ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
79.625 |
79.275 |
-0.350 |
-0.4% |
80.185 |
| High |
79.665 |
79.400 |
-0.265 |
-0.3% |
80.225 |
| Low |
79.210 |
79.160 |
-0.050 |
-0.1% |
79.745 |
| Close |
79.326 |
79.226 |
-0.100 |
-0.1% |
79.820 |
| Range |
0.455 |
0.240 |
-0.215 |
-47.3% |
0.480 |
| ATR |
0.411 |
0.398 |
-0.012 |
-3.0% |
0.000 |
| Volume |
35,289 |
30,051 |
-5,238 |
-14.8% |
90,482 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.982 |
79.844 |
79.358 |
|
| R3 |
79.742 |
79.604 |
79.292 |
|
| R2 |
79.502 |
79.502 |
79.270 |
|
| R1 |
79.364 |
79.364 |
79.248 |
79.313 |
| PP |
79.262 |
79.262 |
79.262 |
79.237 |
| S1 |
79.124 |
79.124 |
79.204 |
79.073 |
| S2 |
79.022 |
79.022 |
79.182 |
|
| S3 |
78.782 |
78.884 |
79.160 |
|
| S4 |
78.542 |
78.644 |
79.094 |
|
|
| 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 |
80.175 |
79.160 |
1.015 |
1.3% |
0.339 |
0.4% |
7% |
False |
True |
26,801 |
| 10 |
80.275 |
79.160 |
1.115 |
1.4% |
0.376 |
0.5% |
6% |
False |
True |
24,779 |
| 20 |
80.995 |
79.160 |
1.835 |
2.3% |
0.430 |
0.5% |
4% |
False |
True |
27,534 |
| 40 |
81.055 |
79.015 |
2.040 |
2.6% |
0.419 |
0.5% |
10% |
False |
False |
21,025 |
| 60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.382 |
0.5% |
8% |
False |
False |
14,080 |
| 80 |
81.700 |
79.015 |
2.685 |
3.4% |
0.345 |
0.4% |
8% |
False |
False |
10,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.420 |
|
2.618 |
80.028 |
|
1.618 |
79.788 |
|
1.000 |
79.640 |
|
0.618 |
79.548 |
|
HIGH |
79.400 |
|
0.618 |
79.308 |
|
0.500 |
79.280 |
|
0.382 |
79.252 |
|
LOW |
79.160 |
|
0.618 |
79.012 |
|
1.000 |
78.920 |
|
1.618 |
78.772 |
|
2.618 |
78.532 |
|
4.250 |
78.140 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.280 |
79.548 |
| PP |
79.262 |
79.440 |
| S1 |
79.244 |
79.333 |
|