ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
80.320 |
80.195 |
-0.125 |
-0.2% |
80.230 |
| High |
80.365 |
80.340 |
-0.025 |
0.0% |
80.610 |
| Low |
80.025 |
80.030 |
0.005 |
0.0% |
80.025 |
| Close |
80.209 |
80.163 |
-0.046 |
-0.1% |
80.163 |
| Range |
0.340 |
0.310 |
-0.030 |
-8.8% |
0.585 |
| ATR |
0.386 |
0.381 |
-0.005 |
-1.4% |
0.000 |
| Volume |
19,817 |
15,934 |
-3,883 |
-19.6% |
83,436 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.108 |
80.945 |
80.334 |
|
| R3 |
80.798 |
80.635 |
80.248 |
|
| R2 |
80.488 |
80.488 |
80.220 |
|
| R1 |
80.325 |
80.325 |
80.191 |
80.252 |
| PP |
80.178 |
80.178 |
80.178 |
80.141 |
| S1 |
80.015 |
80.015 |
80.135 |
79.942 |
| S2 |
79.868 |
79.868 |
80.106 |
|
| S3 |
79.558 |
79.705 |
80.078 |
|
| S4 |
79.248 |
79.395 |
79.993 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.021 |
81.677 |
80.485 |
|
| R3 |
81.436 |
81.092 |
80.324 |
|
| R2 |
80.851 |
80.851 |
80.270 |
|
| R1 |
80.507 |
80.507 |
80.217 |
80.387 |
| PP |
80.266 |
80.266 |
80.266 |
80.206 |
| S1 |
79.922 |
79.922 |
80.109 |
79.802 |
| S2 |
79.681 |
79.681 |
80.056 |
|
| S3 |
79.096 |
79.337 |
80.002 |
|
| S4 |
78.511 |
78.752 |
79.841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.610 |
80.025 |
0.585 |
0.7% |
0.316 |
0.4% |
24% |
False |
False |
16,687 |
| 10 |
81.515 |
80.025 |
1.490 |
1.9% |
0.365 |
0.5% |
9% |
False |
False |
17,957 |
| 20 |
81.515 |
80.025 |
1.490 |
1.9% |
0.368 |
0.5% |
9% |
False |
False |
20,411 |
| 40 |
81.515 |
78.970 |
2.545 |
3.2% |
0.379 |
0.5% |
47% |
False |
False |
18,877 |
| 60 |
81.515 |
78.725 |
2.790 |
3.5% |
0.423 |
0.5% |
52% |
False |
False |
18,373 |
| 80 |
83.250 |
78.725 |
4.525 |
5.6% |
0.407 |
0.5% |
32% |
False |
False |
13,820 |
| 100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.414 |
0.5% |
24% |
False |
False |
11,063 |
| 120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.387 |
0.5% |
24% |
False |
False |
9,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.658 |
|
2.618 |
81.152 |
|
1.618 |
80.842 |
|
1.000 |
80.650 |
|
0.618 |
80.532 |
|
HIGH |
80.340 |
|
0.618 |
80.222 |
|
0.500 |
80.185 |
|
0.382 |
80.148 |
|
LOW |
80.030 |
|
0.618 |
79.838 |
|
1.000 |
79.720 |
|
1.618 |
79.528 |
|
2.618 |
79.218 |
|
4.250 |
78.713 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.185 |
80.318 |
| PP |
80.178 |
80.266 |
| S1 |
80.170 |
80.215 |
|