ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
80.880 |
80.750 |
-0.130 |
-0.2% |
79.991 |
| High |
80.880 |
80.750 |
-0.130 |
-0.2% |
81.120 |
| Low |
80.815 |
79.945 |
-0.870 |
-1.1% |
79.580 |
| Close |
80.827 |
79.967 |
-0.860 |
-1.1% |
80.760 |
| Range |
0.065 |
0.805 |
0.740 |
1,138.5% |
1.540 |
| ATR |
0.250 |
0.295 |
0.045 |
18.1% |
0.000 |
| Volume |
1 |
11 |
10 |
1,000.0% |
36 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.636 |
82.106 |
80.410 |
|
| R3 |
81.831 |
81.301 |
80.188 |
|
| R2 |
81.026 |
81.026 |
80.115 |
|
| R1 |
80.496 |
80.496 |
80.041 |
80.359 |
| PP |
80.221 |
80.221 |
80.221 |
80.152 |
| S1 |
79.691 |
79.691 |
79.893 |
79.554 |
| S2 |
79.416 |
79.416 |
79.819 |
|
| S3 |
78.611 |
78.886 |
79.746 |
|
| S4 |
77.806 |
78.081 |
79.524 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.107 |
84.473 |
81.607 |
|
| R3 |
83.567 |
82.933 |
81.184 |
|
| R2 |
82.027 |
82.027 |
81.042 |
|
| R1 |
81.393 |
81.393 |
80.901 |
81.710 |
| PP |
80.487 |
80.487 |
80.487 |
80.645 |
| S1 |
79.853 |
79.853 |
80.619 |
80.170 |
| S2 |
78.947 |
78.947 |
80.478 |
|
| S3 |
77.407 |
78.313 |
80.337 |
|
| S4 |
75.867 |
76.773 |
79.913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.120 |
79.945 |
1.175 |
1.5% |
0.333 |
0.4% |
2% |
False |
True |
19 |
| 10 |
81.120 |
79.580 |
1.540 |
1.9% |
0.259 |
0.3% |
25% |
False |
False |
12 |
| 20 |
81.120 |
79.145 |
1.975 |
2.5% |
0.188 |
0.2% |
42% |
False |
False |
84 |
| 40 |
81.760 |
79.145 |
2.615 |
3.3% |
0.094 |
0.1% |
31% |
False |
False |
55 |
| 60 |
81.760 |
79.145 |
2.615 |
3.3% |
0.063 |
0.1% |
31% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.171 |
|
2.618 |
82.857 |
|
1.618 |
82.052 |
|
1.000 |
81.555 |
|
0.618 |
81.247 |
|
HIGH |
80.750 |
|
0.618 |
80.442 |
|
0.500 |
80.348 |
|
0.382 |
80.253 |
|
LOW |
79.945 |
|
0.618 |
79.448 |
|
1.000 |
79.140 |
|
1.618 |
78.643 |
|
2.618 |
77.838 |
|
4.250 |
76.524 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.348 |
80.413 |
| PP |
80.221 |
80.264 |
| S1 |
80.094 |
80.116 |
|