ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
80.425 |
80.750 |
0.325 |
0.4% |
80.345 |
High |
81.055 |
80.750 |
-0.305 |
-0.4% |
81.055 |
Low |
80.395 |
80.440 |
0.045 |
0.1% |
79.780 |
Close |
80.552 |
80.475 |
-0.077 |
-0.1% |
80.552 |
Range |
0.660 |
0.310 |
-0.350 |
-53.0% |
1.275 |
ATR |
0.364 |
0.360 |
-0.004 |
-1.1% |
0.000 |
Volume |
2,248 |
8,364 |
6,116 |
272.1% |
6,242 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.485 |
81.290 |
80.646 |
|
R3 |
81.175 |
80.980 |
80.560 |
|
R2 |
80.865 |
80.865 |
80.532 |
|
R1 |
80.670 |
80.670 |
80.503 |
80.613 |
PP |
80.555 |
80.555 |
80.555 |
80.526 |
S1 |
80.360 |
80.360 |
80.447 |
80.303 |
S2 |
80.245 |
80.245 |
80.418 |
|
S3 |
79.935 |
80.050 |
80.390 |
|
S4 |
79.625 |
79.740 |
80.305 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.287 |
83.695 |
81.253 |
|
R3 |
83.012 |
82.420 |
80.903 |
|
R2 |
81.737 |
81.737 |
80.786 |
|
R1 |
81.145 |
81.145 |
80.669 |
81.441 |
PP |
80.462 |
80.462 |
80.462 |
80.611 |
S1 |
79.870 |
79.870 |
80.435 |
80.166 |
S2 |
79.187 |
79.187 |
80.318 |
|
S3 |
77.912 |
78.595 |
80.201 |
|
S4 |
76.637 |
77.320 |
79.851 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.055 |
79.780 |
1.275 |
1.6% |
0.418 |
0.5% |
55% |
False |
False |
2,885 |
10 |
81.055 |
79.780 |
1.275 |
1.6% |
0.386 |
0.5% |
55% |
False |
False |
1,538 |
20 |
81.700 |
79.780 |
1.920 |
2.4% |
0.333 |
0.4% |
36% |
False |
False |
857 |
40 |
81.700 |
79.200 |
2.500 |
3.1% |
0.302 |
0.4% |
51% |
False |
False |
472 |
60 |
81.700 |
79.200 |
2.500 |
3.1% |
0.248 |
0.3% |
51% |
False |
False |
323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.068 |
2.618 |
81.562 |
1.618 |
81.252 |
1.000 |
81.060 |
0.618 |
80.942 |
HIGH |
80.750 |
0.618 |
80.632 |
0.500 |
80.595 |
0.382 |
80.558 |
LOW |
80.440 |
0.618 |
80.248 |
1.000 |
80.130 |
1.618 |
79.938 |
2.618 |
79.628 |
4.250 |
79.123 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
80.595 |
80.493 |
PP |
80.555 |
80.487 |
S1 |
80.515 |
80.481 |
|