ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
79.885 |
79.620 |
-0.265 |
-0.3% |
80.230 |
| High |
79.920 |
79.845 |
-0.075 |
-0.1% |
80.610 |
| Low |
79.590 |
79.565 |
-0.025 |
0.0% |
80.025 |
| Close |
79.634 |
79.764 |
0.130 |
0.2% |
80.163 |
| Range |
0.330 |
0.280 |
-0.050 |
-15.2% |
0.585 |
| ATR |
0.381 |
0.374 |
-0.007 |
-1.9% |
0.000 |
| Volume |
21,326 |
17,874 |
-3,452 |
-16.2% |
83,436 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.565 |
80.444 |
79.918 |
|
| R3 |
80.285 |
80.164 |
79.841 |
|
| R2 |
80.005 |
80.005 |
79.815 |
|
| R1 |
79.884 |
79.884 |
79.790 |
79.945 |
| PP |
79.725 |
79.725 |
79.725 |
79.755 |
| S1 |
79.604 |
79.604 |
79.738 |
79.665 |
| S2 |
79.445 |
79.445 |
79.713 |
|
| S3 |
79.165 |
79.324 |
79.687 |
|
| S4 |
78.885 |
79.044 |
79.610 |
|
|
| 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 |
80.365 |
79.565 |
0.800 |
1.0% |
0.339 |
0.4% |
25% |
False |
True |
19,701 |
| 10 |
81.300 |
79.565 |
1.735 |
2.2% |
0.359 |
0.4% |
11% |
False |
True |
18,245 |
| 20 |
81.515 |
79.565 |
1.950 |
2.4% |
0.358 |
0.4% |
10% |
False |
True |
20,014 |
| 40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.372 |
0.5% |
31% |
False |
False |
19,172 |
| 60 |
81.515 |
78.725 |
2.790 |
3.5% |
0.407 |
0.5% |
37% |
False |
False |
19,195 |
| 80 |
83.105 |
78.725 |
4.380 |
5.5% |
0.410 |
0.5% |
24% |
False |
False |
14,603 |
| 100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.413 |
0.5% |
18% |
False |
False |
11,690 |
| 120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.392 |
0.5% |
18% |
False |
False |
9,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.035 |
|
2.618 |
80.578 |
|
1.618 |
80.298 |
|
1.000 |
80.125 |
|
0.618 |
80.018 |
|
HIGH |
79.845 |
|
0.618 |
79.738 |
|
0.500 |
79.705 |
|
0.382 |
79.672 |
|
LOW |
79.565 |
|
0.618 |
79.392 |
|
1.000 |
79.285 |
|
1.618 |
79.112 |
|
2.618 |
78.832 |
|
4.250 |
78.375 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.744 |
79.890 |
| PP |
79.725 |
79.848 |
| S1 |
79.705 |
79.806 |
|