ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
80.870 |
80.635 |
-0.235 |
-0.3% |
80.430 |
| High |
80.870 |
81.400 |
0.530 |
0.7% |
80.830 |
| Low |
80.680 |
80.550 |
-0.130 |
-0.2% |
80.180 |
| Close |
80.700 |
81.355 |
0.655 |
0.8% |
80.746 |
| Range |
0.190 |
0.850 |
0.660 |
347.4% |
0.650 |
| ATR |
0.315 |
0.353 |
0.038 |
12.2% |
0.000 |
| Volume |
55 |
75 |
20 |
36.4% |
480 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.652 |
83.353 |
81.823 |
|
| R3 |
82.802 |
82.503 |
81.589 |
|
| R2 |
81.952 |
81.952 |
81.511 |
|
| R1 |
81.653 |
81.653 |
81.433 |
81.803 |
| PP |
81.102 |
81.102 |
81.102 |
81.176 |
| S1 |
80.803 |
80.803 |
81.277 |
80.953 |
| S2 |
80.252 |
80.252 |
81.199 |
|
| S3 |
79.402 |
79.953 |
81.121 |
|
| S4 |
78.552 |
79.103 |
80.888 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.535 |
82.291 |
81.104 |
|
| R3 |
81.885 |
81.641 |
80.925 |
|
| R2 |
81.235 |
81.235 |
80.865 |
|
| R1 |
80.991 |
80.991 |
80.806 |
81.113 |
| PP |
80.585 |
80.585 |
80.585 |
80.647 |
| S1 |
80.341 |
80.341 |
80.686 |
80.463 |
| S2 |
79.935 |
79.935 |
80.627 |
|
| S3 |
79.285 |
79.691 |
80.567 |
|
| S4 |
78.635 |
79.041 |
80.389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.400 |
80.310 |
1.090 |
1.3% |
0.408 |
0.5% |
96% |
True |
False |
70 |
| 10 |
81.400 |
79.735 |
1.665 |
2.0% |
0.409 |
0.5% |
97% |
True |
False |
80 |
| 20 |
81.400 |
79.090 |
2.310 |
2.8% |
0.336 |
0.4% |
98% |
True |
False |
63 |
| 40 |
81.400 |
79.090 |
2.310 |
2.8% |
0.291 |
0.4% |
98% |
True |
False |
43 |
| 60 |
81.400 |
79.090 |
2.310 |
2.8% |
0.211 |
0.3% |
98% |
True |
False |
63 |
| 80 |
81.760 |
79.090 |
2.670 |
3.3% |
0.158 |
0.2% |
85% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.013 |
|
2.618 |
83.625 |
|
1.618 |
82.775 |
|
1.000 |
82.250 |
|
0.618 |
81.925 |
|
HIGH |
81.400 |
|
0.618 |
81.075 |
|
0.500 |
80.975 |
|
0.382 |
80.875 |
|
LOW |
80.550 |
|
0.618 |
80.025 |
|
1.000 |
79.700 |
|
1.618 |
79.175 |
|
2.618 |
78.325 |
|
4.250 |
76.938 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
81.228 |
81.228 |
| PP |
81.102 |
81.102 |
| S1 |
80.975 |
80.975 |
|