ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
80.050 |
79.825 |
-0.225 |
-0.3% |
80.400 |
High |
80.105 |
80.020 |
-0.085 |
-0.1% |
80.820 |
Low |
79.785 |
79.780 |
-0.005 |
0.0% |
80.145 |
Close |
79.824 |
79.934 |
0.110 |
0.1% |
80.363 |
Range |
0.320 |
0.240 |
-0.080 |
-25.0% |
0.675 |
ATR |
0.331 |
0.324 |
-0.006 |
-2.0% |
0.000 |
Volume |
1,566 |
877 |
-689 |
-44.0% |
1,396 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.631 |
80.523 |
80.066 |
|
R3 |
80.391 |
80.283 |
80.000 |
|
R2 |
80.151 |
80.151 |
79.978 |
|
R1 |
80.043 |
80.043 |
79.956 |
80.097 |
PP |
79.911 |
79.911 |
79.911 |
79.939 |
S1 |
79.803 |
79.803 |
79.912 |
79.857 |
S2 |
79.671 |
79.671 |
79.890 |
|
S3 |
79.431 |
79.563 |
79.868 |
|
S4 |
79.191 |
79.323 |
79.802 |
|
|
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 |
80.540 |
79.780 |
0.760 |
1.0% |
0.316 |
0.4% |
20% |
False |
True |
610 |
10 |
81.040 |
79.780 |
1.260 |
1.6% |
0.325 |
0.4% |
12% |
False |
True |
431 |
20 |
81.700 |
79.780 |
1.920 |
2.4% |
0.293 |
0.4% |
8% |
False |
True |
305 |
40 |
81.700 |
79.200 |
2.500 |
3.1% |
0.279 |
0.3% |
29% |
False |
False |
175 |
60 |
81.700 |
78.945 |
2.755 |
3.4% |
0.240 |
0.3% |
36% |
False |
False |
140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.040 |
2.618 |
80.648 |
1.618 |
80.408 |
1.000 |
80.260 |
0.618 |
80.168 |
HIGH |
80.020 |
0.618 |
79.928 |
0.500 |
79.900 |
0.382 |
79.872 |
LOW |
79.780 |
0.618 |
79.632 |
1.000 |
79.540 |
1.618 |
79.392 |
2.618 |
79.152 |
4.250 |
78.760 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.923 |
80.063 |
PP |
79.911 |
80.020 |
S1 |
79.900 |
79.977 |
|