ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
79.175 |
79.650 |
0.475 |
0.6% |
79.840 |
High |
79.640 |
79.815 |
0.175 |
0.2% |
79.995 |
Low |
79.170 |
79.490 |
0.320 |
0.4% |
78.915 |
Close |
79.573 |
79.533 |
-0.040 |
-0.1% |
79.135 |
Range |
0.470 |
0.325 |
-0.145 |
-30.9% |
1.080 |
ATR |
0.407 |
0.401 |
-0.006 |
-1.4% |
0.000 |
Volume |
27,260 |
31,432 |
4,172 |
15.3% |
149,744 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.588 |
80.385 |
79.712 |
|
R3 |
80.263 |
80.060 |
79.622 |
|
R2 |
79.938 |
79.938 |
79.593 |
|
R1 |
79.735 |
79.735 |
79.563 |
79.674 |
PP |
79.613 |
79.613 |
79.613 |
79.582 |
S1 |
79.410 |
79.410 |
79.503 |
79.349 |
S2 |
79.288 |
79.288 |
79.473 |
|
S3 |
78.963 |
79.085 |
79.444 |
|
S4 |
78.638 |
78.760 |
79.354 |
|
|
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 |
79.815 |
78.915 |
0.900 |
1.1% |
0.380 |
0.5% |
69% |
True |
False |
33,564 |
10 |
80.225 |
78.915 |
1.310 |
1.6% |
0.366 |
0.5% |
47% |
False |
False |
27,418 |
20 |
80.790 |
78.915 |
1.875 |
2.4% |
0.410 |
0.5% |
33% |
False |
False |
27,128 |
40 |
81.055 |
78.915 |
2.140 |
2.7% |
0.421 |
0.5% |
29% |
False |
False |
23,492 |
60 |
81.700 |
78.915 |
2.785 |
3.5% |
0.384 |
0.5% |
22% |
False |
False |
15,772 |
80 |
81.700 |
78.915 |
2.785 |
3.5% |
0.355 |
0.4% |
22% |
False |
False |
11,851 |
100 |
81.700 |
78.915 |
2.785 |
3.5% |
0.318 |
0.4% |
22% |
False |
False |
9,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.196 |
2.618 |
80.666 |
1.618 |
80.341 |
1.000 |
80.140 |
0.618 |
80.016 |
HIGH |
79.815 |
0.618 |
79.691 |
0.500 |
79.653 |
0.382 |
79.614 |
LOW |
79.490 |
0.618 |
79.289 |
1.000 |
79.165 |
1.618 |
78.964 |
2.618 |
78.639 |
4.250 |
78.109 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
79.653 |
79.477 |
PP |
79.613 |
79.421 |
S1 |
79.573 |
79.365 |
|