ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
80.470 |
80.190 |
-0.280 |
-0.3% |
80.345 |
| High |
80.505 |
80.230 |
-0.275 |
-0.3% |
81.055 |
| Low |
80.125 |
79.400 |
-0.725 |
-0.9% |
79.780 |
| Close |
80.179 |
79.903 |
-0.276 |
-0.3% |
80.552 |
| Range |
0.380 |
0.830 |
0.450 |
118.4% |
1.275 |
| ATR |
0.361 |
0.395 |
0.033 |
9.3% |
0.000 |
| Volume |
3,309 |
25,923 |
22,614 |
683.4% |
6,242 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.334 |
81.949 |
80.360 |
|
| R3 |
81.504 |
81.119 |
80.131 |
|
| R2 |
80.674 |
80.674 |
80.055 |
|
| R1 |
80.289 |
80.289 |
79.979 |
80.067 |
| PP |
79.844 |
79.844 |
79.844 |
79.733 |
| S1 |
79.459 |
79.459 |
79.827 |
79.237 |
| S2 |
79.014 |
79.014 |
79.751 |
|
| S3 |
78.184 |
78.629 |
79.675 |
|
| S4 |
77.354 |
77.799 |
79.447 |
|
|
| 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 |
79.400 |
1.655 |
2.1% |
0.548 |
0.7% |
30% |
False |
True |
8,243 |
| 10 |
81.055 |
79.400 |
1.655 |
2.1% |
0.432 |
0.5% |
30% |
False |
True |
4,426 |
| 20 |
81.700 |
79.400 |
2.300 |
2.9% |
0.374 |
0.5% |
22% |
False |
True |
2,315 |
| 40 |
81.700 |
79.305 |
2.395 |
3.0% |
0.321 |
0.4% |
25% |
False |
False |
1,201 |
| 60 |
81.700 |
79.200 |
2.500 |
3.1% |
0.268 |
0.3% |
28% |
False |
False |
810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.758 |
|
2.618 |
82.403 |
|
1.618 |
81.573 |
|
1.000 |
81.060 |
|
0.618 |
80.743 |
|
HIGH |
80.230 |
|
0.618 |
79.913 |
|
0.500 |
79.815 |
|
0.382 |
79.717 |
|
LOW |
79.400 |
|
0.618 |
78.887 |
|
1.000 |
78.570 |
|
1.618 |
78.057 |
|
2.618 |
77.227 |
|
4.250 |
75.873 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.874 |
80.075 |
| PP |
79.844 |
80.018 |
| S1 |
79.815 |
79.960 |
|