ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
80.480 |
80.745 |
0.265 |
0.3% |
80.275 |
| High |
80.675 |
80.765 |
0.090 |
0.1% |
80.710 |
| Low |
80.305 |
80.505 |
0.200 |
0.2% |
79.915 |
| Close |
80.576 |
80.545 |
-0.031 |
0.0% |
80.576 |
| Range |
0.370 |
0.260 |
-0.110 |
-29.7% |
0.795 |
| ATR |
0.426 |
0.414 |
-0.012 |
-2.8% |
0.000 |
| Volume |
19,401 |
15,642 |
-3,759 |
-19.4% |
139,220 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.385 |
81.225 |
80.688 |
|
| R3 |
81.125 |
80.965 |
80.617 |
|
| R2 |
80.865 |
80.865 |
80.593 |
|
| R1 |
80.705 |
80.705 |
80.569 |
80.655 |
| PP |
80.605 |
80.605 |
80.605 |
80.580 |
| S1 |
80.445 |
80.445 |
80.521 |
80.395 |
| S2 |
80.345 |
80.345 |
80.497 |
|
| S3 |
80.085 |
80.185 |
80.474 |
|
| S4 |
79.825 |
79.925 |
80.402 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.785 |
82.476 |
81.013 |
|
| R3 |
81.990 |
81.681 |
80.795 |
|
| R2 |
81.195 |
81.195 |
80.722 |
|
| R1 |
80.886 |
80.886 |
80.649 |
81.041 |
| PP |
80.400 |
80.400 |
80.400 |
80.478 |
| S1 |
80.091 |
80.091 |
80.503 |
80.246 |
| S2 |
79.605 |
79.605 |
80.430 |
|
| S3 |
78.810 |
79.296 |
80.357 |
|
| S4 |
78.015 |
78.501 |
80.139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.765 |
79.915 |
0.850 |
1.1% |
0.427 |
0.5% |
74% |
True |
False |
25,112 |
| 10 |
80.765 |
79.490 |
1.275 |
1.6% |
0.427 |
0.5% |
83% |
True |
False |
28,310 |
| 20 |
80.765 |
78.915 |
1.850 |
2.3% |
0.400 |
0.5% |
88% |
True |
False |
27,529 |
| 40 |
80.995 |
78.915 |
2.080 |
2.6% |
0.422 |
0.5% |
78% |
False |
False |
25,727 |
| 60 |
81.055 |
78.915 |
2.140 |
2.7% |
0.410 |
0.5% |
76% |
False |
False |
19,950 |
| 80 |
81.700 |
78.915 |
2.785 |
3.5% |
0.375 |
0.5% |
59% |
False |
False |
14,991 |
| 100 |
81.700 |
78.915 |
2.785 |
3.5% |
0.344 |
0.4% |
59% |
False |
False |
12,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.870 |
|
2.618 |
81.446 |
|
1.618 |
81.186 |
|
1.000 |
81.025 |
|
0.618 |
80.926 |
|
HIGH |
80.765 |
|
0.618 |
80.666 |
|
0.500 |
80.635 |
|
0.382 |
80.604 |
|
LOW |
80.505 |
|
0.618 |
80.344 |
|
1.000 |
80.245 |
|
1.618 |
80.084 |
|
2.618 |
79.824 |
|
4.250 |
79.400 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.635 |
80.515 |
| PP |
80.605 |
80.485 |
| S1 |
80.575 |
80.455 |
|