ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 24-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
79.375 |
79.700 |
0.325 |
0.4% |
79.660 |
High |
79.735 |
79.800 |
0.065 |
0.1% |
79.780 |
Low |
79.340 |
79.445 |
0.105 |
0.1% |
79.015 |
Close |
79.712 |
79.745 |
0.033 |
0.0% |
79.712 |
Range |
0.395 |
0.355 |
-0.040 |
-10.1% |
0.765 |
ATR |
0.383 |
0.381 |
-0.002 |
-0.5% |
0.000 |
Volume |
22,721 |
8,263 |
-14,458 |
-63.6% |
116,465 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.728 |
80.592 |
79.940 |
|
R3 |
80.373 |
80.237 |
79.843 |
|
R2 |
80.018 |
80.018 |
79.810 |
|
R1 |
79.882 |
79.882 |
79.778 |
79.950 |
PP |
79.663 |
79.663 |
79.663 |
79.698 |
S1 |
79.527 |
79.527 |
79.712 |
79.595 |
S2 |
79.308 |
79.308 |
79.680 |
|
S3 |
78.953 |
79.172 |
79.647 |
|
S4 |
78.598 |
78.817 |
79.550 |
|
|
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 |
79.800 |
79.015 |
0.785 |
1.0% |
0.373 |
0.5% |
93% |
True |
False |
21,218 |
10 |
80.505 |
79.015 |
1.490 |
1.9% |
0.406 |
0.5% |
49% |
False |
False |
20,462 |
20 |
81.055 |
79.015 |
2.040 |
2.6% |
0.396 |
0.5% |
36% |
False |
False |
11,000 |
40 |
81.700 |
79.015 |
2.685 |
3.4% |
0.339 |
0.4% |
27% |
False |
False |
5,578 |
60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.297 |
0.4% |
27% |
False |
False |
3,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.309 |
2.618 |
80.729 |
1.618 |
80.374 |
1.000 |
80.155 |
0.618 |
80.019 |
HIGH |
79.800 |
0.618 |
79.664 |
0.500 |
79.623 |
0.382 |
79.581 |
LOW |
79.445 |
0.618 |
79.226 |
1.000 |
79.090 |
1.618 |
78.871 |
2.618 |
78.516 |
4.250 |
77.936 |
|
|
Fisher Pivots for day following 24-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.704 |
79.641 |
PP |
79.663 |
79.537 |
S1 |
79.623 |
79.433 |
|