ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
80.180 |
80.480 |
0.300 |
0.4% |
80.275 |
High |
80.710 |
80.675 |
-0.035 |
0.0% |
80.710 |
Low |
80.145 |
80.305 |
0.160 |
0.2% |
79.915 |
Close |
80.538 |
80.576 |
0.038 |
0.0% |
80.576 |
Range |
0.565 |
0.370 |
-0.195 |
-34.5% |
0.795 |
ATR |
0.430 |
0.426 |
-0.004 |
-1.0% |
0.000 |
Volume |
34,174 |
19,401 |
-14,773 |
-43.2% |
139,220 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.629 |
81.472 |
80.780 |
|
R3 |
81.259 |
81.102 |
80.678 |
|
R2 |
80.889 |
80.889 |
80.644 |
|
R1 |
80.732 |
80.732 |
80.610 |
80.811 |
PP |
80.519 |
80.519 |
80.519 |
80.558 |
S1 |
80.362 |
80.362 |
80.542 |
80.441 |
S2 |
80.149 |
80.149 |
80.508 |
|
S3 |
79.779 |
79.992 |
80.474 |
|
S4 |
79.409 |
79.622 |
80.373 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.785 |
82.476 |
81.013 |
|
R3 |
81.990 |
81.681 |
80.795 |
|
R2 |
81.195 |
81.195 |
80.722 |
|
R1 |
80.886 |
80.886 |
80.649 |
81.041 |
PP |
80.400 |
80.400 |
80.400 |
80.478 |
S1 |
80.091 |
80.091 |
80.503 |
80.246 |
S2 |
79.605 |
79.605 |
80.430 |
|
S3 |
78.810 |
79.296 |
80.357 |
|
S4 |
78.015 |
78.501 |
80.139 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.710 |
79.915 |
0.795 |
1.0% |
0.436 |
0.5% |
83% |
False |
False |
27,844 |
10 |
80.710 |
79.170 |
1.540 |
1.9% |
0.448 |
0.6% |
91% |
False |
False |
29,472 |
20 |
80.710 |
78.915 |
1.795 |
2.2% |
0.416 |
0.5% |
93% |
False |
False |
28,052 |
40 |
80.995 |
78.915 |
2.080 |
2.6% |
0.425 |
0.5% |
80% |
False |
False |
26,125 |
60 |
81.420 |
78.915 |
2.505 |
3.1% |
0.411 |
0.5% |
66% |
False |
False |
19,693 |
80 |
81.700 |
78.915 |
2.785 |
3.5% |
0.375 |
0.5% |
60% |
False |
False |
14,797 |
100 |
81.700 |
78.915 |
2.785 |
3.5% |
0.344 |
0.4% |
60% |
False |
False |
11,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.248 |
2.618 |
81.644 |
1.618 |
81.274 |
1.000 |
81.045 |
0.618 |
80.904 |
HIGH |
80.675 |
0.618 |
80.534 |
0.500 |
80.490 |
0.382 |
80.446 |
LOW |
80.305 |
0.618 |
80.076 |
1.000 |
79.935 |
1.618 |
79.706 |
2.618 |
79.336 |
4.250 |
78.733 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
80.547 |
80.488 |
PP |
80.519 |
80.400 |
S1 |
80.490 |
80.313 |
|