ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
79.620 |
79.380 |
-0.240 |
-0.3% |
80.750 |
High |
79.650 |
79.405 |
-0.245 |
-0.3% |
80.750 |
Low |
79.290 |
79.015 |
-0.275 |
-0.3% |
79.400 |
Close |
79.387 |
79.313 |
-0.074 |
-0.1% |
79.655 |
Range |
0.360 |
0.390 |
0.030 |
8.3% |
1.350 |
ATR |
0.380 |
0.381 |
0.001 |
0.2% |
0.000 |
Volume |
21,583 |
31,551 |
9,968 |
46.2% |
88,258 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.414 |
80.254 |
79.528 |
|
R3 |
80.024 |
79.864 |
79.420 |
|
R2 |
79.634 |
79.634 |
79.385 |
|
R1 |
79.474 |
79.474 |
79.349 |
79.359 |
PP |
79.244 |
79.244 |
79.244 |
79.187 |
S1 |
79.084 |
79.084 |
79.277 |
78.969 |
S2 |
78.854 |
78.854 |
79.242 |
|
S3 |
78.464 |
78.694 |
79.206 |
|
S4 |
78.074 |
78.304 |
79.099 |
|
|
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 |
80.110 |
79.015 |
1.095 |
1.4% |
0.346 |
0.4% |
27% |
False |
True |
24,486 |
10 |
81.055 |
79.015 |
2.040 |
2.6% |
0.447 |
0.6% |
15% |
False |
True |
16,364 |
20 |
81.055 |
79.015 |
2.040 |
2.6% |
0.386 |
0.5% |
15% |
False |
True |
8,398 |
40 |
81.700 |
79.015 |
2.685 |
3.4% |
0.327 |
0.4% |
11% |
False |
True |
4,256 |
60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.292 |
0.4% |
11% |
False |
True |
2,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.063 |
2.618 |
80.426 |
1.618 |
80.036 |
1.000 |
79.795 |
0.618 |
79.646 |
HIGH |
79.405 |
0.618 |
79.256 |
0.500 |
79.210 |
0.382 |
79.164 |
LOW |
79.015 |
0.618 |
78.774 |
1.000 |
78.625 |
1.618 |
78.384 |
2.618 |
77.994 |
4.250 |
77.358 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.279 |
79.398 |
PP |
79.244 |
79.369 |
S1 |
79.210 |
79.341 |
|