ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
79.745 |
79.215 |
-0.530 |
-0.7% |
79.465 |
| High |
79.810 |
79.275 |
-0.535 |
-0.7% |
80.310 |
| Low |
79.365 |
78.970 |
-0.395 |
-0.5% |
79.430 |
| Close |
79.464 |
79.059 |
-0.405 |
-0.5% |
79.740 |
| Range |
0.445 |
0.305 |
-0.140 |
-31.5% |
0.880 |
| ATR |
0.457 |
0.459 |
0.003 |
0.6% |
0.000 |
| Volume |
19,137 |
18,829 |
-308 |
-1.6% |
83,946 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.016 |
79.843 |
79.227 |
|
| R3 |
79.711 |
79.538 |
79.143 |
|
| R2 |
79.406 |
79.406 |
79.115 |
|
| R1 |
79.233 |
79.233 |
79.087 |
79.167 |
| PP |
79.101 |
79.101 |
79.101 |
79.069 |
| S1 |
78.928 |
78.928 |
79.031 |
78.862 |
| S2 |
78.796 |
78.796 |
79.003 |
|
| S3 |
78.491 |
78.623 |
78.975 |
|
| S4 |
78.186 |
78.318 |
78.891 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.467 |
81.983 |
80.224 |
|
| R3 |
81.587 |
81.103 |
79.982 |
|
| R2 |
80.707 |
80.707 |
79.901 |
|
| R1 |
80.223 |
80.223 |
79.821 |
80.465 |
| PP |
79.827 |
79.827 |
79.827 |
79.948 |
| S1 |
79.343 |
79.343 |
79.659 |
79.585 |
| S2 |
78.947 |
78.947 |
79.579 |
|
| S3 |
78.067 |
78.463 |
79.498 |
|
| S4 |
77.187 |
77.583 |
79.256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.295 |
78.970 |
1.325 |
1.7% |
0.391 |
0.5% |
7% |
False |
True |
16,851 |
| 10 |
80.310 |
78.970 |
1.340 |
1.7% |
0.433 |
0.5% |
7% |
False |
True |
17,367 |
| 20 |
80.310 |
78.970 |
1.340 |
1.7% |
0.448 |
0.6% |
7% |
False |
True |
17,957 |
| 40 |
82.370 |
78.725 |
3.645 |
4.6% |
0.455 |
0.6% |
9% |
False |
False |
12,597 |
| 60 |
84.435 |
78.725 |
5.710 |
7.2% |
0.452 |
0.6% |
6% |
False |
False |
8,411 |
| 80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.410 |
0.5% |
6% |
False |
False |
6,314 |
| 100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.349 |
0.4% |
6% |
False |
False |
5,077 |
| 120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.291 |
0.4% |
6% |
False |
False |
4,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.571 |
|
2.618 |
80.073 |
|
1.618 |
79.768 |
|
1.000 |
79.580 |
|
0.618 |
79.463 |
|
HIGH |
79.275 |
|
0.618 |
79.158 |
|
0.500 |
79.123 |
|
0.382 |
79.087 |
|
LOW |
78.970 |
|
0.618 |
78.782 |
|
1.000 |
78.665 |
|
1.618 |
78.477 |
|
2.618 |
78.172 |
|
4.250 |
77.674 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.123 |
79.508 |
| PP |
79.101 |
79.358 |
| S1 |
79.080 |
79.209 |
|