ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
80.610 |
80.310 |
-0.300 |
-0.4% |
79.735 |
| High |
80.800 |
80.570 |
-0.230 |
-0.3% |
80.995 |
| Low |
80.335 |
80.220 |
-0.115 |
-0.1% |
79.460 |
| Close |
80.369 |
80.445 |
0.076 |
0.1% |
80.610 |
| Range |
0.465 |
0.350 |
-0.115 |
-24.7% |
1.535 |
| ATR |
0.418 |
0.413 |
-0.005 |
-1.2% |
0.000 |
| Volume |
36,588 |
15,517 |
-21,071 |
-57.6% |
104,699 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.462 |
81.303 |
80.638 |
|
| R3 |
81.112 |
80.953 |
80.541 |
|
| R2 |
80.762 |
80.762 |
80.509 |
|
| R1 |
80.603 |
80.603 |
80.477 |
80.683 |
| PP |
80.412 |
80.412 |
80.412 |
80.451 |
| S1 |
80.253 |
80.253 |
80.413 |
80.333 |
| S2 |
80.062 |
80.062 |
80.381 |
|
| S3 |
79.712 |
79.903 |
80.349 |
|
| S4 |
79.362 |
79.553 |
80.253 |
|
|
| 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% |
0.507 |
0.6% |
64% |
False |
False |
29,005 |
| 10 |
80.995 |
79.420 |
1.575 |
2.0% |
0.434 |
0.5% |
65% |
False |
False |
20,567 |
| 20 |
80.995 |
79.015 |
1.980 |
2.5% |
0.417 |
0.5% |
72% |
False |
False |
20,520 |
| 40 |
81.700 |
79.015 |
2.685 |
3.3% |
0.370 |
0.5% |
53% |
False |
False |
10,480 |
| 60 |
81.700 |
79.015 |
2.685 |
3.3% |
0.340 |
0.4% |
53% |
False |
False |
7,017 |
| 80 |
81.700 |
79.015 |
2.685 |
3.3% |
0.287 |
0.4% |
53% |
False |
False |
5,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.058 |
|
2.618 |
81.486 |
|
1.618 |
81.136 |
|
1.000 |
80.920 |
|
0.618 |
80.786 |
|
HIGH |
80.570 |
|
0.618 |
80.436 |
|
0.500 |
80.395 |
|
0.382 |
80.354 |
|
LOW |
80.220 |
|
0.618 |
80.004 |
|
1.000 |
79.870 |
|
1.618 |
79.654 |
|
2.618 |
79.304 |
|
4.250 |
78.733 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.428 |
80.608 |
| PP |
80.412 |
80.553 |
| S1 |
80.395 |
80.499 |
|