ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
80.750 |
80.470 |
-0.280 |
-0.3% |
80.345 |
High |
80.750 |
80.505 |
-0.245 |
-0.3% |
81.055 |
Low |
80.440 |
80.125 |
-0.315 |
-0.4% |
79.780 |
Close |
80.475 |
80.179 |
-0.296 |
-0.4% |
80.552 |
Range |
0.310 |
0.380 |
0.070 |
22.6% |
1.275 |
ATR |
0.360 |
0.361 |
0.001 |
0.4% |
0.000 |
Volume |
8,364 |
3,309 |
-5,055 |
-60.4% |
6,242 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.410 |
81.174 |
80.388 |
|
R3 |
81.030 |
80.794 |
80.284 |
|
R2 |
80.650 |
80.650 |
80.249 |
|
R1 |
80.414 |
80.414 |
80.214 |
80.342 |
PP |
80.270 |
80.270 |
80.270 |
80.234 |
S1 |
80.034 |
80.034 |
80.144 |
79.962 |
S2 |
79.890 |
79.890 |
80.109 |
|
S3 |
79.510 |
79.654 |
80.075 |
|
S4 |
79.130 |
79.274 |
79.970 |
|
|
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% |
0.430 |
0.5% |
31% |
False |
False |
3,234 |
10 |
81.055 |
79.780 |
1.275 |
1.6% |
0.382 |
0.5% |
31% |
False |
False |
1,855 |
20 |
81.700 |
79.780 |
1.920 |
2.4% |
0.341 |
0.4% |
21% |
False |
False |
1,022 |
40 |
81.700 |
79.200 |
2.500 |
3.1% |
0.307 |
0.4% |
39% |
False |
False |
555 |
60 |
81.700 |
79.200 |
2.500 |
3.1% |
0.255 |
0.3% |
39% |
False |
False |
378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.120 |
2.618 |
81.500 |
1.618 |
81.120 |
1.000 |
80.885 |
0.618 |
80.740 |
HIGH |
80.505 |
0.618 |
80.360 |
0.500 |
80.315 |
0.382 |
80.270 |
LOW |
80.125 |
0.618 |
79.890 |
1.000 |
79.745 |
1.618 |
79.510 |
2.618 |
79.130 |
4.250 |
78.510 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
80.315 |
80.590 |
PP |
80.270 |
80.453 |
S1 |
80.224 |
80.316 |
|