ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
80.745 |
80.460 |
-0.285 |
-0.4% |
80.275 |
High |
80.765 |
81.230 |
0.465 |
0.6% |
80.710 |
Low |
80.505 |
80.350 |
-0.155 |
-0.2% |
79.915 |
Close |
80.545 |
81.155 |
0.610 |
0.8% |
80.576 |
Range |
0.260 |
0.880 |
0.620 |
238.5% |
0.795 |
ATR |
0.414 |
0.447 |
0.033 |
8.0% |
0.000 |
Volume |
15,642 |
40,939 |
25,297 |
161.7% |
139,220 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.552 |
83.233 |
81.639 |
|
R3 |
82.672 |
82.353 |
81.397 |
|
R2 |
81.792 |
81.792 |
81.316 |
|
R1 |
81.473 |
81.473 |
81.236 |
81.633 |
PP |
80.912 |
80.912 |
80.912 |
80.991 |
S1 |
80.593 |
80.593 |
81.074 |
80.753 |
S2 |
80.032 |
80.032 |
80.994 |
|
S3 |
79.152 |
79.713 |
80.913 |
|
S4 |
78.272 |
78.833 |
80.671 |
|
|
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 |
81.230 |
79.915 |
1.315 |
1.6% |
0.483 |
0.6% |
94% |
True |
False |
27,725 |
10 |
81.230 |
79.530 |
1.700 |
2.1% |
0.483 |
0.6% |
96% |
True |
False |
29,261 |
20 |
81.230 |
78.915 |
2.315 |
2.9% |
0.424 |
0.5% |
97% |
True |
False |
28,339 |
40 |
81.230 |
78.915 |
2.315 |
2.9% |
0.435 |
0.5% |
97% |
True |
False |
26,201 |
60 |
81.230 |
78.915 |
2.315 |
2.9% |
0.421 |
0.5% |
97% |
True |
False |
20,630 |
80 |
81.700 |
78.915 |
2.785 |
3.4% |
0.382 |
0.5% |
80% |
False |
False |
15,503 |
100 |
81.700 |
78.915 |
2.785 |
3.4% |
0.349 |
0.4% |
80% |
False |
False |
12,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.970 |
2.618 |
83.534 |
1.618 |
82.654 |
1.000 |
82.110 |
0.618 |
81.774 |
HIGH |
81.230 |
0.618 |
80.894 |
0.500 |
80.790 |
0.382 |
80.686 |
LOW |
80.350 |
0.618 |
79.806 |
1.000 |
79.470 |
1.618 |
78.926 |
2.618 |
78.046 |
4.250 |
76.610 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
81.033 |
81.026 |
PP |
80.912 |
80.897 |
S1 |
80.790 |
80.768 |
|