ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 02-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
79.735 |
79.620 |
-0.115 |
-0.1% |
79.700 |
High |
79.960 |
80.030 |
0.070 |
0.1% |
80.050 |
Low |
79.690 |
79.460 |
-0.230 |
-0.3% |
79.420 |
Close |
79.871 |
79.948 |
0.077 |
0.1% |
79.785 |
Range |
0.270 |
0.570 |
0.300 |
111.1% |
0.630 |
ATR |
0.375 |
0.389 |
0.014 |
3.7% |
0.000 |
Volume |
11,779 |
18,898 |
7,119 |
60.4% |
48,873 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.523 |
81.305 |
80.262 |
|
R3 |
80.953 |
80.735 |
80.105 |
|
R2 |
80.383 |
80.383 |
80.053 |
|
R1 |
80.165 |
80.165 |
80.000 |
80.274 |
PP |
79.813 |
79.813 |
79.813 |
79.867 |
S1 |
79.595 |
79.595 |
79.896 |
79.704 |
S2 |
79.243 |
79.243 |
79.844 |
|
S3 |
78.673 |
79.025 |
79.791 |
|
S4 |
78.103 |
78.455 |
79.635 |
|
|
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% |
0.403 |
0.5% |
84% |
False |
False |
14,257 |
10 |
80.050 |
79.015 |
1.035 |
1.3% |
0.388 |
0.5% |
90% |
False |
False |
17,737 |
20 |
81.055 |
79.015 |
2.040 |
2.6% |
0.408 |
0.5% |
46% |
False |
False |
14,516 |
40 |
81.700 |
79.015 |
2.685 |
3.4% |
0.358 |
0.4% |
35% |
False |
False |
7,353 |
60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.316 |
0.4% |
35% |
False |
False |
4,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.453 |
2.618 |
81.522 |
1.618 |
80.952 |
1.000 |
80.600 |
0.618 |
80.382 |
HIGH |
80.030 |
0.618 |
79.812 |
0.500 |
79.745 |
0.382 |
79.678 |
LOW |
79.460 |
0.618 |
79.108 |
1.000 |
78.890 |
1.618 |
78.538 |
2.618 |
77.968 |
4.250 |
77.038 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
79.880 |
79.884 |
PP |
79.813 |
79.819 |
S1 |
79.745 |
79.755 |
|