ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
80.750 |
79.860 |
-0.890 |
-1.1% |
80.610 |
| High |
80.790 |
79.930 |
-0.860 |
-1.1% |
80.800 |
| Low |
79.745 |
79.490 |
-0.255 |
-0.3% |
79.490 |
| Close |
79.817 |
79.611 |
-0.206 |
-0.3% |
79.611 |
| Range |
1.045 |
0.440 |
-0.605 |
-57.9% |
1.310 |
| ATR |
0.451 |
0.450 |
-0.001 |
-0.2% |
0.000 |
| Volume |
38,464 |
30,217 |
-8,247 |
-21.4% |
148,506 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.997 |
80.744 |
79.853 |
|
| R3 |
80.557 |
80.304 |
79.732 |
|
| R2 |
80.117 |
80.117 |
79.692 |
|
| R1 |
79.864 |
79.864 |
79.651 |
79.771 |
| PP |
79.677 |
79.677 |
79.677 |
79.630 |
| S1 |
79.424 |
79.424 |
79.571 |
79.331 |
| S2 |
79.237 |
79.237 |
79.530 |
|
| S3 |
78.797 |
78.984 |
79.490 |
|
| S4 |
78.357 |
78.544 |
79.369 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.897 |
83.064 |
80.332 |
|
| R3 |
82.587 |
81.754 |
79.971 |
|
| R2 |
81.277 |
81.277 |
79.851 |
|
| R1 |
80.444 |
80.444 |
79.731 |
80.206 |
| PP |
79.967 |
79.967 |
79.967 |
79.848 |
| S1 |
79.134 |
79.134 |
79.491 |
78.896 |
| S2 |
78.657 |
78.657 |
79.371 |
|
| S3 |
77.347 |
77.824 |
79.251 |
|
| S4 |
76.037 |
76.514 |
78.891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.800 |
79.490 |
1.310 |
1.6% |
0.520 |
0.7% |
9% |
False |
True |
29,701 |
| 10 |
80.995 |
79.460 |
1.535 |
1.9% |
0.496 |
0.6% |
10% |
False |
False |
26,849 |
| 20 |
80.995 |
79.015 |
1.980 |
2.5% |
0.431 |
0.5% |
30% |
False |
False |
23,460 |
| 40 |
81.700 |
79.015 |
2.685 |
3.4% |
0.402 |
0.5% |
22% |
False |
False |
12,887 |
| 60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.358 |
0.4% |
22% |
False |
False |
8,621 |
| 80 |
81.700 |
79.015 |
2.685 |
3.4% |
0.309 |
0.4% |
22% |
False |
False |
6,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.800 |
|
2.618 |
81.082 |
|
1.618 |
80.642 |
|
1.000 |
80.370 |
|
0.618 |
80.202 |
|
HIGH |
79.930 |
|
0.618 |
79.762 |
|
0.500 |
79.710 |
|
0.382 |
79.658 |
|
LOW |
79.490 |
|
0.618 |
79.218 |
|
1.000 |
79.050 |
|
1.618 |
78.778 |
|
2.618 |
78.338 |
|
4.250 |
77.620 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.710 |
80.140 |
| PP |
79.677 |
79.964 |
| S1 |
79.644 |
79.787 |
|