ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
81.705 |
81.930 |
0.225 |
0.3% |
80.745 |
| High |
82.005 |
82.035 |
0.030 |
0.0% |
81.700 |
| Low |
81.165 |
81.630 |
0.465 |
0.6% |
80.350 |
| Close |
81.777 |
81.940 |
0.163 |
0.2% |
81.585 |
| Range |
0.840 |
0.405 |
-0.435 |
-51.8% |
1.350 |
| ATR |
0.478 |
0.473 |
-0.005 |
-1.1% |
0.000 |
| Volume |
50,839 |
46,514 |
-4,325 |
-8.5% |
129,578 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.083 |
82.917 |
82.163 |
|
| R3 |
82.678 |
82.512 |
82.051 |
|
| R2 |
82.273 |
82.273 |
82.014 |
|
| R1 |
82.107 |
82.107 |
81.977 |
82.190 |
| PP |
81.868 |
81.868 |
81.868 |
81.910 |
| S1 |
81.702 |
81.702 |
81.903 |
81.785 |
| S2 |
81.463 |
81.463 |
81.866 |
|
| S3 |
81.058 |
81.297 |
81.829 |
|
| S4 |
80.653 |
80.892 |
81.717 |
|
|
| 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 |
82.035 |
80.350 |
1.685 |
2.1% |
0.613 |
0.7% |
94% |
True |
False |
42,257 |
| 10 |
82.035 |
79.915 |
2.120 |
2.6% |
0.520 |
0.6% |
96% |
True |
False |
33,685 |
| 20 |
82.035 |
78.915 |
3.120 |
3.8% |
0.464 |
0.6% |
97% |
True |
False |
32,592 |
| 40 |
82.035 |
78.915 |
3.120 |
3.8% |
0.451 |
0.5% |
97% |
True |
False |
29,052 |
| 60 |
82.035 |
78.915 |
3.120 |
3.8% |
0.433 |
0.5% |
97% |
True |
False |
23,451 |
| 80 |
82.035 |
78.915 |
3.120 |
3.8% |
0.400 |
0.5% |
97% |
True |
False |
17,631 |
| 100 |
82.035 |
78.915 |
3.120 |
3.8% |
0.366 |
0.4% |
97% |
True |
False |
14,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.756 |
|
2.618 |
83.095 |
|
1.618 |
82.690 |
|
1.000 |
82.440 |
|
0.618 |
82.285 |
|
HIGH |
82.035 |
|
0.618 |
81.880 |
|
0.500 |
81.833 |
|
0.382 |
81.785 |
|
LOW |
81.630 |
|
0.618 |
81.380 |
|
1.000 |
81.225 |
|
1.618 |
80.975 |
|
2.618 |
80.570 |
|
4.250 |
79.909 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
81.904 |
81.827 |
| PP |
81.868 |
81.713 |
| S1 |
81.833 |
81.600 |
|