ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
79.405 |
79.375 |
-0.030 |
0.0% |
79.660 |
High |
79.430 |
79.735 |
0.305 |
0.4% |
79.780 |
Low |
79.065 |
79.340 |
0.275 |
0.3% |
79.015 |
Close |
79.310 |
79.712 |
0.402 |
0.5% |
79.712 |
Range |
0.365 |
0.395 |
0.030 |
8.2% |
0.765 |
ATR |
0.379 |
0.383 |
0.003 |
0.9% |
0.000 |
Volume |
21,973 |
22,721 |
748 |
3.4% |
116,465 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.781 |
80.641 |
79.929 |
|
R3 |
80.386 |
80.246 |
79.821 |
|
R2 |
79.991 |
79.991 |
79.784 |
|
R1 |
79.851 |
79.851 |
79.748 |
79.921 |
PP |
79.596 |
79.596 |
79.596 |
79.631 |
S1 |
79.456 |
79.456 |
79.676 |
79.526 |
S2 |
79.201 |
79.201 |
79.640 |
|
S3 |
78.806 |
79.061 |
79.603 |
|
S4 |
78.411 |
78.666 |
79.495 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.797 |
81.520 |
80.133 |
|
R3 |
81.032 |
80.755 |
79.922 |
|
R2 |
80.267 |
80.267 |
79.852 |
|
R1 |
79.990 |
79.990 |
79.782 |
80.129 |
PP |
79.502 |
79.502 |
79.502 |
79.572 |
S1 |
79.225 |
79.225 |
79.642 |
79.364 |
S2 |
78.737 |
78.737 |
79.572 |
|
S3 |
77.972 |
78.460 |
79.502 |
|
S4 |
77.207 |
77.695 |
79.291 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.780 |
79.015 |
0.765 |
1.0% |
0.353 |
0.4% |
91% |
False |
False |
23,293 |
10 |
80.750 |
79.015 |
1.735 |
2.2% |
0.401 |
0.5% |
40% |
False |
False |
20,472 |
20 |
81.055 |
79.015 |
2.040 |
2.6% |
0.387 |
0.5% |
34% |
False |
False |
10,618 |
40 |
81.700 |
79.015 |
2.685 |
3.4% |
0.333 |
0.4% |
26% |
False |
False |
5,372 |
60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.293 |
0.4% |
26% |
False |
False |
3,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.414 |
2.618 |
80.769 |
1.618 |
80.374 |
1.000 |
80.130 |
0.618 |
79.979 |
HIGH |
79.735 |
0.618 |
79.584 |
0.500 |
79.538 |
0.382 |
79.491 |
LOW |
79.340 |
0.618 |
79.096 |
1.000 |
78.945 |
1.618 |
78.701 |
2.618 |
78.306 |
4.250 |
77.661 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.654 |
79.600 |
PP |
79.596 |
79.487 |
S1 |
79.538 |
79.375 |
|