ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
80.400 |
80.570 |
0.170 |
0.2% |
81.500 |
| High |
80.590 |
80.570 |
-0.020 |
0.0% |
81.950 |
| Low |
80.300 |
79.935 |
-0.365 |
-0.5% |
80.330 |
| Close |
80.534 |
79.986 |
-0.548 |
-0.7% |
80.433 |
| Range |
0.290 |
0.635 |
0.345 |
119.0% |
1.620 |
| ATR |
0.456 |
0.469 |
0.013 |
2.8% |
0.000 |
| Volume |
3,302 |
6,621 |
3,319 |
100.5% |
5,462 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.069 |
81.662 |
80.335 |
|
| R3 |
81.434 |
81.027 |
80.161 |
|
| R2 |
80.799 |
80.799 |
80.102 |
|
| R1 |
80.392 |
80.392 |
80.044 |
80.278 |
| PP |
80.164 |
80.164 |
80.164 |
80.107 |
| S1 |
79.757 |
79.757 |
79.928 |
79.643 |
| S2 |
79.529 |
79.529 |
79.870 |
|
| S3 |
78.894 |
79.122 |
79.811 |
|
| S4 |
78.259 |
78.487 |
79.637 |
|
|
| 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 |
79.935 |
2.015 |
2.5% |
0.597 |
0.7% |
3% |
False |
True |
2,963 |
| 10 |
82.130 |
79.935 |
2.195 |
2.7% |
0.498 |
0.6% |
2% |
False |
True |
1,594 |
| 20 |
83.105 |
79.935 |
3.170 |
4.0% |
0.419 |
0.5% |
2% |
False |
True |
827 |
| 40 |
84.610 |
79.935 |
4.675 |
5.8% |
0.423 |
0.5% |
1% |
False |
True |
433 |
| 60 |
84.610 |
79.935 |
4.675 |
5.8% |
0.376 |
0.5% |
1% |
False |
True |
295 |
| 80 |
84.610 |
79.935 |
4.675 |
5.8% |
0.288 |
0.4% |
1% |
False |
True |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.269 |
|
2.618 |
82.232 |
|
1.618 |
81.597 |
|
1.000 |
81.205 |
|
0.618 |
80.962 |
|
HIGH |
80.570 |
|
0.618 |
80.327 |
|
0.500 |
80.253 |
|
0.382 |
80.178 |
|
LOW |
79.935 |
|
0.618 |
79.543 |
|
1.000 |
79.300 |
|
1.618 |
78.908 |
|
2.618 |
78.273 |
|
4.250 |
77.236 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.253 |
80.665 |
| PP |
80.164 |
80.439 |
| S1 |
80.075 |
80.212 |
|