ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
79.310 |
79.865 |
0.555 |
0.7% |
80.020 |
| High |
79.700 |
79.920 |
0.220 |
0.3% |
80.120 |
| Low |
79.310 |
79.700 |
0.390 |
0.5% |
79.090 |
| Close |
79.703 |
79.678 |
-0.025 |
0.0% |
79.265 |
| Range |
0.390 |
0.220 |
-0.170 |
-43.6% |
1.030 |
| ATR |
0.281 |
0.276 |
-0.004 |
-1.5% |
0.000 |
| Volume |
135 |
28 |
-107 |
-79.3% |
260 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.426 |
80.272 |
79.799 |
|
| R3 |
80.206 |
80.052 |
79.739 |
|
| R2 |
79.986 |
79.986 |
79.718 |
|
| R1 |
79.832 |
79.832 |
79.698 |
79.799 |
| PP |
79.766 |
79.766 |
79.766 |
79.750 |
| S1 |
79.612 |
79.612 |
79.658 |
79.579 |
| S2 |
79.546 |
79.546 |
79.638 |
|
| S3 |
79.326 |
79.392 |
79.618 |
|
| S4 |
79.106 |
79.172 |
79.557 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.582 |
81.953 |
79.832 |
|
| R3 |
81.552 |
80.923 |
79.548 |
|
| R2 |
80.522 |
80.522 |
79.454 |
|
| R1 |
79.893 |
79.893 |
79.359 |
79.693 |
| PP |
79.492 |
79.492 |
79.492 |
79.391 |
| S1 |
78.863 |
78.863 |
79.171 |
78.663 |
| S2 |
78.462 |
78.462 |
79.076 |
|
| S3 |
77.432 |
77.833 |
78.982 |
|
| S4 |
76.402 |
76.803 |
78.699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.920 |
79.090 |
0.830 |
1.0% |
0.306 |
0.4% |
71% |
True |
False |
62 |
| 10 |
80.290 |
79.090 |
1.200 |
1.5% |
0.255 |
0.3% |
49% |
False |
False |
50 |
| 20 |
80.880 |
79.090 |
1.790 |
2.2% |
0.265 |
0.3% |
33% |
False |
False |
39 |
| 40 |
81.120 |
79.090 |
2.030 |
2.5% |
0.205 |
0.3% |
29% |
False |
False |
74 |
| 60 |
81.760 |
79.090 |
2.670 |
3.4% |
0.137 |
0.2% |
22% |
False |
False |
50 |
| 80 |
81.760 |
79.090 |
2.670 |
3.4% |
0.102 |
0.1% |
22% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.855 |
|
2.618 |
80.496 |
|
1.618 |
80.276 |
|
1.000 |
80.140 |
|
0.618 |
80.056 |
|
HIGH |
79.920 |
|
0.618 |
79.836 |
|
0.500 |
79.810 |
|
0.382 |
79.784 |
|
LOW |
79.700 |
|
0.618 |
79.564 |
|
1.000 |
79.480 |
|
1.618 |
79.344 |
|
2.618 |
79.124 |
|
4.250 |
78.765 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.810 |
79.620 |
| PP |
79.766 |
79.563 |
| S1 |
79.722 |
79.505 |
|