ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
79.995 |
80.045 |
0.050 |
0.1% |
80.750 |
High |
80.110 |
80.055 |
-0.055 |
-0.1% |
80.750 |
Low |
79.870 |
79.570 |
-0.300 |
-0.4% |
79.400 |
Close |
80.013 |
79.655 |
-0.358 |
-0.4% |
79.655 |
Range |
0.240 |
0.485 |
0.245 |
102.1% |
1.350 |
ATR |
0.384 |
0.391 |
0.007 |
1.9% |
0.000 |
Volume |
20,619 |
30,043 |
9,424 |
45.7% |
88,258 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.215 |
80.920 |
79.922 |
|
R3 |
80.730 |
80.435 |
79.788 |
|
R2 |
80.245 |
80.245 |
79.744 |
|
R1 |
79.950 |
79.950 |
79.699 |
79.855 |
PP |
79.760 |
79.760 |
79.760 |
79.713 |
S1 |
79.465 |
79.465 |
79.611 |
79.370 |
S2 |
79.275 |
79.275 |
79.566 |
|
S3 |
78.790 |
78.980 |
79.522 |
|
S4 |
78.305 |
78.495 |
79.388 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.985 |
83.170 |
80.398 |
|
R3 |
82.635 |
81.820 |
80.026 |
|
R2 |
81.285 |
81.285 |
79.903 |
|
R1 |
80.470 |
80.470 |
79.779 |
80.203 |
PP |
79.935 |
79.935 |
79.935 |
79.801 |
S1 |
79.120 |
79.120 |
79.531 |
78.853 |
S2 |
78.585 |
78.585 |
79.408 |
|
S3 |
77.235 |
77.770 |
79.284 |
|
S4 |
75.885 |
76.420 |
78.913 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.750 |
79.400 |
1.350 |
1.7% |
0.449 |
0.6% |
19% |
False |
False |
17,651 |
10 |
81.055 |
79.400 |
1.655 |
2.1% |
0.436 |
0.5% |
15% |
False |
False |
9,450 |
20 |
81.475 |
79.400 |
2.075 |
2.6% |
0.382 |
0.5% |
12% |
False |
False |
4,839 |
40 |
81.700 |
79.400 |
2.300 |
2.9% |
0.324 |
0.4% |
11% |
False |
False |
2,464 |
60 |
81.700 |
79.200 |
2.500 |
3.1% |
0.280 |
0.4% |
18% |
False |
False |
1,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.116 |
2.618 |
81.325 |
1.618 |
80.840 |
1.000 |
80.540 |
0.618 |
80.355 |
HIGH |
80.055 |
0.618 |
79.870 |
0.500 |
79.813 |
0.382 |
79.755 |
LOW |
79.570 |
0.618 |
79.270 |
1.000 |
79.085 |
1.618 |
78.785 |
2.618 |
78.300 |
4.250 |
77.509 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.813 |
79.815 |
PP |
79.760 |
79.762 |
S1 |
79.708 |
79.708 |
|