ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
79.850 |
79.625 |
-0.225 |
-0.3% |
80.185 |
| High |
79.935 |
79.665 |
-0.270 |
-0.3% |
80.225 |
| Low |
79.575 |
79.210 |
-0.365 |
-0.5% |
79.745 |
| Close |
79.624 |
79.326 |
-0.298 |
-0.4% |
79.820 |
| Range |
0.360 |
0.455 |
0.095 |
26.4% |
0.480 |
| ATR |
0.407 |
0.411 |
0.003 |
0.8% |
0.000 |
| Volume |
21,063 |
35,289 |
14,226 |
67.5% |
90,482 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.765 |
80.501 |
79.576 |
|
| R3 |
80.310 |
80.046 |
79.451 |
|
| R2 |
79.855 |
79.855 |
79.409 |
|
| R1 |
79.591 |
79.591 |
79.368 |
79.496 |
| PP |
79.400 |
79.400 |
79.400 |
79.353 |
| S1 |
79.136 |
79.136 |
79.284 |
79.041 |
| S2 |
78.945 |
78.945 |
79.243 |
|
| S3 |
78.490 |
78.681 |
79.201 |
|
| S4 |
78.035 |
78.226 |
79.076 |
|
|
| 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 |
79.210 |
1.015 |
1.3% |
0.351 |
0.4% |
11% |
False |
True |
24,578 |
| 10 |
80.275 |
79.210 |
1.065 |
1.3% |
0.381 |
0.5% |
11% |
False |
True |
23,896 |
| 20 |
80.995 |
79.210 |
1.785 |
2.3% |
0.447 |
0.6% |
6% |
False |
True |
26,977 |
| 40 |
81.055 |
79.015 |
2.040 |
2.6% |
0.422 |
0.5% |
15% |
False |
False |
20,278 |
| 60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.383 |
0.5% |
12% |
False |
False |
13,582 |
| 80 |
81.700 |
79.015 |
2.685 |
3.4% |
0.344 |
0.4% |
12% |
False |
False |
10,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.599 |
|
2.618 |
80.856 |
|
1.618 |
80.401 |
|
1.000 |
80.120 |
|
0.618 |
79.946 |
|
HIGH |
79.665 |
|
0.618 |
79.491 |
|
0.500 |
79.438 |
|
0.382 |
79.384 |
|
LOW |
79.210 |
|
0.618 |
78.929 |
|
1.000 |
78.755 |
|
1.618 |
78.474 |
|
2.618 |
78.019 |
|
4.250 |
77.276 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.438 |
79.603 |
| PP |
79.400 |
79.510 |
| S1 |
79.363 |
79.418 |
|