ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
80.345 |
80.050 |
-0.295 |
-0.4% |
80.400 |
High |
80.345 |
80.105 |
-0.240 |
-0.3% |
80.820 |
Low |
80.010 |
79.785 |
-0.225 |
-0.3% |
80.145 |
Close |
80.067 |
79.824 |
-0.243 |
-0.3% |
80.363 |
Range |
0.335 |
0.320 |
-0.015 |
-4.5% |
0.675 |
ATR |
0.332 |
0.331 |
-0.001 |
-0.2% |
0.000 |
Volume |
179 |
1,566 |
1,387 |
774.9% |
1,396 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.865 |
80.664 |
80.000 |
|
R3 |
80.545 |
80.344 |
79.912 |
|
R2 |
80.225 |
80.225 |
79.883 |
|
R1 |
80.024 |
80.024 |
79.853 |
79.965 |
PP |
79.905 |
79.905 |
79.905 |
79.875 |
S1 |
79.704 |
79.704 |
79.795 |
79.645 |
S2 |
79.585 |
79.585 |
79.765 |
|
S3 |
79.265 |
79.384 |
79.736 |
|
S4 |
78.945 |
79.064 |
79.648 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.468 |
82.090 |
80.734 |
|
R3 |
81.793 |
81.415 |
80.549 |
|
R2 |
81.118 |
81.118 |
80.487 |
|
R1 |
80.740 |
80.740 |
80.425 |
80.592 |
PP |
80.443 |
80.443 |
80.443 |
80.368 |
S1 |
80.065 |
80.065 |
80.301 |
79.917 |
S2 |
79.768 |
79.768 |
80.239 |
|
S3 |
79.093 |
79.390 |
80.177 |
|
S4 |
78.418 |
78.715 |
79.992 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.820 |
79.785 |
1.035 |
1.3% |
0.333 |
0.4% |
4% |
False |
True |
477 |
10 |
81.420 |
79.785 |
1.635 |
2.0% |
0.333 |
0.4% |
2% |
False |
True |
362 |
20 |
81.700 |
79.785 |
1.915 |
2.4% |
0.313 |
0.4% |
2% |
False |
True |
267 |
40 |
81.700 |
79.200 |
2.500 |
3.1% |
0.274 |
0.3% |
25% |
False |
False |
154 |
60 |
81.700 |
78.945 |
2.755 |
3.5% |
0.236 |
0.3% |
32% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.465 |
2.618 |
80.943 |
1.618 |
80.623 |
1.000 |
80.425 |
0.618 |
80.303 |
HIGH |
80.105 |
0.618 |
79.983 |
0.500 |
79.945 |
0.382 |
79.907 |
LOW |
79.785 |
0.618 |
79.587 |
1.000 |
79.465 |
1.618 |
79.267 |
2.618 |
78.947 |
4.250 |
78.425 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.945 |
80.160 |
PP |
79.905 |
80.048 |
S1 |
79.864 |
79.936 |
|