ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
80.020 |
79.860 |
-0.160 |
-0.2% |
81.500 |
| High |
80.155 |
79.955 |
-0.200 |
-0.2% |
81.950 |
| Low |
79.640 |
79.295 |
-0.345 |
-0.4% |
80.330 |
| Close |
79.914 |
79.397 |
-0.517 |
-0.6% |
80.433 |
| Range |
0.515 |
0.660 |
0.145 |
28.2% |
1.620 |
| ATR |
0.472 |
0.486 |
0.013 |
2.8% |
0.000 |
| Volume |
13,692 |
28,196 |
14,504 |
105.9% |
5,462 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.529 |
81.123 |
79.760 |
|
| R3 |
80.869 |
80.463 |
79.579 |
|
| R2 |
80.209 |
80.209 |
79.518 |
|
| R1 |
79.803 |
79.803 |
79.458 |
79.676 |
| PP |
79.549 |
79.549 |
79.549 |
79.486 |
| S1 |
79.143 |
79.143 |
79.337 |
79.016 |
| S2 |
78.889 |
78.889 |
79.276 |
|
| S3 |
78.229 |
78.483 |
79.216 |
|
| S4 |
77.569 |
77.823 |
79.034 |
|
|
| 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 |
81.395 |
79.295 |
2.100 |
2.6% |
0.633 |
0.8% |
5% |
False |
True |
11,060 |
| 10 |
82.070 |
79.295 |
2.775 |
3.5% |
0.544 |
0.7% |
4% |
False |
True |
5,747 |
| 20 |
83.100 |
79.295 |
3.805 |
4.8% |
0.453 |
0.6% |
3% |
False |
True |
2,920 |
| 40 |
84.610 |
79.295 |
5.315 |
6.7% |
0.434 |
0.5% |
2% |
False |
True |
1,480 |
| 60 |
84.610 |
79.295 |
5.315 |
6.7% |
0.379 |
0.5% |
2% |
False |
True |
992 |
| 80 |
84.610 |
79.295 |
5.315 |
6.7% |
0.302 |
0.4% |
2% |
False |
True |
776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.760 |
|
2.618 |
81.683 |
|
1.618 |
81.023 |
|
1.000 |
80.615 |
|
0.618 |
80.363 |
|
HIGH |
79.955 |
|
0.618 |
79.703 |
|
0.500 |
79.625 |
|
0.382 |
79.547 |
|
LOW |
79.295 |
|
0.618 |
78.887 |
|
1.000 |
78.635 |
|
1.618 |
78.227 |
|
2.618 |
77.567 |
|
4.250 |
76.490 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.625 |
79.933 |
| PP |
79.549 |
79.754 |
| S1 |
79.473 |
79.576 |
|