ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
79.860 |
79.535 |
-0.325 |
-0.4% |
80.610 |
| High |
79.930 |
79.710 |
-0.220 |
-0.3% |
80.800 |
| Low |
79.490 |
79.405 |
-0.085 |
-0.1% |
79.490 |
| Close |
79.611 |
79.540 |
-0.071 |
-0.1% |
79.611 |
| Range |
0.440 |
0.305 |
-0.135 |
-30.7% |
1.310 |
| ATR |
0.450 |
0.440 |
-0.010 |
-2.3% |
0.000 |
| Volume |
30,217 |
25,940 |
-4,277 |
-14.2% |
148,506 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.467 |
80.308 |
79.708 |
|
| R3 |
80.162 |
80.003 |
79.624 |
|
| R2 |
79.857 |
79.857 |
79.596 |
|
| R1 |
79.698 |
79.698 |
79.568 |
79.778 |
| PP |
79.552 |
79.552 |
79.552 |
79.591 |
| S1 |
79.393 |
79.393 |
79.512 |
79.473 |
| S2 |
79.247 |
79.247 |
79.484 |
|
| S3 |
78.942 |
79.088 |
79.456 |
|
| S4 |
78.637 |
78.783 |
79.372 |
|
|
| 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 |
80.790 |
79.405 |
1.385 |
1.7% |
0.488 |
0.6% |
10% |
False |
True |
27,571 |
| 10 |
80.995 |
79.405 |
1.590 |
2.0% |
0.490 |
0.6% |
8% |
False |
True |
27,914 |
| 20 |
80.995 |
79.015 |
1.980 |
2.5% |
0.434 |
0.5% |
27% |
False |
False |
23,726 |
| 40 |
81.700 |
79.015 |
2.685 |
3.4% |
0.403 |
0.5% |
20% |
False |
False |
13,533 |
| 60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.358 |
0.4% |
20% |
False |
False |
9,052 |
| 80 |
81.700 |
79.015 |
2.685 |
3.4% |
0.312 |
0.4% |
20% |
False |
False |
6,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.006 |
|
2.618 |
80.508 |
|
1.618 |
80.203 |
|
1.000 |
80.015 |
|
0.618 |
79.898 |
|
HIGH |
79.710 |
|
0.618 |
79.593 |
|
0.500 |
79.558 |
|
0.382 |
79.522 |
|
LOW |
79.405 |
|
0.618 |
79.217 |
|
1.000 |
79.100 |
|
1.618 |
78.912 |
|
2.618 |
78.607 |
|
4.250 |
78.109 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.558 |
80.098 |
| PP |
79.552 |
79.912 |
| S1 |
79.546 |
79.726 |
|