ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
79.940 |
80.050 |
0.110 |
0.1% |
79.535 |
High |
80.220 |
80.225 |
0.005 |
0.0% |
80.275 |
Low |
79.765 |
79.925 |
0.160 |
0.2% |
79.405 |
Close |
79.990 |
80.007 |
0.017 |
0.0% |
80.116 |
Range |
0.455 |
0.300 |
-0.155 |
-34.1% |
0.870 |
ATR |
0.436 |
0.426 |
-0.010 |
-2.2% |
0.000 |
Volume |
18,756 |
18,938 |
182 |
1.0% |
131,731 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.952 |
80.780 |
80.172 |
|
R3 |
80.652 |
80.480 |
80.090 |
|
R2 |
80.352 |
80.352 |
80.062 |
|
R1 |
80.180 |
80.180 |
80.035 |
80.116 |
PP |
80.052 |
80.052 |
80.052 |
80.021 |
S1 |
79.880 |
79.880 |
79.980 |
79.816 |
S2 |
79.752 |
79.752 |
79.952 |
|
S3 |
79.452 |
79.580 |
79.925 |
|
S4 |
79.152 |
79.280 |
79.842 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.542 |
82.199 |
80.595 |
|
R3 |
81.672 |
81.329 |
80.355 |
|
R2 |
80.802 |
80.802 |
80.276 |
|
R1 |
80.459 |
80.459 |
80.196 |
80.631 |
PP |
79.932 |
79.932 |
79.932 |
80.018 |
S1 |
79.589 |
79.589 |
80.036 |
79.761 |
S2 |
79.062 |
79.062 |
79.957 |
|
S3 |
78.192 |
78.719 |
79.877 |
|
S4 |
77.322 |
77.849 |
79.638 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.275 |
79.615 |
0.660 |
0.8% |
0.412 |
0.5% |
59% |
False |
False |
22,756 |
10 |
80.790 |
79.405 |
1.385 |
1.7% |
0.465 |
0.6% |
43% |
False |
False |
26,284 |
20 |
80.995 |
79.405 |
1.590 |
2.0% |
0.446 |
0.6% |
38% |
False |
False |
24,398 |
40 |
81.055 |
79.015 |
2.040 |
2.5% |
0.421 |
0.5% |
49% |
False |
False |
17,699 |
60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.375 |
0.5% |
37% |
False |
False |
11,852 |
80 |
81.700 |
79.015 |
2.685 |
3.4% |
0.334 |
0.4% |
37% |
False |
False |
8,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.500 |
2.618 |
81.010 |
1.618 |
80.710 |
1.000 |
80.525 |
0.618 |
80.410 |
HIGH |
80.225 |
0.618 |
80.110 |
0.500 |
80.075 |
0.382 |
80.040 |
LOW |
79.925 |
0.618 |
79.740 |
1.000 |
79.625 |
1.618 |
79.440 |
2.618 |
79.140 |
4.250 |
78.650 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
80.075 |
80.003 |
PP |
80.052 |
79.999 |
S1 |
80.030 |
79.995 |
|