ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
79.900 |
79.955 |
0.055 |
0.1% |
80.540 |
High |
80.035 |
79.970 |
-0.065 |
-0.1% |
80.570 |
Low |
79.785 |
79.495 |
-0.290 |
-0.4% |
79.365 |
Close |
79.913 |
79.560 |
-0.353 |
-0.4% |
79.560 |
Range |
0.250 |
0.475 |
0.225 |
90.0% |
1.205 |
ATR |
0.416 |
0.420 |
0.004 |
1.0% |
0.000 |
Volume |
19,357 |
13,366 |
-5,991 |
-31.0% |
115,087 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.100 |
80.805 |
79.821 |
|
R3 |
80.625 |
80.330 |
79.691 |
|
R2 |
80.150 |
80.150 |
79.647 |
|
R1 |
79.855 |
79.855 |
79.604 |
79.765 |
PP |
79.675 |
79.675 |
79.675 |
79.630 |
S1 |
79.380 |
79.380 |
79.516 |
79.290 |
S2 |
79.200 |
79.200 |
79.473 |
|
S3 |
78.725 |
78.905 |
79.429 |
|
S4 |
78.250 |
78.430 |
79.299 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.447 |
82.708 |
80.223 |
|
R3 |
82.242 |
81.503 |
79.891 |
|
R2 |
81.037 |
81.037 |
79.781 |
|
R1 |
80.298 |
80.298 |
79.670 |
80.065 |
PP |
79.832 |
79.832 |
79.832 |
79.715 |
S1 |
79.093 |
79.093 |
79.450 |
78.860 |
S2 |
78.627 |
78.627 |
79.339 |
|
S3 |
77.422 |
77.888 |
79.229 |
|
S4 |
76.217 |
76.683 |
78.897 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.570 |
79.365 |
1.205 |
1.5% |
0.428 |
0.5% |
16% |
False |
False |
23,017 |
10 |
80.975 |
79.365 |
1.610 |
2.0% |
0.453 |
0.6% |
12% |
False |
False |
23,573 |
20 |
81.515 |
79.365 |
2.150 |
2.7% |
0.409 |
0.5% |
9% |
False |
False |
20,765 |
40 |
81.515 |
79.365 |
2.150 |
2.7% |
0.390 |
0.5% |
9% |
False |
False |
20,483 |
60 |
81.515 |
78.970 |
2.545 |
3.2% |
0.406 |
0.5% |
23% |
False |
False |
19,486 |
80 |
82.130 |
78.725 |
3.405 |
4.3% |
0.421 |
0.5% |
25% |
False |
False |
16,761 |
100 |
84.000 |
78.725 |
5.275 |
6.6% |
0.428 |
0.5% |
16% |
False |
False |
13,418 |
120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.407 |
0.5% |
14% |
False |
False |
11,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.989 |
2.618 |
81.214 |
1.618 |
80.739 |
1.000 |
80.445 |
0.618 |
80.264 |
HIGH |
79.970 |
0.618 |
79.789 |
0.500 |
79.733 |
0.382 |
79.676 |
LOW |
79.495 |
0.618 |
79.201 |
1.000 |
79.020 |
1.618 |
78.726 |
2.618 |
78.251 |
4.250 |
77.476 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.733 |
79.738 |
PP |
79.675 |
79.678 |
S1 |
79.618 |
79.619 |
|