ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
79.660 |
79.620 |
-0.040 |
-0.1% |
80.750 |
High |
79.780 |
79.650 |
-0.130 |
-0.2% |
80.750 |
Low |
79.525 |
79.290 |
-0.235 |
-0.3% |
79.400 |
Close |
79.620 |
79.387 |
-0.233 |
-0.3% |
79.655 |
Range |
0.255 |
0.360 |
0.105 |
41.2% |
1.350 |
ATR |
0.381 |
0.380 |
-0.002 |
-0.4% |
0.000 |
Volume |
18,637 |
21,583 |
2,946 |
15.8% |
88,258 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.522 |
80.315 |
79.585 |
|
R3 |
80.162 |
79.955 |
79.486 |
|
R2 |
79.802 |
79.802 |
79.453 |
|
R1 |
79.595 |
79.595 |
79.420 |
79.519 |
PP |
79.442 |
79.442 |
79.442 |
79.404 |
S1 |
79.235 |
79.235 |
79.354 |
79.159 |
S2 |
79.082 |
79.082 |
79.321 |
|
S3 |
78.722 |
78.875 |
79.288 |
|
S4 |
78.362 |
78.515 |
79.189 |
|
|
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 |
80.230 |
79.290 |
0.940 |
1.2% |
0.434 |
0.5% |
10% |
False |
True |
23,361 |
10 |
81.055 |
79.290 |
1.765 |
2.2% |
0.432 |
0.5% |
5% |
False |
True |
13,297 |
20 |
81.420 |
79.290 |
2.130 |
2.7% |
0.382 |
0.5% |
5% |
False |
True |
6,829 |
40 |
81.700 |
79.290 |
2.410 |
3.0% |
0.325 |
0.4% |
4% |
False |
True |
3,469 |
60 |
81.700 |
79.200 |
2.500 |
3.1% |
0.290 |
0.4% |
7% |
False |
False |
2,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.180 |
2.618 |
80.592 |
1.618 |
80.232 |
1.000 |
80.010 |
0.618 |
79.872 |
HIGH |
79.650 |
0.618 |
79.512 |
0.500 |
79.470 |
0.382 |
79.428 |
LOW |
79.290 |
0.618 |
79.068 |
1.000 |
78.930 |
1.618 |
78.708 |
2.618 |
78.348 |
4.250 |
77.760 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.470 |
79.673 |
PP |
79.442 |
79.577 |
S1 |
79.415 |
79.482 |
|