ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 03-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
79.620 |
79.930 |
0.310 |
0.4% |
79.700 |
High |
80.030 |
80.595 |
0.565 |
0.7% |
80.050 |
Low |
79.460 |
79.920 |
0.460 |
0.6% |
79.420 |
Close |
79.948 |
80.515 |
0.567 |
0.7% |
79.785 |
Range |
0.570 |
0.675 |
0.105 |
18.4% |
0.630 |
ATR |
0.389 |
0.409 |
0.020 |
5.3% |
0.000 |
Volume |
18,898 |
33,634 |
14,736 |
78.0% |
48,873 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.368 |
82.117 |
80.886 |
|
R3 |
81.693 |
81.442 |
80.701 |
|
R2 |
81.018 |
81.018 |
80.639 |
|
R1 |
80.767 |
80.767 |
80.577 |
80.893 |
PP |
80.343 |
80.343 |
80.343 |
80.406 |
S1 |
80.092 |
80.092 |
80.453 |
80.218 |
S2 |
79.668 |
79.668 |
80.391 |
|
S3 |
78.993 |
79.417 |
80.329 |
|
S4 |
78.318 |
78.742 |
80.144 |
|
|
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 |
80.595 |
79.420 |
1.175 |
1.5% |
0.470 |
0.6% |
93% |
True |
False |
18,990 |
10 |
80.595 |
79.015 |
1.580 |
2.0% |
0.420 |
0.5% |
95% |
True |
False |
18,942 |
20 |
81.055 |
79.015 |
2.040 |
2.5% |
0.426 |
0.5% |
74% |
False |
False |
16,120 |
40 |
81.700 |
79.015 |
2.685 |
3.3% |
0.369 |
0.5% |
56% |
False |
False |
8,193 |
60 |
81.700 |
79.015 |
2.685 |
3.3% |
0.324 |
0.4% |
56% |
False |
False |
5,476 |
80 |
81.700 |
78.945 |
2.755 |
3.4% |
0.284 |
0.4% |
57% |
False |
False |
4,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.464 |
2.618 |
82.362 |
1.618 |
81.687 |
1.000 |
81.270 |
0.618 |
81.012 |
HIGH |
80.595 |
0.618 |
80.337 |
0.500 |
80.258 |
0.382 |
80.178 |
LOW |
79.920 |
0.618 |
79.503 |
1.000 |
79.245 |
1.618 |
78.828 |
2.618 |
78.153 |
4.250 |
77.051 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
80.429 |
80.353 |
PP |
80.343 |
80.190 |
S1 |
80.258 |
80.028 |
|