.845 |
79.500 |
79.723 |
| PP |
79.600 |
79.600 |
79.600 |
79.539 |
| S1 |
79.195 |
79.195 |
79.380 |
79.073 |
| S2 |
78.950 |
78.950 |
79.321 |
|
| S3 |
78.300 |
78.545 |
79.261 |
|
| S4 |
77.650 |
77.895 |
79.083 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.975 |
81.715 |
80.418 |
|
| R3 |
81.260 |
81.000 |
80.222 |
|
| R2 |
80.545 |
80.545 |
80.156 |
|
| R1 |
80.285 |
80.285 |
80.091 |
80.415 |
| PP |
79.830 |
79.830 |
79.830 |
79.895 |
| S1 |
79.570 |
79.570 |
79.959 |
79.700 |
| S2 |
79.115 |
79.115 |
79.894 |
|
| S3 |
78.400 |
78.855 |
79.828 |
|
| S4 |
77.685 |
78.140 |
79.632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.250 |
79.355 |
0.895 |
1.1% |
0.517 |
0.7% |
9% |
False |
True |
17,997 |
| 10 |
80.250 |
79.110 |
1.140 |
1.4% |
0.465 |
0.6% |
29% |
False |
False |
17,835 |
| 20 |
81.395 |
78.725 |
2.670 |
3.4% |
0.511 |
0.6% |
27% |
False |
False |
17,363 |
| 40 |
83.250 |
78.725 |
4.525 |
5.7% |
0.434 |
0.5% |
16% |
False |
False |
8,762 |
| 60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.437 |
0.6% |
12% |
False |
False |
5,853 |
| 80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.390 |
0.5% |
12% |
False |
False |
4,413 |
| 100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.312 |
0.4% |
12% |
False |
False |
3,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.768 |
|
2.618 |
81.707 |
|
1.618 |
81.057 |
|
1.000 |
80.655 |
|
0.618 |
80.407 |
|
HIGH |
80.005 |
|
0.618 |
79.757 |
|
0.500 |
79.680 |
|
0.382 |
79.603 |
|
LOW |
79.355 |
|
0.618 |
78.953 |
|
1.000 |
78.705 |
|
1.618 |
78.303 |
|
2.618 |
77.653 |
|
4.250 |
76.593 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.680 |
79.725 |
| PP |
79.600 |
79.630 |
| S1 |
79.520 |
79.535 |
|