ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 17-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
79.765 |
79.800 |
0.035 |
0.0% |
80.610 |
High |
79.950 |
79.950 |
0.000 |
0.0% |
80.800 |
Low |
79.660 |
79.615 |
-0.045 |
-0.1% |
79.490 |
Close |
79.854 |
79.711 |
-0.143 |
-0.2% |
79.611 |
Range |
0.290 |
0.335 |
0.045 |
15.5% |
1.310 |
ATR |
0.434 |
0.426 |
-0.007 |
-1.6% |
0.000 |
Volume |
21,230 |
25,252 |
4,022 |
18.9% |
148,506 |
|
Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.764 |
80.572 |
79.895 |
|
R3 |
80.429 |
80.237 |
79.803 |
|
R2 |
80.094 |
80.094 |
79.772 |
|
R1 |
79.902 |
79.902 |
79.742 |
79.831 |
PP |
79.759 |
79.759 |
79.759 |
79.723 |
S1 |
79.567 |
79.567 |
79.680 |
79.496 |
S2 |
79.424 |
79.424 |
79.650 |
|
S3 |
79.089 |
79.232 |
79.619 |
|
S4 |
78.754 |
78.897 |
79.527 |
|
|
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 |
79.950 |
79.405 |
0.545 |
0.7% |
0.375 |
0.5% |
56% |
True |
False |
27,169 |
10 |
80.995 |
79.405 |
1.590 |
2.0% |
0.451 |
0.6% |
19% |
False |
False |
29,452 |
20 |
80.995 |
79.015 |
1.980 |
2.5% |
0.435 |
0.5% |
35% |
False |
False |
24,197 |
40 |
81.420 |
79.015 |
2.405 |
3.0% |
0.409 |
0.5% |
29% |
False |
False |
15,513 |
60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.361 |
0.5% |
26% |
False |
False |
10,378 |
80 |
81.700 |
79.015 |
2.685 |
3.4% |
0.327 |
0.4% |
26% |
False |
False |
7,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.374 |
2.618 |
80.827 |
1.618 |
80.492 |
1.000 |
80.285 |
0.618 |
80.157 |
HIGH |
79.950 |
0.618 |
79.822 |
0.500 |
79.783 |
0.382 |
79.743 |
LOW |
79.615 |
0.618 |
79.408 |
1.000 |
79.280 |
1.618 |
79.073 |
2.618 |
78.738 |
4.250 |
78.191 |
|
|
Fisher Pivots for day following 17-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
79.783 |
79.705 |
PP |
79.759 |
79.699 |
S1 |
79.735 |
79.693 |
|