ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
79.460 |
79.420 |
-0.040 |
-0.1% |
78.960 |
| High |
79.520 |
79.825 |
0.305 |
0.4% |
79.755 |
| Low |
79.110 |
79.420 |
0.310 |
0.4% |
78.835 |
| Close |
79.398 |
79.577 |
0.179 |
0.2% |
79.398 |
| Range |
0.410 |
0.405 |
-0.005 |
-1.2% |
0.920 |
| ATR |
0.479 |
0.475 |
-0.004 |
-0.8% |
0.000 |
| Volume |
18,660 |
18,006 |
-654 |
-3.5% |
95,820 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.822 |
80.605 |
79.800 |
|
| R3 |
80.417 |
80.200 |
79.688 |
|
| R2 |
80.012 |
80.012 |
79.651 |
|
| R1 |
79.795 |
79.795 |
79.614 |
79.904 |
| PP |
79.607 |
79.607 |
79.607 |
79.662 |
| S1 |
79.390 |
79.390 |
79.540 |
79.499 |
| S2 |
79.202 |
79.202 |
79.503 |
|
| S3 |
78.797 |
78.985 |
79.466 |
|
| S4 |
78.392 |
78.580 |
79.354 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.089 |
81.664 |
79.904 |
|
| R3 |
81.169 |
80.744 |
79.651 |
|
| R2 |
80.249 |
80.249 |
79.567 |
|
| R1 |
79.824 |
79.824 |
79.482 |
80.037 |
| PP |
79.329 |
79.329 |
79.329 |
79.436 |
| S1 |
78.904 |
78.904 |
79.314 |
79.117 |
| S2 |
78.409 |
78.409 |
79.229 |
|
| S3 |
77.489 |
77.984 |
79.145 |
|
| S4 |
76.569 |
77.064 |
78.892 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.825 |
79.035 |
0.790 |
1.0% |
0.437 |
0.5% |
69% |
True |
False |
19,619 |
| 10 |
80.570 |
78.725 |
1.845 |
2.3% |
0.502 |
0.6% |
46% |
False |
False |
19,878 |
| 20 |
82.130 |
78.725 |
3.405 |
4.3% |
0.478 |
0.6% |
25% |
False |
False |
10,407 |
| 40 |
83.945 |
78.725 |
5.220 |
6.6% |
0.443 |
0.6% |
16% |
False |
False |
5,227 |
| 60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.408 |
0.5% |
14% |
False |
False |
3,497 |
| 80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.342 |
0.4% |
14% |
False |
False |
2,655 |
| 100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.274 |
0.3% |
14% |
False |
False |
2,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.546 |
|
2.618 |
80.885 |
|
1.618 |
80.480 |
|
1.000 |
80.230 |
|
0.618 |
80.075 |
|
HIGH |
79.825 |
|
0.618 |
79.670 |
|
0.500 |
79.623 |
|
0.382 |
79.575 |
|
LOW |
79.420 |
|
0.618 |
79.170 |
|
1.000 |
79.015 |
|
1.618 |
78.765 |
|
2.618 |
78.360 |
|
4.250 |
77.699 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.623 |
79.541 |
| PP |
79.607 |
79.504 |
| S1 |
79.592 |
79.468 |
|