ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
81.930 |
81.940 |
0.010 |
0.0% |
80.745 |
High |
82.035 |
81.985 |
-0.050 |
-0.1% |
81.700 |
Low |
81.630 |
81.555 |
-0.075 |
-0.1% |
80.350 |
Close |
81.940 |
81.672 |
-0.268 |
-0.3% |
81.585 |
Range |
0.405 |
0.430 |
0.025 |
6.2% |
1.350 |
ATR |
0.473 |
0.470 |
-0.003 |
-0.6% |
0.000 |
Volume |
46,514 |
38,846 |
-7,668 |
-16.5% |
129,578 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.027 |
82.780 |
81.909 |
|
R3 |
82.597 |
82.350 |
81.790 |
|
R2 |
82.167 |
82.167 |
81.751 |
|
R1 |
81.920 |
81.920 |
81.711 |
81.829 |
PP |
81.737 |
81.737 |
81.737 |
81.692 |
S1 |
81.490 |
81.490 |
81.633 |
81.399 |
S2 |
81.307 |
81.307 |
81.593 |
|
S3 |
80.877 |
81.060 |
81.554 |
|
S4 |
80.447 |
80.630 |
81.436 |
|
|
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 |
81.125 |
0.910 |
1.1% |
0.523 |
0.6% |
60% |
False |
False |
41,839 |
10 |
82.035 |
79.915 |
2.120 |
2.6% |
0.503 |
0.6% |
83% |
False |
False |
34,782 |
20 |
82.035 |
78.915 |
3.120 |
3.8% |
0.467 |
0.6% |
88% |
False |
False |
33,481 |
40 |
82.035 |
78.915 |
3.120 |
3.8% |
0.452 |
0.6% |
88% |
False |
False |
29,641 |
60 |
82.035 |
78.915 |
3.120 |
3.8% |
0.436 |
0.5% |
88% |
False |
False |
24,094 |
80 |
82.035 |
78.915 |
3.120 |
3.8% |
0.403 |
0.5% |
88% |
False |
False |
18,116 |
100 |
82.035 |
78.915 |
3.120 |
3.8% |
0.365 |
0.4% |
88% |
False |
False |
14,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.813 |
2.618 |
83.111 |
1.618 |
82.681 |
1.000 |
82.415 |
0.618 |
82.251 |
HIGH |
81.985 |
0.618 |
81.821 |
0.500 |
81.770 |
0.382 |
81.719 |
LOW |
81.555 |
0.618 |
81.289 |
1.000 |
81.125 |
1.618 |
80.859 |
2.618 |
80.429 |
4.250 |
79.728 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
81.770 |
81.648 |
PP |
81.737 |
81.624 |
S1 |
81.705 |
81.600 |
|