ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
80.070 |
79.900 |
-0.170 |
-0.2% |
80.195 |
| High |
80.110 |
80.035 |
-0.075 |
-0.1% |
80.975 |
| Low |
79.365 |
79.785 |
0.420 |
0.5% |
79.565 |
| Close |
79.810 |
79.913 |
0.103 |
0.1% |
80.402 |
| Range |
0.745 |
0.250 |
-0.495 |
-66.4% |
1.410 |
| ATR |
0.429 |
0.416 |
-0.013 |
-3.0% |
0.000 |
| Volume |
45,358 |
19,357 |
-26,001 |
-57.3% |
120,648 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.661 |
80.537 |
80.051 |
|
| R3 |
80.411 |
80.287 |
79.982 |
|
| R2 |
80.161 |
80.161 |
79.959 |
|
| R1 |
80.037 |
80.037 |
79.936 |
80.099 |
| PP |
79.911 |
79.911 |
79.911 |
79.942 |
| S1 |
79.787 |
79.787 |
79.890 |
79.849 |
| S2 |
79.661 |
79.661 |
79.867 |
|
| S3 |
79.411 |
79.537 |
79.844 |
|
| S4 |
79.161 |
79.287 |
79.776 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.544 |
83.883 |
81.178 |
|
| R3 |
83.134 |
82.473 |
80.790 |
|
| R2 |
81.724 |
81.724 |
80.661 |
|
| R1 |
81.063 |
81.063 |
80.531 |
81.394 |
| PP |
80.314 |
80.314 |
80.314 |
80.479 |
| S1 |
79.653 |
79.653 |
80.273 |
79.984 |
| S2 |
78.904 |
78.904 |
80.144 |
|
| S3 |
77.494 |
78.243 |
80.014 |
|
| S4 |
76.084 |
76.833 |
79.627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.975 |
79.365 |
1.610 |
2.0% |
0.483 |
0.6% |
34% |
False |
False |
26,794 |
| 10 |
80.975 |
79.365 |
1.610 |
2.0% |
0.437 |
0.5% |
34% |
False |
False |
23,830 |
| 20 |
81.515 |
79.365 |
2.150 |
2.7% |
0.399 |
0.5% |
25% |
False |
False |
21,311 |
| 40 |
81.515 |
79.035 |
2.480 |
3.1% |
0.389 |
0.5% |
35% |
False |
False |
20,596 |
| 60 |
81.515 |
78.970 |
2.545 |
3.2% |
0.408 |
0.5% |
37% |
False |
False |
19,716 |
| 80 |
82.370 |
78.725 |
3.645 |
4.6% |
0.422 |
0.5% |
33% |
False |
False |
16,596 |
| 100 |
84.435 |
78.725 |
5.710 |
7.1% |
0.427 |
0.5% |
21% |
False |
False |
13,285 |
| 120 |
84.610 |
78.725 |
5.885 |
7.4% |
0.403 |
0.5% |
20% |
False |
False |
11,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.098 |
|
2.618 |
80.690 |
|
1.618 |
80.440 |
|
1.000 |
80.285 |
|
0.618 |
80.190 |
|
HIGH |
80.035 |
|
0.618 |
79.940 |
|
0.500 |
79.910 |
|
0.382 |
79.881 |
|
LOW |
79.785 |
|
0.618 |
79.631 |
|
1.000 |
79.535 |
|
1.618 |
79.381 |
|
2.618 |
79.131 |
|
4.250 |
78.723 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.912 |
79.898 |
| PP |
79.911 |
79.883 |
| S1 |
79.910 |
79.868 |
|