ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
79.700 |
79.720 |
0.020 |
0.0% |
80.780 |
High |
79.820 |
79.995 |
0.175 |
0.2% |
80.955 |
Low |
79.600 |
79.665 |
0.065 |
0.1% |
79.645 |
Close |
79.680 |
79.972 |
0.292 |
0.4% |
79.741 |
Range |
0.220 |
0.330 |
0.110 |
50.0% |
1.310 |
ATR |
0.296 |
0.299 |
0.002 |
0.8% |
0.000 |
Volume |
117 |
32 |
-85 |
-72.6% |
101 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.867 |
80.750 |
80.154 |
|
R3 |
80.537 |
80.420 |
80.063 |
|
R2 |
80.207 |
80.207 |
80.033 |
|
R1 |
80.090 |
80.090 |
80.002 |
80.149 |
PP |
79.877 |
79.877 |
79.877 |
79.907 |
S1 |
79.760 |
79.760 |
79.942 |
79.819 |
S2 |
79.547 |
79.547 |
79.912 |
|
S3 |
79.217 |
79.430 |
79.881 |
|
S4 |
78.887 |
79.100 |
79.791 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.044 |
83.202 |
80.462 |
|
R3 |
82.734 |
81.892 |
80.101 |
|
R2 |
81.424 |
81.424 |
79.981 |
|
R1 |
80.582 |
80.582 |
79.861 |
80.348 |
PP |
80.114 |
80.114 |
80.114 |
79.997 |
S1 |
79.272 |
79.272 |
79.621 |
79.038 |
S2 |
78.804 |
78.804 |
79.501 |
|
S3 |
77.494 |
77.962 |
79.381 |
|
S4 |
76.184 |
76.652 |
79.021 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.880 |
79.600 |
1.280 |
1.6% |
0.363 |
0.5% |
29% |
False |
False |
37 |
10 |
81.120 |
79.580 |
1.540 |
1.9% |
0.345 |
0.4% |
25% |
False |
False |
28 |
20 |
81.120 |
79.145 |
1.975 |
2.5% |
0.220 |
0.3% |
42% |
False |
False |
18 |
40 |
81.430 |
79.145 |
2.285 |
2.9% |
0.118 |
0.1% |
36% |
False |
False |
59 |
60 |
81.760 |
79.145 |
2.615 |
3.3% |
0.078 |
0.1% |
32% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.398 |
2.618 |
80.859 |
1.618 |
80.529 |
1.000 |
80.325 |
0.618 |
80.199 |
HIGH |
79.995 |
0.618 |
79.869 |
0.500 |
79.830 |
0.382 |
79.791 |
LOW |
79.665 |
0.618 |
79.461 |
1.000 |
79.335 |
1.618 |
79.131 |
2.618 |
78.801 |
4.250 |
78.263 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
79.925 |
79.921 |
PP |
79.877 |
79.871 |
S1 |
79.830 |
79.820 |
|