ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
79.620 |
79.865 |
0.245 |
0.3% |
80.230 |
| High |
79.845 |
80.320 |
0.475 |
0.6% |
80.610 |
| Low |
79.565 |
79.725 |
0.160 |
0.2% |
80.025 |
| Close |
79.764 |
80.253 |
0.489 |
0.6% |
80.163 |
| Range |
0.280 |
0.595 |
0.315 |
112.5% |
0.585 |
| ATR |
0.374 |
0.389 |
0.016 |
4.2% |
0.000 |
| Volume |
17,874 |
25,640 |
7,766 |
43.4% |
83,436 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.884 |
81.664 |
80.580 |
|
| R3 |
81.289 |
81.069 |
80.417 |
|
| R2 |
80.694 |
80.694 |
80.362 |
|
| R1 |
80.474 |
80.474 |
80.308 |
80.584 |
| PP |
80.099 |
80.099 |
80.099 |
80.155 |
| S1 |
79.879 |
79.879 |
80.198 |
79.989 |
| S2 |
79.504 |
79.504 |
80.144 |
|
| S3 |
78.909 |
79.284 |
80.089 |
|
| S4 |
78.314 |
78.689 |
79.926 |
|
|
| 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 |
80.340 |
79.565 |
0.775 |
1.0% |
0.390 |
0.5% |
89% |
False |
False |
20,866 |
| 10 |
80.760 |
79.565 |
1.195 |
1.5% |
0.383 |
0.5% |
58% |
False |
False |
19,237 |
| 20 |
81.515 |
79.565 |
1.950 |
2.4% |
0.354 |
0.4% |
35% |
False |
False |
19,558 |
| 40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.377 |
0.5% |
50% |
False |
False |
19,353 |
| 60 |
81.515 |
78.725 |
2.790 |
3.5% |
0.409 |
0.5% |
55% |
False |
False |
19,394 |
| 80 |
83.105 |
78.725 |
4.380 |
5.5% |
0.415 |
0.5% |
35% |
False |
False |
14,923 |
| 100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.414 |
0.5% |
26% |
False |
False |
11,947 |
| 120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.392 |
0.5% |
26% |
False |
False |
9,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.849 |
|
2.618 |
81.878 |
|
1.618 |
81.283 |
|
1.000 |
80.915 |
|
0.618 |
80.688 |
|
HIGH |
80.320 |
|
0.618 |
80.093 |
|
0.500 |
80.023 |
|
0.382 |
79.952 |
|
LOW |
79.725 |
|
0.618 |
79.357 |
|
1.000 |
79.130 |
|
1.618 |
78.762 |
|
2.618 |
78.167 |
|
4.250 |
77.196 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.176 |
80.150 |
| PP |
80.099 |
80.046 |
| S1 |
80.023 |
79.943 |
|