ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
80.950 |
81.105 |
0.155 |
0.2% |
80.710 |
| High |
81.175 |
81.170 |
-0.005 |
0.0% |
81.175 |
| Low |
80.685 |
80.985 |
0.300 |
0.4% |
80.365 |
| Close |
81.098 |
81.106 |
0.008 |
0.0% |
81.098 |
| Range |
0.490 |
0.185 |
-0.305 |
-62.2% |
0.810 |
| ATR |
0.423 |
0.406 |
-0.017 |
-4.0% |
0.000 |
| Volume |
23,737 |
10,513 |
-13,224 |
-55.7% |
121,645 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.642 |
81.559 |
81.208 |
|
| R3 |
81.457 |
81.374 |
81.157 |
|
| R2 |
81.272 |
81.272 |
81.140 |
|
| R1 |
81.189 |
81.189 |
81.123 |
81.231 |
| PP |
81.087 |
81.087 |
81.087 |
81.108 |
| S1 |
81.004 |
81.004 |
81.089 |
81.046 |
| S2 |
80.902 |
80.902 |
81.072 |
|
| S3 |
80.717 |
80.819 |
81.055 |
|
| S4 |
80.532 |
80.634 |
81.004 |
|
|
| 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% |
0.378 |
0.5% |
91% |
False |
False |
22,800 |
| 10 |
81.175 |
79.720 |
1.455 |
1.8% |
0.395 |
0.5% |
95% |
False |
False |
20,951 |
| 20 |
81.175 |
78.970 |
2.205 |
2.7% |
0.388 |
0.5% |
97% |
False |
False |
19,579 |
| 40 |
81.175 |
78.970 |
2.205 |
2.7% |
0.418 |
0.5% |
97% |
False |
False |
18,676 |
| 60 |
83.070 |
78.725 |
4.345 |
5.4% |
0.436 |
0.5% |
55% |
False |
False |
14,292 |
| 80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.434 |
0.5% |
40% |
False |
False |
10,730 |
| 100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.401 |
0.5% |
40% |
False |
False |
8,587 |
| 120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.349 |
0.4% |
40% |
False |
False |
7,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.956 |
|
2.618 |
81.654 |
|
1.618 |
81.469 |
|
1.000 |
81.355 |
|
0.618 |
81.284 |
|
HIGH |
81.170 |
|
0.618 |
81.099 |
|
0.500 |
81.078 |
|
0.382 |
81.056 |
|
LOW |
80.985 |
|
0.618 |
80.871 |
|
1.000 |
80.800 |
|
1.618 |
80.686 |
|
2.618 |
80.501 |
|
4.250 |
80.199 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
81.097 |
81.047 |
| PP |
81.087 |
80.989 |
| S1 |
81.078 |
80.930 |
|