ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
80.095 |
80.425 |
0.330 |
0.4% |
80.345 |
| High |
80.490 |
81.055 |
0.565 |
0.7% |
81.055 |
| Low |
79.930 |
80.395 |
0.465 |
0.6% |
79.780 |
| Close |
80.428 |
80.552 |
0.124 |
0.2% |
80.552 |
| Range |
0.560 |
0.660 |
0.100 |
17.9% |
1.275 |
| ATR |
0.341 |
0.364 |
0.023 |
6.7% |
0.000 |
| Volume |
1,372 |
2,248 |
876 |
63.8% |
6,242 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.647 |
82.260 |
80.915 |
|
| R3 |
81.987 |
81.600 |
80.734 |
|
| R2 |
81.327 |
81.327 |
80.673 |
|
| R1 |
80.940 |
80.940 |
80.613 |
81.134 |
| PP |
80.667 |
80.667 |
80.667 |
80.764 |
| S1 |
80.280 |
80.280 |
80.492 |
80.474 |
| S2 |
80.007 |
80.007 |
80.431 |
|
| S3 |
79.347 |
79.620 |
80.371 |
|
| S4 |
78.687 |
78.960 |
80.189 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.287 |
83.695 |
81.253 |
|
| R3 |
83.012 |
82.420 |
80.903 |
|
| R2 |
81.737 |
81.737 |
80.786 |
|
| R1 |
81.145 |
81.145 |
80.669 |
81.441 |
| PP |
80.462 |
80.462 |
80.462 |
80.611 |
| S1 |
79.870 |
79.870 |
80.435 |
80.166 |
| S2 |
79.187 |
79.187 |
80.318 |
|
| S3 |
77.912 |
78.595 |
80.201 |
|
| S4 |
76.637 |
77.320 |
79.851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.055 |
79.780 |
1.275 |
1.6% |
0.423 |
0.5% |
61% |
True |
False |
1,248 |
| 10 |
81.055 |
79.780 |
1.275 |
1.6% |
0.372 |
0.5% |
61% |
True |
False |
763 |
| 20 |
81.700 |
79.780 |
1.920 |
2.4% |
0.322 |
0.4% |
40% |
False |
False |
441 |
| 40 |
81.700 |
79.200 |
2.500 |
3.1% |
0.301 |
0.4% |
54% |
False |
False |
266 |
| 60 |
81.700 |
79.200 |
2.500 |
3.1% |
0.243 |
0.3% |
54% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.860 |
|
2.618 |
82.783 |
|
1.618 |
82.123 |
|
1.000 |
81.715 |
|
0.618 |
81.463 |
|
HIGH |
81.055 |
|
0.618 |
80.803 |
|
0.500 |
80.725 |
|
0.382 |
80.647 |
|
LOW |
80.395 |
|
0.618 |
79.987 |
|
1.000 |
79.735 |
|
1.618 |
79.327 |
|
2.618 |
78.667 |
|
4.250 |
77.590 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.725 |
80.507 |
| PP |
80.667 |
80.462 |
| S1 |
80.610 |
80.418 |
|