ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
80.080 |
79.840 |
-0.240 |
-0.3% |
80.185 |
High |
80.175 |
79.995 |
-0.180 |
-0.2% |
80.225 |
Low |
79.745 |
79.785 |
0.040 |
0.1% |
79.745 |
Close |
79.820 |
79.868 |
0.048 |
0.1% |
79.820 |
Range |
0.430 |
0.210 |
-0.220 |
-51.2% |
0.480 |
ATR |
0.426 |
0.411 |
-0.015 |
-3.6% |
0.000 |
Volume |
28,053 |
19,551 |
-8,502 |
-30.3% |
90,482 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.513 |
80.400 |
79.984 |
|
R3 |
80.303 |
80.190 |
79.926 |
|
R2 |
80.093 |
80.093 |
79.907 |
|
R1 |
79.980 |
79.980 |
79.887 |
80.037 |
PP |
79.883 |
79.883 |
79.883 |
79.911 |
S1 |
79.770 |
79.770 |
79.849 |
79.827 |
S2 |
79.673 |
79.673 |
79.830 |
|
S3 |
79.463 |
79.560 |
79.810 |
|
S4 |
79.253 |
79.350 |
79.753 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.370 |
81.075 |
80.084 |
|
R3 |
80.890 |
80.595 |
79.952 |
|
R2 |
80.410 |
80.410 |
79.908 |
|
R1 |
80.115 |
80.115 |
79.864 |
80.023 |
PP |
79.930 |
79.930 |
79.930 |
79.884 |
S1 |
79.635 |
79.635 |
79.776 |
79.543 |
S2 |
79.450 |
79.450 |
79.732 |
|
S3 |
78.970 |
79.155 |
79.688 |
|
S4 |
78.490 |
78.675 |
79.556 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.225 |
79.745 |
0.480 |
0.6% |
0.360 |
0.5% |
26% |
False |
False |
22,006 |
10 |
80.275 |
79.405 |
0.870 |
1.1% |
0.380 |
0.5% |
53% |
False |
False |
24,176 |
20 |
80.995 |
79.405 |
1.590 |
2.0% |
0.438 |
0.5% |
29% |
False |
False |
25,513 |
40 |
81.055 |
79.015 |
2.040 |
2.6% |
0.418 |
0.5% |
42% |
False |
False |
18,880 |
60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.379 |
0.5% |
32% |
False |
False |
12,644 |
80 |
81.700 |
79.015 |
2.685 |
3.4% |
0.342 |
0.4% |
32% |
False |
False |
9,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.888 |
2.618 |
80.545 |
1.618 |
80.335 |
1.000 |
80.205 |
0.618 |
80.125 |
HIGH |
79.995 |
0.618 |
79.915 |
0.500 |
79.890 |
0.382 |
79.865 |
LOW |
79.785 |
0.618 |
79.655 |
1.000 |
79.575 |
1.618 |
79.445 |
2.618 |
79.235 |
4.250 |
78.893 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
79.890 |
79.985 |
PP |
79.883 |
79.946 |
S1 |
79.875 |
79.907 |
|