ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
80.940 |
80.950 |
0.010 |
0.0% |
80.710 |
| High |
81.110 |
81.175 |
0.065 |
0.1% |
81.175 |
| Low |
80.825 |
80.685 |
-0.140 |
-0.2% |
80.365 |
| Close |
80.886 |
81.098 |
0.212 |
0.3% |
81.098 |
| Range |
0.285 |
0.490 |
0.205 |
71.9% |
0.810 |
| ATR |
0.418 |
0.423 |
0.005 |
1.2% |
0.000 |
| Volume |
20,684 |
23,737 |
3,053 |
14.8% |
121,645 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.456 |
82.267 |
81.368 |
|
| R3 |
81.966 |
81.777 |
81.233 |
|
| R2 |
81.476 |
81.476 |
81.188 |
|
| R1 |
81.287 |
81.287 |
81.143 |
81.382 |
| PP |
80.986 |
80.986 |
80.986 |
81.033 |
| S1 |
80.797 |
80.797 |
81.053 |
80.892 |
| S2 |
80.496 |
80.496 |
81.008 |
|
| S3 |
80.006 |
80.307 |
80.963 |
|
| S4 |
79.516 |
79.817 |
80.829 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.309 |
83.014 |
81.544 |
|
| R3 |
82.499 |
82.204 |
81.321 |
|
| R2 |
81.689 |
81.689 |
81.247 |
|
| R1 |
81.394 |
81.394 |
81.172 |
81.542 |
| PP |
80.879 |
80.879 |
80.879 |
80.953 |
| S1 |
80.584 |
80.584 |
81.024 |
80.732 |
| S2 |
80.069 |
80.069 |
80.950 |
|
| S3 |
79.259 |
79.774 |
80.875 |
|
| S4 |
78.449 |
78.964 |
80.653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.175 |
80.365 |
0.810 |
1.0% |
0.408 |
0.5% |
90% |
True |
False |
24,329 |
| 10 |
81.175 |
79.720 |
1.455 |
1.8% |
0.411 |
0.5% |
95% |
True |
False |
21,053 |
| 20 |
81.175 |
78.970 |
2.205 |
2.7% |
0.397 |
0.5% |
97% |
True |
False |
19,754 |
| 40 |
81.175 |
78.835 |
2.340 |
2.9% |
0.422 |
0.5% |
97% |
True |
False |
18,806 |
| 60 |
83.100 |
78.725 |
4.375 |
5.4% |
0.438 |
0.5% |
54% |
False |
False |
14,118 |
| 80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.434 |
0.5% |
40% |
False |
False |
10,599 |
| 100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.400 |
0.5% |
40% |
False |
False |
8,482 |
| 120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.348 |
0.4% |
40% |
False |
False |
7,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.258 |
|
2.618 |
82.458 |
|
1.618 |
81.968 |
|
1.000 |
81.665 |
|
0.618 |
81.478 |
|
HIGH |
81.175 |
|
0.618 |
80.988 |
|
0.500 |
80.930 |
|
0.382 |
80.872 |
|
LOW |
80.685 |
|
0.618 |
80.382 |
|
1.000 |
80.195 |
|
1.618 |
79.892 |
|
2.618 |
79.402 |
|
4.250 |
78.603 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
81.042 |
80.989 |
| PP |
80.986 |
80.879 |
| S1 |
80.930 |
80.770 |
|