ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
79.930 |
80.770 |
0.840 |
1.1% |
79.735 |
| High |
80.595 |
80.995 |
0.400 |
0.5% |
80.995 |
| Low |
79.920 |
80.520 |
0.600 |
0.8% |
79.460 |
| Close |
80.515 |
80.610 |
0.095 |
0.1% |
80.610 |
| Range |
0.675 |
0.475 |
-0.200 |
-29.6% |
1.535 |
| ATR |
0.409 |
0.414 |
0.005 |
1.2% |
0.000 |
| Volume |
33,634 |
40,388 |
6,754 |
20.1% |
104,699 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.133 |
81.847 |
80.871 |
|
| R3 |
81.658 |
81.372 |
80.741 |
|
| R2 |
81.183 |
81.183 |
80.697 |
|
| R1 |
80.897 |
80.897 |
80.654 |
80.803 |
| PP |
80.708 |
80.708 |
80.708 |
80.661 |
| S1 |
80.422 |
80.422 |
80.566 |
80.328 |
| S2 |
80.233 |
80.233 |
80.523 |
|
| S3 |
79.758 |
79.947 |
80.479 |
|
| S4 |
79.283 |
79.472 |
80.349 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.960 |
84.320 |
81.454 |
|
| R3 |
83.425 |
82.785 |
81.032 |
|
| R2 |
81.890 |
81.890 |
80.891 |
|
| R1 |
81.250 |
81.250 |
80.751 |
81.570 |
| PP |
80.355 |
80.355 |
80.355 |
80.515 |
| S1 |
79.715 |
79.715 |
80.469 |
80.035 |
| S2 |
78.820 |
78.820 |
80.329 |
|
| S3 |
77.285 |
78.180 |
80.188 |
|
| S4 |
75.750 |
76.645 |
79.766 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.995 |
79.460 |
1.535 |
1.9% |
0.471 |
0.6% |
75% |
True |
False |
23,998 |
| 10 |
80.995 |
79.065 |
1.930 |
2.4% |
0.428 |
0.5% |
80% |
True |
False |
19,826 |
| 20 |
81.055 |
79.015 |
2.040 |
2.5% |
0.438 |
0.5% |
78% |
False |
False |
18,095 |
| 40 |
81.700 |
79.015 |
2.685 |
3.3% |
0.365 |
0.5% |
59% |
False |
False |
9,200 |
| 60 |
81.700 |
79.015 |
2.685 |
3.3% |
0.332 |
0.4% |
59% |
False |
False |
6,149 |
| 80 |
81.700 |
78.945 |
2.755 |
3.4% |
0.290 |
0.4% |
60% |
False |
False |
4,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.014 |
|
2.618 |
82.239 |
|
1.618 |
81.764 |
|
1.000 |
81.470 |
|
0.618 |
81.289 |
|
HIGH |
80.995 |
|
0.618 |
80.814 |
|
0.500 |
80.758 |
|
0.382 |
80.701 |
|
LOW |
80.520 |
|
0.618 |
80.226 |
|
1.000 |
80.045 |
|
1.618 |
79.751 |
|
2.618 |
79.276 |
|
4.250 |
78.501 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.758 |
80.483 |
| PP |
80.708 |
80.355 |
| S1 |
80.659 |
80.228 |
|