ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
79.840 |
79.850 |
0.010 |
0.0% |
80.185 |
| High |
79.995 |
79.935 |
-0.060 |
-0.1% |
80.225 |
| Low |
79.785 |
79.575 |
-0.210 |
-0.3% |
79.745 |
| Close |
79.868 |
79.624 |
-0.244 |
-0.3% |
79.820 |
| Range |
0.210 |
0.360 |
0.150 |
71.4% |
0.480 |
| ATR |
0.411 |
0.407 |
-0.004 |
-0.9% |
0.000 |
| Volume |
19,551 |
21,063 |
1,512 |
7.7% |
90,482 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.791 |
80.568 |
79.822 |
|
| R3 |
80.431 |
80.208 |
79.723 |
|
| R2 |
80.071 |
80.071 |
79.690 |
|
| R1 |
79.848 |
79.848 |
79.657 |
79.780 |
| PP |
79.711 |
79.711 |
79.711 |
79.677 |
| S1 |
79.488 |
79.488 |
79.591 |
79.420 |
| S2 |
79.351 |
79.351 |
79.558 |
|
| S3 |
78.991 |
79.128 |
79.525 |
|
| S4 |
78.631 |
78.768 |
79.426 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.370 |
81.075 |
80.084 |
|
| R3 |
80.890 |
80.595 |
79.952 |
|
| R2 |
80.410 |
80.410 |
79.908 |
|
| R1 |
80.115 |
80.115 |
79.864 |
80.023 |
| PP |
79.930 |
79.930 |
79.930 |
79.884 |
| S1 |
79.635 |
79.635 |
79.776 |
79.543 |
| S2 |
79.450 |
79.450 |
79.732 |
|
| S3 |
78.970 |
79.155 |
79.688 |
|
| S4 |
78.490 |
78.675 |
79.556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.225 |
79.575 |
0.650 |
0.8% |
0.351 |
0.4% |
8% |
False |
True |
21,272 |
| 10 |
80.275 |
79.435 |
0.840 |
1.1% |
0.386 |
0.5% |
23% |
False |
False |
23,688 |
| 20 |
80.995 |
79.405 |
1.590 |
2.0% |
0.438 |
0.5% |
14% |
False |
False |
25,801 |
| 40 |
81.055 |
79.015 |
2.040 |
2.6% |
0.420 |
0.5% |
30% |
False |
False |
19,401 |
| 60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.382 |
0.5% |
23% |
False |
False |
12,994 |
| 80 |
81.700 |
79.015 |
2.685 |
3.4% |
0.340 |
0.4% |
23% |
False |
False |
9,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.465 |
|
2.618 |
80.877 |
|
1.618 |
80.517 |
|
1.000 |
80.295 |
|
0.618 |
80.157 |
|
HIGH |
79.935 |
|
0.618 |
79.797 |
|
0.500 |
79.755 |
|
0.382 |
79.713 |
|
LOW |
79.575 |
|
0.618 |
79.353 |
|
1.000 |
79.215 |
|
1.618 |
78.993 |
|
2.618 |
78.633 |
|
4.250 |
78.045 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.755 |
79.875 |
| PP |
79.711 |
79.791 |
| S1 |
79.668 |
79.708 |
|