ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
79.955 |
79.590 |
-0.365 |
-0.5% |
80.540 |
| High |
79.970 |
79.675 |
-0.295 |
-0.4% |
80.570 |
| Low |
79.495 |
79.490 |
-0.005 |
0.0% |
79.365 |
| Close |
79.560 |
79.513 |
-0.047 |
-0.1% |
79.560 |
| Range |
0.475 |
0.185 |
-0.290 |
-61.1% |
1.205 |
| ATR |
0.420 |
0.403 |
-0.017 |
-4.0% |
0.000 |
| Volume |
13,366 |
2,235 |
-11,131 |
-83.3% |
115,087 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.114 |
79.999 |
79.615 |
|
| R3 |
79.929 |
79.814 |
79.564 |
|
| R2 |
79.744 |
79.744 |
79.547 |
|
| R1 |
79.629 |
79.629 |
79.530 |
79.594 |
| PP |
79.559 |
79.559 |
79.559 |
79.542 |
| S1 |
79.444 |
79.444 |
79.496 |
79.409 |
| S2 |
79.374 |
79.374 |
79.479 |
|
| S3 |
79.189 |
79.259 |
79.462 |
|
| S4 |
79.004 |
79.074 |
79.411 |
|
|
| 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 |
80.370 |
79.365 |
1.005 |
1.3% |
0.405 |
0.5% |
15% |
False |
False |
19,516 |
| 10 |
80.975 |
79.365 |
1.610 |
2.0% |
0.428 |
0.5% |
9% |
False |
False |
21,441 |
| 20 |
81.300 |
79.365 |
1.935 |
2.4% |
0.397 |
0.5% |
8% |
False |
False |
19,434 |
| 40 |
81.515 |
79.365 |
2.150 |
2.7% |
0.385 |
0.5% |
7% |
False |
False |
20,096 |
| 60 |
81.515 |
78.970 |
2.545 |
3.2% |
0.402 |
0.5% |
21% |
False |
False |
19,213 |
| 80 |
82.130 |
78.725 |
3.405 |
4.3% |
0.419 |
0.5% |
23% |
False |
False |
16,787 |
| 100 |
83.945 |
78.725 |
5.220 |
6.6% |
0.421 |
0.5% |
15% |
False |
False |
13,440 |
| 120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.408 |
0.5% |
13% |
False |
False |
11,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.461 |
|
2.618 |
80.159 |
|
1.618 |
79.974 |
|
1.000 |
79.860 |
|
0.618 |
79.789 |
|
HIGH |
79.675 |
|
0.618 |
79.604 |
|
0.500 |
79.583 |
|
0.382 |
79.561 |
|
LOW |
79.490 |
|
0.618 |
79.376 |
|
1.000 |
79.305 |
|
1.618 |
79.191 |
|
2.618 |
79.006 |
|
4.250 |
78.704 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.583 |
79.763 |
| PP |
79.559 |
79.679 |
| S1 |
79.536 |
79.596 |
|