ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
79.540 |
79.765 |
0.225 |
0.3% |
80.610 |
High |
79.940 |
79.950 |
0.010 |
0.0% |
80.800 |
Low |
79.435 |
79.660 |
0.225 |
0.3% |
79.490 |
Close |
79.832 |
79.854 |
0.022 |
0.0% |
79.611 |
Range |
0.505 |
0.290 |
-0.215 |
-42.6% |
1.310 |
ATR |
0.445 |
0.434 |
-0.011 |
-2.5% |
0.000 |
Volume |
33,207 |
21,230 |
-11,977 |
-36.1% |
148,506 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.691 |
80.563 |
80.014 |
|
R3 |
80.401 |
80.273 |
79.934 |
|
R2 |
80.111 |
80.111 |
79.907 |
|
R1 |
79.983 |
79.983 |
79.881 |
80.047 |
PP |
79.821 |
79.821 |
79.821 |
79.854 |
S1 |
79.693 |
79.693 |
79.827 |
79.757 |
S2 |
79.531 |
79.531 |
79.801 |
|
S3 |
79.241 |
79.403 |
79.774 |
|
S4 |
78.951 |
79.113 |
79.695 |
|
|
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% |
0.517 |
0.6% |
32% |
False |
False |
29,811 |
10 |
80.995 |
79.405 |
1.590 |
2.0% |
0.485 |
0.6% |
28% |
False |
False |
30,290 |
20 |
80.995 |
79.015 |
1.980 |
2.5% |
0.437 |
0.5% |
42% |
False |
False |
24,014 |
40 |
81.420 |
79.015 |
2.405 |
3.0% |
0.404 |
0.5% |
35% |
False |
False |
14,891 |
60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.363 |
0.5% |
31% |
False |
False |
9,958 |
80 |
81.700 |
79.015 |
2.685 |
3.4% |
0.322 |
0.4% |
31% |
False |
False |
7,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.183 |
2.618 |
80.709 |
1.618 |
80.419 |
1.000 |
80.240 |
0.618 |
80.129 |
HIGH |
79.950 |
0.618 |
79.839 |
0.500 |
79.805 |
0.382 |
79.771 |
LOW |
79.660 |
0.618 |
79.481 |
1.000 |
79.370 |
1.618 |
79.191 |
2.618 |
78.901 |
4.250 |
78.428 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
79.838 |
79.795 |
PP |
79.821 |
79.736 |
S1 |
79.805 |
79.678 |
|