ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
80.310 |
80.510 |
0.200 |
0.2% |
79.735 |
High |
80.570 |
80.750 |
0.180 |
0.2% |
80.995 |
Low |
80.220 |
80.450 |
0.230 |
0.3% |
79.460 |
Close |
80.445 |
80.677 |
0.232 |
0.3% |
80.610 |
Range |
0.350 |
0.300 |
-0.050 |
-14.3% |
1.535 |
ATR |
0.413 |
0.405 |
-0.008 |
-1.9% |
0.000 |
Volume |
15,517 |
27,720 |
12,203 |
78.6% |
104,699 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.526 |
81.401 |
80.842 |
|
R3 |
81.226 |
81.101 |
80.760 |
|
R2 |
80.926 |
80.926 |
80.732 |
|
R1 |
80.801 |
80.801 |
80.705 |
80.864 |
PP |
80.626 |
80.626 |
80.626 |
80.657 |
S1 |
80.501 |
80.501 |
80.650 |
80.564 |
S2 |
80.326 |
80.326 |
80.622 |
|
S3 |
80.026 |
80.201 |
80.595 |
|
S4 |
79.726 |
79.901 |
80.512 |
|
|
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 |
79.920 |
1.075 |
1.3% |
0.453 |
0.6% |
70% |
False |
False |
30,769 |
10 |
80.995 |
79.420 |
1.575 |
2.0% |
0.428 |
0.5% |
80% |
False |
False |
22,513 |
20 |
80.995 |
79.015 |
1.980 |
2.5% |
0.417 |
0.5% |
84% |
False |
False |
21,487 |
40 |
81.700 |
79.015 |
2.685 |
3.3% |
0.375 |
0.5% |
62% |
False |
False |
11,172 |
60 |
81.700 |
79.015 |
2.685 |
3.3% |
0.340 |
0.4% |
62% |
False |
False |
7,477 |
80 |
81.700 |
79.015 |
2.685 |
3.3% |
0.290 |
0.4% |
62% |
False |
False |
5,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.025 |
2.618 |
81.535 |
1.618 |
81.235 |
1.000 |
81.050 |
0.618 |
80.935 |
HIGH |
80.750 |
0.618 |
80.635 |
0.500 |
80.600 |
0.382 |
80.565 |
LOW |
80.450 |
0.618 |
80.265 |
1.000 |
80.150 |
1.618 |
79.965 |
2.618 |
79.665 |
4.250 |
79.175 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
80.651 |
80.621 |
PP |
80.626 |
80.566 |
S1 |
80.600 |
80.510 |
|