ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
80.770 |
80.610 |
-0.160 |
-0.2% |
79.735 |
High |
80.995 |
80.800 |
-0.195 |
-0.2% |
80.995 |
Low |
80.520 |
80.335 |
-0.185 |
-0.2% |
79.460 |
Close |
80.610 |
80.369 |
-0.241 |
-0.3% |
80.610 |
Range |
0.475 |
0.465 |
-0.010 |
-2.1% |
1.535 |
ATR |
0.414 |
0.418 |
0.004 |
0.9% |
0.000 |
Volume |
40,388 |
36,588 |
-3,800 |
-9.4% |
104,699 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.896 |
81.598 |
80.625 |
|
R3 |
81.431 |
81.133 |
80.497 |
|
R2 |
80.966 |
80.966 |
80.454 |
|
R1 |
80.668 |
80.668 |
80.412 |
80.585 |
PP |
80.501 |
80.501 |
80.501 |
80.460 |
S1 |
80.203 |
80.203 |
80.326 |
80.120 |
S2 |
80.036 |
80.036 |
80.284 |
|
S3 |
79.571 |
79.738 |
80.241 |
|
S4 |
79.106 |
79.273 |
80.113 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.960 |
84.320 |
81.454 |
|
R3 |
83.425 |
82.785 |
81.032 |
|
R2 |
81.890 |
81.890 |
80.891 |
|
R1 |
81.250 |
81.250 |
80.751 |
81.570 |
PP |
80.355 |
80.355 |
80.355 |
80.515 |
S1 |
79.715 |
79.715 |
80.469 |
80.035 |
S2 |
78.820 |
78.820 |
80.329 |
|
S3 |
77.285 |
78.180 |
80.188 |
|
S4 |
75.750 |
76.645 |
79.766 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.995 |
79.460 |
1.535 |
1.9% |
0.491 |
0.6% |
59% |
False |
False |
28,257 |
10 |
80.995 |
79.340 |
1.655 |
2.1% |
0.438 |
0.5% |
62% |
False |
False |
21,288 |
20 |
81.055 |
79.015 |
2.040 |
2.5% |
0.433 |
0.5% |
66% |
False |
False |
19,856 |
40 |
81.700 |
79.015 |
2.685 |
3.3% |
0.371 |
0.5% |
50% |
False |
False |
10,094 |
60 |
81.700 |
79.015 |
2.685 |
3.3% |
0.337 |
0.4% |
50% |
False |
False |
6,758 |
80 |
81.700 |
78.945 |
2.755 |
3.4% |
0.295 |
0.4% |
52% |
False |
False |
5,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.776 |
2.618 |
82.017 |
1.618 |
81.552 |
1.000 |
81.265 |
0.618 |
81.087 |
HIGH |
80.800 |
0.618 |
80.622 |
0.500 |
80.568 |
0.382 |
80.513 |
LOW |
80.335 |
0.618 |
80.048 |
1.000 |
79.870 |
1.618 |
79.583 |
2.618 |
79.118 |
4.250 |
78.359 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
80.568 |
80.458 |
PP |
80.501 |
80.428 |
S1 |
80.435 |
80.399 |
|