ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
80.045 |
79.660 |
-0.385 |
-0.5% |
80.750 |
High |
80.055 |
79.780 |
-0.275 |
-0.3% |
80.750 |
Low |
79.570 |
79.525 |
-0.045 |
-0.1% |
79.400 |
Close |
79.655 |
79.620 |
-0.035 |
0.0% |
79.655 |
Range |
0.485 |
0.255 |
-0.230 |
-47.4% |
1.350 |
ATR |
0.391 |
0.381 |
-0.010 |
-2.5% |
0.000 |
Volume |
30,043 |
18,637 |
-11,406 |
-38.0% |
88,258 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.407 |
80.268 |
79.760 |
|
R3 |
80.152 |
80.013 |
79.690 |
|
R2 |
79.897 |
79.897 |
79.667 |
|
R1 |
79.758 |
79.758 |
79.643 |
79.700 |
PP |
79.642 |
79.642 |
79.642 |
79.613 |
S1 |
79.503 |
79.503 |
79.597 |
79.445 |
S2 |
79.387 |
79.387 |
79.573 |
|
S3 |
79.132 |
79.248 |
79.550 |
|
S4 |
78.877 |
78.993 |
79.480 |
|
|
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 |
80.505 |
79.400 |
1.105 |
1.4% |
0.438 |
0.6% |
20% |
False |
False |
19,706 |
10 |
81.055 |
79.400 |
1.655 |
2.1% |
0.428 |
0.5% |
13% |
False |
False |
11,295 |
20 |
81.420 |
79.400 |
2.020 |
2.5% |
0.372 |
0.5% |
11% |
False |
False |
5,768 |
40 |
81.700 |
79.400 |
2.300 |
2.9% |
0.326 |
0.4% |
10% |
False |
False |
2,930 |
60 |
81.700 |
79.200 |
2.500 |
3.1% |
0.284 |
0.4% |
17% |
False |
False |
1,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.864 |
2.618 |
80.448 |
1.618 |
80.193 |
1.000 |
80.035 |
0.618 |
79.938 |
HIGH |
79.780 |
0.618 |
79.683 |
0.500 |
79.653 |
0.382 |
79.622 |
LOW |
79.525 |
0.618 |
79.367 |
1.000 |
79.270 |
1.618 |
79.112 |
2.618 |
78.857 |
4.250 |
78.441 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.653 |
79.818 |
PP |
79.642 |
79.752 |
S1 |
79.631 |
79.686 |
|