ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 10-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
80.510 |
80.750 |
0.240 |
0.3% |
79.735 |
High |
80.750 |
80.790 |
0.040 |
0.0% |
80.995 |
Low |
80.450 |
79.745 |
-0.705 |
-0.9% |
79.460 |
Close |
80.677 |
79.817 |
-0.860 |
-1.1% |
80.610 |
Range |
0.300 |
1.045 |
0.745 |
248.3% |
1.535 |
ATR |
0.405 |
0.451 |
0.046 |
11.3% |
0.000 |
Volume |
27,720 |
38,464 |
10,744 |
38.8% |
104,699 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.252 |
82.580 |
80.392 |
|
R3 |
82.207 |
81.535 |
80.104 |
|
R2 |
81.162 |
81.162 |
80.009 |
|
R1 |
80.490 |
80.490 |
79.913 |
80.304 |
PP |
80.117 |
80.117 |
80.117 |
80.024 |
S1 |
79.445 |
79.445 |
79.721 |
79.259 |
S2 |
79.072 |
79.072 |
79.625 |
|
S3 |
78.027 |
78.400 |
79.530 |
|
S4 |
76.982 |
77.355 |
79.242 |
|
|
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 |
79.745 |
1.250 |
1.6% |
0.527 |
0.7% |
6% |
False |
True |
31,735 |
10 |
80.995 |
79.420 |
1.575 |
2.0% |
0.499 |
0.6% |
25% |
False |
False |
25,362 |
20 |
80.995 |
79.015 |
1.980 |
2.5% |
0.450 |
0.6% |
41% |
False |
False |
23,245 |
40 |
81.700 |
79.015 |
2.685 |
3.4% |
0.396 |
0.5% |
30% |
False |
False |
12,133 |
60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.355 |
0.4% |
30% |
False |
False |
8,118 |
80 |
81.700 |
79.015 |
2.685 |
3.4% |
0.303 |
0.4% |
30% |
False |
False |
6,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.231 |
2.618 |
83.526 |
1.618 |
82.481 |
1.000 |
81.835 |
0.618 |
81.436 |
HIGH |
80.790 |
0.618 |
80.391 |
0.500 |
80.268 |
0.382 |
80.144 |
LOW |
79.745 |
0.618 |
79.099 |
1.000 |
78.700 |
1.618 |
78.054 |
2.618 |
77.009 |
4.250 |
75.304 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
80.268 |
80.268 |
PP |
80.117 |
80.117 |
S1 |
79.967 |
79.967 |
|