ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
79.380 |
79.405 |
0.025 |
0.0% |
80.750 |
High |
79.405 |
79.430 |
0.025 |
0.0% |
80.750 |
Low |
79.015 |
79.065 |
0.050 |
0.1% |
79.400 |
Close |
79.313 |
79.310 |
-0.003 |
0.0% |
79.655 |
Range |
0.390 |
0.365 |
-0.025 |
-6.4% |
1.350 |
ATR |
0.381 |
0.379 |
-0.001 |
-0.3% |
0.000 |
Volume |
31,551 |
21,973 |
-9,578 |
-30.4% |
88,258 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.363 |
80.202 |
79.511 |
|
R3 |
79.998 |
79.837 |
79.410 |
|
R2 |
79.633 |
79.633 |
79.377 |
|
R1 |
79.472 |
79.472 |
79.343 |
79.370 |
PP |
79.268 |
79.268 |
79.268 |
79.218 |
S1 |
79.107 |
79.107 |
79.277 |
79.005 |
S2 |
78.903 |
78.903 |
79.243 |
|
S3 |
78.538 |
78.742 |
79.210 |
|
S4 |
78.173 |
78.377 |
79.109 |
|
|
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 |
80.055 |
79.015 |
1.040 |
1.3% |
0.371 |
0.5% |
28% |
False |
False |
24,757 |
10 |
81.055 |
79.015 |
2.040 |
2.6% |
0.428 |
0.5% |
14% |
False |
False |
18,425 |
20 |
81.055 |
79.015 |
2.040 |
2.6% |
0.394 |
0.5% |
14% |
False |
False |
9,487 |
40 |
81.700 |
79.015 |
2.685 |
3.4% |
0.329 |
0.4% |
11% |
False |
False |
4,805 |
60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.292 |
0.4% |
11% |
False |
False |
3,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.981 |
2.618 |
80.386 |
1.618 |
80.021 |
1.000 |
79.795 |
0.618 |
79.656 |
HIGH |
79.430 |
0.618 |
79.291 |
0.500 |
79.248 |
0.382 |
79.204 |
LOW |
79.065 |
0.618 |
78.839 |
1.000 |
78.700 |
1.618 |
78.474 |
2.618 |
78.109 |
4.250 |
77.514 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.289 |
79.333 |
PP |
79.268 |
79.325 |
S1 |
79.248 |
79.318 |
|