ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
81.175 |
81.485 |
0.310 |
0.4% |
80.745 |
| High |
81.625 |
81.700 |
0.075 |
0.1% |
81.700 |
| Low |
81.125 |
81.260 |
0.135 |
0.2% |
80.350 |
| Close |
81.551 |
81.585 |
0.034 |
0.0% |
81.585 |
| Range |
0.500 |
0.440 |
-0.060 |
-12.0% |
1.350 |
| ATR |
0.451 |
0.450 |
-0.001 |
-0.2% |
0.000 |
| Volume |
39,689 |
33,308 |
-6,381 |
-16.1% |
129,578 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.835 |
82.650 |
81.827 |
|
| R3 |
82.395 |
82.210 |
81.706 |
|
| R2 |
81.955 |
81.955 |
81.666 |
|
| R1 |
81.770 |
81.770 |
81.625 |
81.863 |
| PP |
81.515 |
81.515 |
81.515 |
81.561 |
| S1 |
81.330 |
81.330 |
81.545 |
81.423 |
| S2 |
81.075 |
81.075 |
81.504 |
|
| S3 |
80.635 |
80.890 |
81.464 |
|
| S4 |
80.195 |
80.450 |
81.343 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.262 |
84.773 |
82.328 |
|
| R3 |
83.912 |
83.423 |
81.956 |
|
| R2 |
82.562 |
82.562 |
81.833 |
|
| R1 |
82.073 |
82.073 |
81.709 |
82.318 |
| PP |
81.212 |
81.212 |
81.212 |
81.334 |
| S1 |
80.723 |
80.723 |
81.461 |
80.968 |
| S2 |
79.862 |
79.862 |
81.338 |
|
| S3 |
78.512 |
79.373 |
81.214 |
|
| S4 |
77.162 |
78.023 |
80.843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.700 |
80.305 |
1.395 |
1.7% |
0.490 |
0.6% |
92% |
True |
False |
29,795 |
| 10 |
81.700 |
79.915 |
1.785 |
2.2% |
0.460 |
0.6% |
94% |
True |
False |
29,389 |
| 20 |
81.700 |
78.915 |
2.785 |
3.4% |
0.433 |
0.5% |
96% |
True |
False |
30,104 |
| 40 |
81.700 |
78.915 |
2.785 |
3.4% |
0.440 |
0.5% |
96% |
True |
False |
27,251 |
| 60 |
81.700 |
78.915 |
2.785 |
3.4% |
0.425 |
0.5% |
96% |
True |
False |
21,834 |
| 80 |
81.700 |
78.915 |
2.785 |
3.4% |
0.390 |
0.5% |
96% |
True |
False |
16,415 |
| 100 |
81.700 |
78.915 |
2.785 |
3.4% |
0.354 |
0.4% |
96% |
True |
False |
13,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.570 |
|
2.618 |
82.852 |
|
1.618 |
82.412 |
|
1.000 |
82.140 |
|
0.618 |
81.972 |
|
HIGH |
81.700 |
|
0.618 |
81.532 |
|
0.500 |
81.480 |
|
0.382 |
81.428 |
|
LOW |
81.260 |
|
0.618 |
80.988 |
|
1.000 |
80.820 |
|
1.618 |
80.548 |
|
2.618 |
80.108 |
|
4.250 |
79.390 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
81.550 |
81.398 |
| PP |
81.515 |
81.212 |
| S1 |
81.480 |
81.025 |
|