ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 11-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
80.300 |
80.275 |
-0.025 |
0.0% |
79.175 |
High |
80.350 |
80.475 |
0.125 |
0.2% |
80.350 |
Low |
80.010 |
80.170 |
0.160 |
0.2% |
79.170 |
Close |
80.316 |
80.389 |
0.073 |
0.1% |
80.316 |
Range |
0.340 |
0.305 |
-0.035 |
-10.3% |
1.180 |
ATR |
0.421 |
0.412 |
-0.008 |
-2.0% |
0.000 |
Volume |
25,098 |
29,299 |
4,201 |
16.7% |
155,502 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.260 |
81.129 |
80.557 |
|
R3 |
80.955 |
80.824 |
80.473 |
|
R2 |
80.650 |
80.650 |
80.445 |
|
R1 |
80.519 |
80.519 |
80.417 |
80.585 |
PP |
80.345 |
80.345 |
80.345 |
80.377 |
S1 |
80.214 |
80.214 |
80.361 |
80.280 |
S2 |
80.040 |
80.040 |
80.333 |
|
S3 |
79.735 |
79.909 |
80.305 |
|
S4 |
79.430 |
79.604 |
80.221 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.485 |
83.081 |
80.965 |
|
R3 |
82.305 |
81.901 |
80.641 |
|
R2 |
81.125 |
81.125 |
80.532 |
|
R1 |
80.721 |
80.721 |
80.424 |
80.923 |
PP |
79.945 |
79.945 |
79.945 |
80.047 |
S1 |
79.541 |
79.541 |
80.208 |
79.743 |
S2 |
78.765 |
78.765 |
80.100 |
|
S3 |
77.585 |
78.361 |
79.992 |
|
S4 |
76.405 |
77.181 |
79.667 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.475 |
79.490 |
0.985 |
1.2% |
0.427 |
0.5% |
91% |
True |
False |
31,508 |
10 |
80.475 |
78.915 |
1.560 |
1.9% |
0.407 |
0.5% |
94% |
True |
False |
31,499 |
20 |
80.475 |
78.915 |
1.560 |
1.9% |
0.394 |
0.5% |
94% |
True |
False |
27,837 |
40 |
80.995 |
78.915 |
2.080 |
2.6% |
0.412 |
0.5% |
71% |
False |
False |
25,649 |
60 |
81.700 |
78.915 |
2.785 |
3.5% |
0.399 |
0.5% |
53% |
False |
False |
17,871 |
80 |
81.700 |
78.915 |
2.785 |
3.5% |
0.367 |
0.5% |
53% |
False |
False |
13,425 |
100 |
81.700 |
78.915 |
2.785 |
3.5% |
0.326 |
0.4% |
53% |
False |
False |
10,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.771 |
2.618 |
81.273 |
1.618 |
80.968 |
1.000 |
80.780 |
0.618 |
80.663 |
HIGH |
80.475 |
0.618 |
80.358 |
0.500 |
80.323 |
0.382 |
80.287 |
LOW |
80.170 |
0.618 |
79.982 |
1.000 |
79.865 |
1.618 |
79.677 |
2.618 |
79.372 |
4.250 |
78.874 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
80.367 |
80.269 |
PP |
80.345 |
80.148 |
S1 |
80.323 |
80.028 |
|