ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
79.640 |
79.725 |
0.085 |
0.1% |
79.700 |
| High |
79.890 |
80.050 |
0.160 |
0.2% |
80.050 |
| Low |
79.420 |
79.685 |
0.265 |
0.3% |
79.420 |
| Close |
79.719 |
79.785 |
0.066 |
0.1% |
79.785 |
| Range |
0.470 |
0.365 |
-0.105 |
-22.3% |
0.630 |
| ATR |
0.384 |
0.383 |
-0.001 |
-0.4% |
0.000 |
| Volume |
15,349 |
15,291 |
-58 |
-0.4% |
48,873 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.935 |
80.725 |
79.986 |
|
| R3 |
80.570 |
80.360 |
79.885 |
|
| R2 |
80.205 |
80.205 |
79.852 |
|
| R1 |
79.995 |
79.995 |
79.818 |
80.100 |
| PP |
79.840 |
79.840 |
79.840 |
79.893 |
| S1 |
79.630 |
79.630 |
79.752 |
79.735 |
| S2 |
79.475 |
79.475 |
79.718 |
|
| S3 |
79.110 |
79.265 |
79.685 |
|
| S4 |
78.745 |
78.900 |
79.584 |
|
|
| 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 |
79.340 |
0.710 |
0.9% |
0.385 |
0.5% |
63% |
True |
False |
14,318 |
| 10 |
80.055 |
79.015 |
1.040 |
1.3% |
0.378 |
0.5% |
74% |
False |
False |
19,538 |
| 20 |
81.055 |
79.015 |
2.040 |
2.6% |
0.402 |
0.5% |
38% |
False |
False |
13,000 |
| 40 |
81.700 |
79.015 |
2.685 |
3.4% |
0.354 |
0.4% |
29% |
False |
False |
6,591 |
| 60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.307 |
0.4% |
29% |
False |
False |
4,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.601 |
|
2.618 |
81.006 |
|
1.618 |
80.641 |
|
1.000 |
80.415 |
|
0.618 |
80.276 |
|
HIGH |
80.050 |
|
0.618 |
79.911 |
|
0.500 |
79.868 |
|
0.382 |
79.824 |
|
LOW |
79.685 |
|
0.618 |
79.459 |
|
1.000 |
79.320 |
|
1.618 |
79.094 |
|
2.618 |
78.729 |
|
4.250 |
78.134 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.868 |
79.768 |
| PP |
79.840 |
79.752 |
| S1 |
79.813 |
79.735 |
|