ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
79.735 |
79.640 |
-0.095 |
-0.1% |
79.660 |
High |
79.810 |
79.890 |
0.080 |
0.1% |
79.780 |
Low |
79.470 |
79.420 |
-0.050 |
-0.1% |
79.015 |
Close |
79.704 |
79.719 |
0.015 |
0.0% |
79.712 |
Range |
0.340 |
0.470 |
0.130 |
38.2% |
0.765 |
ATR |
0.378 |
0.384 |
0.007 |
1.7% |
0.000 |
Volume |
9,970 |
15,349 |
5,379 |
54.0% |
116,465 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.086 |
80.873 |
79.978 |
|
R3 |
80.616 |
80.403 |
79.848 |
|
R2 |
80.146 |
80.146 |
79.805 |
|
R1 |
79.933 |
79.933 |
79.762 |
80.040 |
PP |
79.676 |
79.676 |
79.676 |
79.730 |
S1 |
79.463 |
79.463 |
79.676 |
79.570 |
S2 |
79.206 |
79.206 |
79.633 |
|
S3 |
78.736 |
78.993 |
79.590 |
|
S4 |
78.266 |
78.523 |
79.461 |
|
|
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 |
79.890 |
79.065 |
0.825 |
1.0% |
0.385 |
0.5% |
79% |
True |
False |
15,655 |
10 |
80.110 |
79.015 |
1.095 |
1.4% |
0.366 |
0.5% |
64% |
False |
False |
20,070 |
20 |
81.055 |
79.015 |
2.040 |
2.6% |
0.399 |
0.5% |
35% |
False |
False |
12,248 |
40 |
81.700 |
79.015 |
2.685 |
3.4% |
0.349 |
0.4% |
26% |
False |
False |
6,209 |
60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.310 |
0.4% |
26% |
False |
False |
4,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.888 |
2.618 |
81.120 |
1.618 |
80.650 |
1.000 |
80.360 |
0.618 |
80.180 |
HIGH |
79.890 |
0.618 |
79.710 |
0.500 |
79.655 |
0.382 |
79.600 |
LOW |
79.420 |
0.618 |
79.130 |
1.000 |
78.950 |
1.618 |
78.660 |
2.618 |
78.190 |
4.250 |
77.423 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
79.698 |
79.698 |
PP |
79.676 |
79.676 |
S1 |
79.655 |
79.655 |
|