ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
79.825 |
80.095 |
0.270 |
0.3% |
80.400 |
High |
80.020 |
80.490 |
0.470 |
0.6% |
80.820 |
Low |
79.780 |
79.930 |
0.150 |
0.2% |
80.145 |
Close |
79.934 |
80.428 |
0.494 |
0.6% |
80.363 |
Range |
0.240 |
0.560 |
0.320 |
133.3% |
0.675 |
ATR |
0.324 |
0.341 |
0.017 |
5.2% |
0.000 |
Volume |
877 |
1,372 |
495 |
56.4% |
1,396 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.963 |
81.755 |
80.736 |
|
R3 |
81.403 |
81.195 |
80.582 |
|
R2 |
80.843 |
80.843 |
80.531 |
|
R1 |
80.635 |
80.635 |
80.479 |
80.739 |
PP |
80.283 |
80.283 |
80.283 |
80.335 |
S1 |
80.075 |
80.075 |
80.377 |
80.179 |
S2 |
79.723 |
79.723 |
80.325 |
|
S3 |
79.163 |
79.515 |
80.274 |
|
S4 |
78.603 |
78.955 |
80.120 |
|
|
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 |
80.535 |
79.780 |
0.755 |
0.9% |
0.369 |
0.5% |
86% |
False |
False |
833 |
10 |
80.915 |
79.780 |
1.135 |
1.4% |
0.360 |
0.4% |
57% |
False |
False |
549 |
20 |
81.700 |
79.780 |
1.920 |
2.4% |
0.310 |
0.4% |
34% |
False |
False |
331 |
40 |
81.700 |
79.200 |
2.500 |
3.1% |
0.290 |
0.4% |
49% |
False |
False |
210 |
60 |
81.700 |
78.945 |
2.755 |
3.4% |
0.250 |
0.3% |
54% |
False |
False |
154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.870 |
2.618 |
81.956 |
1.618 |
81.396 |
1.000 |
81.050 |
0.618 |
80.836 |
HIGH |
80.490 |
0.618 |
80.276 |
0.500 |
80.210 |
0.382 |
80.144 |
LOW |
79.930 |
0.618 |
79.584 |
1.000 |
79.370 |
1.618 |
79.024 |
2.618 |
78.464 |
4.250 |
77.550 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
80.355 |
80.330 |
PP |
80.283 |
80.233 |
S1 |
80.210 |
80.135 |
|