ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
80.075 |
80.320 |
0.245 |
0.3% |
79.700 |
| High |
80.425 |
80.375 |
-0.050 |
-0.1% |
80.375 |
| Low |
80.075 |
79.900 |
-0.175 |
-0.2% |
79.535 |
| Close |
80.318 |
79.987 |
-0.331 |
-0.4% |
80.156 |
| Range |
0.350 |
0.475 |
0.125 |
35.7% |
0.840 |
| ATR |
0.425 |
0.429 |
0.004 |
0.8% |
0.000 |
| Volume |
11,538 |
14,486 |
2,948 |
25.6% |
97,005 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.512 |
81.225 |
80.248 |
|
| R3 |
81.037 |
80.750 |
80.118 |
|
| R2 |
80.562 |
80.562 |
80.074 |
|
| R1 |
80.275 |
80.275 |
80.031 |
80.181 |
| PP |
80.087 |
80.087 |
80.087 |
80.041 |
| S1 |
79.800 |
79.800 |
79.943 |
79.706 |
| S2 |
79.612 |
79.612 |
79.900 |
|
| S3 |
79.137 |
79.325 |
79.856 |
|
| S4 |
78.662 |
78.850 |
79.726 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.542 |
82.189 |
80.618 |
|
| R3 |
81.702 |
81.349 |
80.387 |
|
| R2 |
80.862 |
80.862 |
80.310 |
|
| R1 |
80.509 |
80.509 |
80.233 |
80.686 |
| PP |
80.022 |
80.022 |
80.022 |
80.110 |
| S1 |
79.669 |
79.669 |
80.079 |
79.846 |
| S2 |
79.182 |
79.182 |
80.002 |
|
| S3 |
78.342 |
78.829 |
79.925 |
|
| S4 |
77.502 |
77.989 |
79.694 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.425 |
79.775 |
0.650 |
0.8% |
0.397 |
0.5% |
33% |
False |
False |
17,341 |
| 10 |
80.425 |
78.970 |
1.455 |
1.8% |
0.385 |
0.5% |
70% |
False |
False |
17,743 |
| 20 |
80.425 |
78.970 |
1.455 |
1.8% |
0.409 |
0.5% |
70% |
False |
False |
17,310 |
| 40 |
81.950 |
78.725 |
3.225 |
4.0% |
0.461 |
0.6% |
39% |
False |
False |
16,522 |
| 60 |
83.250 |
78.725 |
4.525 |
5.7% |
0.420 |
0.5% |
28% |
False |
False |
11,046 |
| 80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.424 |
0.5% |
21% |
False |
False |
8,294 |
| 100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.384 |
0.5% |
21% |
False |
False |
6,663 |
| 120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.320 |
0.4% |
21% |
False |
False |
5,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.394 |
|
2.618 |
81.619 |
|
1.618 |
81.144 |
|
1.000 |
80.850 |
|
0.618 |
80.669 |
|
HIGH |
80.375 |
|
0.618 |
80.194 |
|
0.500 |
80.138 |
|
0.382 |
80.081 |
|
LOW |
79.900 |
|
0.618 |
79.606 |
|
1.000 |
79.425 |
|
1.618 |
79.131 |
|
2.618 |
78.656 |
|
4.250 |
77.881 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.138 |
80.163 |
| PP |
80.087 |
80.104 |
| S1 |
80.037 |
80.046 |
|