ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
80.275 |
80.415 |
0.140 |
0.2% |
79.175 |
High |
80.475 |
80.590 |
0.115 |
0.1% |
80.350 |
Low |
80.170 |
79.990 |
-0.180 |
-0.2% |
79.170 |
Close |
80.389 |
80.163 |
-0.226 |
-0.3% |
80.316 |
Range |
0.305 |
0.600 |
0.295 |
96.7% |
1.180 |
ATR |
0.412 |
0.426 |
0.013 |
3.2% |
0.000 |
Volume |
29,299 |
27,874 |
-1,425 |
-4.9% |
155,502 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.048 |
81.705 |
80.493 |
|
R3 |
81.448 |
81.105 |
80.328 |
|
R2 |
80.848 |
80.848 |
80.273 |
|
R1 |
80.505 |
80.505 |
80.218 |
80.377 |
PP |
80.248 |
80.248 |
80.248 |
80.183 |
S1 |
79.905 |
79.905 |
80.108 |
79.777 |
S2 |
79.648 |
79.648 |
80.053 |
|
S3 |
79.048 |
79.305 |
79.998 |
|
S4 |
78.448 |
78.705 |
79.833 |
|
|
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 |
80.590 |
79.530 |
1.060 |
1.3% |
0.482 |
0.6% |
60% |
True |
False |
30,796 |
10 |
80.590 |
78.915 |
1.675 |
2.1% |
0.431 |
0.5% |
75% |
True |
False |
32,180 |
20 |
80.590 |
78.915 |
1.675 |
2.1% |
0.408 |
0.5% |
75% |
True |
False |
27,934 |
40 |
80.995 |
78.915 |
2.080 |
2.6% |
0.421 |
0.5% |
60% |
False |
False |
25,830 |
60 |
81.700 |
78.915 |
2.785 |
3.5% |
0.405 |
0.5% |
45% |
False |
False |
18,334 |
80 |
81.700 |
78.915 |
2.785 |
3.5% |
0.370 |
0.5% |
45% |
False |
False |
13,773 |
100 |
81.700 |
78.915 |
2.785 |
3.5% |
0.332 |
0.4% |
45% |
False |
False |
11,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.140 |
2.618 |
82.161 |
1.618 |
81.561 |
1.000 |
81.190 |
0.618 |
80.961 |
HIGH |
80.590 |
0.618 |
80.361 |
0.500 |
80.290 |
0.382 |
80.219 |
LOW |
79.990 |
0.618 |
79.619 |
1.000 |
79.390 |
1.618 |
79.019 |
2.618 |
78.419 |
4.250 |
77.440 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
80.290 |
80.290 |
PP |
80.248 |
80.248 |
S1 |
80.205 |
80.205 |
|