ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
79.140 |
79.175 |
0.035 |
0.0% |
79.840 |
High |
79.325 |
79.640 |
0.315 |
0.4% |
79.995 |
Low |
78.915 |
79.170 |
0.255 |
0.3% |
78.915 |
Close |
79.135 |
79.573 |
0.438 |
0.6% |
79.135 |
Range |
0.410 |
0.470 |
0.060 |
14.6% |
1.080 |
ATR |
0.399 |
0.407 |
0.008 |
1.9% |
0.000 |
Volume |
43,790 |
27,260 |
-16,530 |
-37.7% |
149,744 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.871 |
80.692 |
79.832 |
|
R3 |
80.401 |
80.222 |
79.702 |
|
R2 |
79.931 |
79.931 |
79.659 |
|
R1 |
79.752 |
79.752 |
79.616 |
79.842 |
PP |
79.461 |
79.461 |
79.461 |
79.506 |
S1 |
79.282 |
79.282 |
79.530 |
79.372 |
S2 |
78.991 |
78.991 |
79.487 |
|
S3 |
78.521 |
78.812 |
79.444 |
|
S4 |
78.051 |
78.342 |
79.315 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.588 |
81.942 |
79.729 |
|
R3 |
81.508 |
80.862 |
79.432 |
|
R2 |
80.428 |
80.428 |
79.333 |
|
R1 |
79.782 |
79.782 |
79.234 |
79.565 |
PP |
79.348 |
79.348 |
79.348 |
79.240 |
S1 |
78.702 |
78.702 |
79.036 |
78.485 |
S2 |
78.268 |
78.268 |
78.937 |
|
S3 |
77.188 |
77.622 |
78.838 |
|
S4 |
76.108 |
76.542 |
78.541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.935 |
78.915 |
1.020 |
1.3% |
0.387 |
0.5% |
65% |
False |
False |
31,490 |
10 |
80.225 |
78.915 |
1.310 |
1.6% |
0.374 |
0.5% |
50% |
False |
False |
26,748 |
20 |
80.800 |
78.915 |
1.885 |
2.4% |
0.417 |
0.5% |
35% |
False |
False |
27,386 |
40 |
81.055 |
78.915 |
2.140 |
2.7% |
0.427 |
0.5% |
31% |
False |
False |
22,740 |
60 |
81.700 |
78.915 |
2.785 |
3.5% |
0.382 |
0.5% |
24% |
False |
False |
15,262 |
80 |
81.700 |
78.915 |
2.785 |
3.5% |
0.353 |
0.4% |
24% |
False |
False |
11,458 |
100 |
81.700 |
78.915 |
2.785 |
3.5% |
0.315 |
0.4% |
24% |
False |
False |
9,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.638 |
2.618 |
80.870 |
1.618 |
80.400 |
1.000 |
80.110 |
0.618 |
79.930 |
HIGH |
79.640 |
0.618 |
79.460 |
0.500 |
79.405 |
0.382 |
79.350 |
LOW |
79.170 |
0.618 |
78.880 |
1.000 |
78.700 |
1.618 |
78.410 |
2.618 |
77.940 |
4.250 |
77.173 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
79.517 |
79.475 |
PP |
79.461 |
79.376 |
S1 |
79.405 |
79.278 |
|