ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
79.725 |
79.735 |
0.010 |
0.0% |
79.700 |
| High |
80.050 |
79.960 |
-0.090 |
-0.1% |
80.050 |
| Low |
79.685 |
79.690 |
0.005 |
0.0% |
79.420 |
| Close |
79.785 |
79.871 |
0.086 |
0.1% |
79.785 |
| Range |
0.365 |
0.270 |
-0.095 |
-26.0% |
0.630 |
| ATR |
0.383 |
0.375 |
-0.008 |
-2.1% |
0.000 |
| Volume |
15,291 |
11,779 |
-3,512 |
-23.0% |
48,873 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.650 |
80.531 |
80.020 |
|
| R3 |
80.380 |
80.261 |
79.945 |
|
| R2 |
80.110 |
80.110 |
79.921 |
|
| R1 |
79.991 |
79.991 |
79.896 |
80.051 |
| PP |
79.840 |
79.840 |
79.840 |
79.870 |
| S1 |
79.721 |
79.721 |
79.846 |
79.781 |
| S2 |
79.570 |
79.570 |
79.822 |
|
| S3 |
79.300 |
79.451 |
79.797 |
|
| S4 |
79.030 |
79.181 |
79.723 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.642 |
81.343 |
80.132 |
|
| R3 |
81.012 |
80.713 |
79.958 |
|
| R2 |
80.382 |
80.382 |
79.901 |
|
| R1 |
80.083 |
80.083 |
79.843 |
80.233 |
| PP |
79.752 |
79.752 |
79.752 |
79.826 |
| S1 |
79.453 |
79.453 |
79.727 |
79.603 |
| S2 |
79.122 |
79.122 |
79.670 |
|
| S3 |
78.492 |
78.823 |
79.612 |
|
| S4 |
77.862 |
78.193 |
79.439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.050 |
79.420 |
0.630 |
0.8% |
0.360 |
0.5% |
72% |
False |
False |
12,130 |
| 10 |
80.050 |
79.015 |
1.035 |
1.3% |
0.357 |
0.4% |
83% |
False |
False |
17,711 |
| 20 |
81.055 |
79.015 |
2.040 |
2.6% |
0.396 |
0.5% |
42% |
False |
False |
13,580 |
| 40 |
81.700 |
79.015 |
2.685 |
3.4% |
0.351 |
0.4% |
32% |
False |
False |
6,885 |
| 60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.309 |
0.4% |
32% |
False |
False |
4,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.108 |
|
2.618 |
80.667 |
|
1.618 |
80.397 |
|
1.000 |
80.230 |
|
0.618 |
80.127 |
|
HIGH |
79.960 |
|
0.618 |
79.857 |
|
0.500 |
79.825 |
|
0.382 |
79.793 |
|
LOW |
79.690 |
|
0.618 |
79.523 |
|
1.000 |
79.420 |
|
1.618 |
79.253 |
|
2.618 |
78.983 |
|
4.250 |
78.543 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.856 |
79.826 |
| PP |
79.840 |
79.780 |
| S1 |
79.825 |
79.735 |
|