ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
80.750 |
80.015 |
-0.735 |
-0.9% |
80.780 |
| High |
80.750 |
80.040 |
-0.710 |
-0.9% |
80.955 |
| Low |
79.945 |
79.645 |
-0.300 |
-0.4% |
79.645 |
| Close |
79.967 |
79.741 |
-0.226 |
-0.3% |
79.741 |
| Range |
0.805 |
0.395 |
-0.410 |
-50.9% |
1.310 |
| ATR |
0.295 |
0.302 |
0.007 |
2.4% |
0.000 |
| Volume |
11 |
27 |
16 |
145.5% |
101 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.994 |
80.762 |
79.958 |
|
| R3 |
80.599 |
80.367 |
79.850 |
|
| R2 |
80.204 |
80.204 |
79.813 |
|
| R1 |
79.972 |
79.972 |
79.777 |
79.891 |
| PP |
79.809 |
79.809 |
79.809 |
79.768 |
| S1 |
79.577 |
79.577 |
79.705 |
79.496 |
| S2 |
79.414 |
79.414 |
79.669 |
|
| S3 |
79.019 |
79.182 |
79.632 |
|
| S4 |
78.624 |
78.787 |
79.524 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.044 |
83.202 |
80.462 |
|
| R3 |
82.734 |
81.892 |
80.101 |
|
| R2 |
81.424 |
81.424 |
79.981 |
|
| R1 |
80.582 |
80.582 |
79.861 |
80.348 |
| PP |
80.114 |
80.114 |
80.114 |
79.997 |
| S1 |
79.272 |
79.272 |
79.621 |
79.038 |
| S2 |
78.804 |
78.804 |
79.501 |
|
| S3 |
77.494 |
77.962 |
79.381 |
|
| S4 |
76.184 |
76.652 |
79.021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.955 |
79.645 |
1.310 |
1.6% |
0.338 |
0.4% |
7% |
False |
True |
20 |
| 10 |
81.120 |
79.580 |
1.540 |
1.9% |
0.298 |
0.4% |
10% |
False |
False |
14 |
| 20 |
81.120 |
79.145 |
1.975 |
2.5% |
0.208 |
0.3% |
30% |
False |
False |
61 |
| 40 |
81.760 |
79.145 |
2.615 |
3.3% |
0.104 |
0.1% |
23% |
False |
False |
55 |
| 60 |
81.760 |
79.145 |
2.615 |
3.3% |
0.069 |
0.1% |
23% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.719 |
|
2.618 |
81.074 |
|
1.618 |
80.679 |
|
1.000 |
80.435 |
|
0.618 |
80.284 |
|
HIGH |
80.040 |
|
0.618 |
79.889 |
|
0.500 |
79.843 |
|
0.382 |
79.796 |
|
LOW |
79.645 |
|
0.618 |
79.401 |
|
1.000 |
79.250 |
|
1.618 |
79.006 |
|
2.618 |
78.611 |
|
4.250 |
77.966 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.843 |
80.263 |
| PP |
79.809 |
80.089 |
| S1 |
79.775 |
79.915 |
|