ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
80.460 |
81.175 |
0.715 |
0.9% |
80.275 |
High |
81.230 |
81.625 |
0.395 |
0.5% |
80.710 |
Low |
80.350 |
81.125 |
0.775 |
1.0% |
79.915 |
Close |
81.155 |
81.551 |
0.396 |
0.5% |
80.576 |
Range |
0.880 |
0.500 |
-0.380 |
-43.2% |
0.795 |
ATR |
0.447 |
0.451 |
0.004 |
0.8% |
0.000 |
Volume |
40,939 |
39,689 |
-1,250 |
-3.1% |
139,220 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.934 |
82.742 |
81.826 |
|
R3 |
82.434 |
82.242 |
81.689 |
|
R2 |
81.934 |
81.934 |
81.643 |
|
R1 |
81.742 |
81.742 |
81.597 |
81.838 |
PP |
81.434 |
81.434 |
81.434 |
81.482 |
S1 |
81.242 |
81.242 |
81.505 |
81.338 |
S2 |
80.934 |
80.934 |
81.459 |
|
S3 |
80.434 |
80.742 |
81.414 |
|
S4 |
79.934 |
80.242 |
81.276 |
|
|
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 |
81.625 |
80.145 |
1.480 |
1.8% |
0.515 |
0.6% |
95% |
True |
False |
29,969 |
10 |
81.625 |
79.580 |
2.045 |
2.5% |
0.493 |
0.6% |
96% |
True |
False |
30,701 |
20 |
81.625 |
78.915 |
2.710 |
3.3% |
0.426 |
0.5% |
97% |
True |
False |
29,386 |
40 |
81.625 |
78.915 |
2.710 |
3.3% |
0.438 |
0.5% |
97% |
True |
False |
26,625 |
60 |
81.625 |
78.915 |
2.710 |
3.3% |
0.421 |
0.5% |
97% |
True |
False |
21,289 |
80 |
81.700 |
78.915 |
2.785 |
3.4% |
0.385 |
0.5% |
95% |
False |
False |
15,999 |
100 |
81.700 |
78.915 |
2.785 |
3.4% |
0.351 |
0.4% |
95% |
False |
False |
12,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.750 |
2.618 |
82.934 |
1.618 |
82.434 |
1.000 |
82.125 |
0.618 |
81.934 |
HIGH |
81.625 |
0.618 |
81.434 |
0.500 |
81.375 |
0.382 |
81.316 |
LOW |
81.125 |
0.618 |
80.816 |
1.000 |
80.625 |
1.618 |
80.316 |
2.618 |
79.816 |
4.250 |
79.000 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
81.492 |
81.363 |
PP |
81.434 |
81.175 |
S1 |
81.375 |
80.988 |
|