ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
80.195 |
79.885 |
-0.310 |
-0.4% |
80.230 |
| High |
80.215 |
79.920 |
-0.295 |
-0.4% |
80.610 |
| Low |
79.780 |
79.590 |
-0.190 |
-0.2% |
80.025 |
| Close |
79.872 |
79.634 |
-0.238 |
-0.3% |
80.163 |
| Range |
0.435 |
0.330 |
-0.105 |
-24.1% |
0.585 |
| ATR |
0.385 |
0.381 |
-0.004 |
-1.0% |
0.000 |
| Volume |
23,558 |
21,326 |
-2,232 |
-9.5% |
83,436 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.705 |
80.499 |
79.816 |
|
| R3 |
80.375 |
80.169 |
79.725 |
|
| R2 |
80.045 |
80.045 |
79.695 |
|
| R1 |
79.839 |
79.839 |
79.664 |
79.777 |
| PP |
79.715 |
79.715 |
79.715 |
79.684 |
| S1 |
79.509 |
79.509 |
79.604 |
79.447 |
| S2 |
79.385 |
79.385 |
79.574 |
|
| S3 |
79.055 |
79.179 |
79.543 |
|
| S4 |
78.725 |
78.849 |
79.453 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.021 |
81.677 |
80.485 |
|
| R3 |
81.436 |
81.092 |
80.324 |
|
| R2 |
80.851 |
80.851 |
80.270 |
|
| R1 |
80.507 |
80.507 |
80.217 |
80.387 |
| PP |
80.266 |
80.266 |
80.266 |
80.206 |
| S1 |
79.922 |
79.922 |
80.109 |
79.802 |
| S2 |
79.681 |
79.681 |
80.056 |
|
| S3 |
79.096 |
79.337 |
80.002 |
|
| S4 |
78.511 |
78.752 |
79.841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.610 |
79.590 |
1.020 |
1.3% |
0.350 |
0.4% |
4% |
False |
True |
19,313 |
| 10 |
81.300 |
79.590 |
1.710 |
2.1% |
0.354 |
0.4% |
3% |
False |
True |
17,810 |
| 20 |
81.515 |
79.590 |
1.925 |
2.4% |
0.357 |
0.4% |
2% |
False |
True |
20,336 |
| 40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.381 |
0.5% |
26% |
False |
False |
19,332 |
| 60 |
81.515 |
78.725 |
2.790 |
3.5% |
0.413 |
0.5% |
33% |
False |
False |
19,007 |
| 80 |
83.105 |
78.725 |
4.380 |
5.5% |
0.407 |
0.5% |
21% |
False |
False |
14,380 |
| 100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.414 |
0.5% |
15% |
False |
False |
11,512 |
| 120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.393 |
0.5% |
15% |
False |
False |
9,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.323 |
|
2.618 |
80.784 |
|
1.618 |
80.454 |
|
1.000 |
80.250 |
|
0.618 |
80.124 |
|
HIGH |
79.920 |
|
0.618 |
79.794 |
|
0.500 |
79.755 |
|
0.382 |
79.716 |
|
LOW |
79.590 |
|
0.618 |
79.386 |
|
1.000 |
79.260 |
|
1.618 |
79.056 |
|
2.618 |
78.726 |
|
4.250 |
78.188 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.755 |
79.965 |
| PP |
79.715 |
79.855 |
| S1 |
79.674 |
79.744 |
|