ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
81.350 |
80.400 |
-0.950 |
-1.2% |
81.500 |
| High |
81.395 |
80.590 |
-0.805 |
-1.0% |
81.950 |
| Low |
80.330 |
80.300 |
-0.030 |
0.0% |
80.330 |
| Close |
80.433 |
80.534 |
0.101 |
0.1% |
80.433 |
| Range |
1.065 |
0.290 |
-0.775 |
-72.8% |
1.620 |
| ATR |
0.469 |
0.456 |
-0.013 |
-2.7% |
0.000 |
| Volume |
3,489 |
3,302 |
-187 |
-5.4% |
5,462 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.345 |
81.229 |
80.694 |
|
| R3 |
81.055 |
80.939 |
80.614 |
|
| R2 |
80.765 |
80.765 |
80.587 |
|
| R1 |
80.649 |
80.649 |
80.561 |
80.707 |
| PP |
80.475 |
80.475 |
80.475 |
80.504 |
| S1 |
80.359 |
80.359 |
80.507 |
80.417 |
| S2 |
80.185 |
80.185 |
80.481 |
|
| S3 |
79.895 |
80.069 |
80.454 |
|
| S4 |
79.605 |
79.779 |
80.375 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.764 |
84.719 |
81.324 |
|
| R3 |
84.144 |
83.099 |
80.879 |
|
| R2 |
82.524 |
82.524 |
80.730 |
|
| R1 |
81.479 |
81.479 |
80.582 |
81.192 |
| PP |
80.904 |
80.904 |
80.904 |
80.761 |
| S1 |
79.859 |
79.859 |
80.285 |
79.572 |
| S2 |
79.284 |
79.284 |
80.136 |
|
| S3 |
77.664 |
78.239 |
79.988 |
|
| S4 |
76.044 |
76.619 |
79.542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.950 |
80.300 |
1.650 |
2.0% |
0.533 |
0.7% |
14% |
False |
True |
1,752 |
| 10 |
82.130 |
80.300 |
1.830 |
2.3% |
0.455 |
0.6% |
13% |
False |
True |
935 |
| 20 |
83.105 |
80.300 |
2.805 |
3.5% |
0.390 |
0.5% |
8% |
False |
True |
496 |
| 40 |
84.610 |
80.300 |
4.310 |
5.4% |
0.415 |
0.5% |
5% |
False |
True |
268 |
| 60 |
84.610 |
80.300 |
4.310 |
5.4% |
0.373 |
0.5% |
5% |
False |
True |
193 |
| 80 |
84.610 |
80.300 |
4.310 |
5.4% |
0.280 |
0.3% |
5% |
False |
True |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.823 |
|
2.618 |
81.349 |
|
1.618 |
81.059 |
|
1.000 |
80.880 |
|
0.618 |
80.769 |
|
HIGH |
80.590 |
|
0.618 |
80.479 |
|
0.500 |
80.445 |
|
0.382 |
80.411 |
|
LOW |
80.300 |
|
0.618 |
80.121 |
|
1.000 |
80.010 |
|
1.618 |
79.831 |
|
2.618 |
79.541 |
|
4.250 |
79.068 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.504 |
81.033 |
| PP |
80.475 |
80.866 |
| S1 |
80.445 |
80.700 |
|