ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
81.940 |
81.605 |
-0.335 |
-0.4% |
80.745 |
High |
81.985 |
82.075 |
0.090 |
0.1% |
81.700 |
Low |
81.555 |
81.535 |
-0.020 |
0.0% |
80.350 |
Close |
81.672 |
82.003 |
0.331 |
0.4% |
81.585 |
Range |
0.430 |
0.540 |
0.110 |
25.6% |
1.350 |
ATR |
0.470 |
0.475 |
0.005 |
1.1% |
0.000 |
Volume |
38,846 |
27,994 |
-10,852 |
-27.9% |
129,578 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.491 |
83.287 |
82.300 |
|
R3 |
82.951 |
82.747 |
82.152 |
|
R2 |
82.411 |
82.411 |
82.102 |
|
R1 |
82.207 |
82.207 |
82.053 |
82.309 |
PP |
81.871 |
81.871 |
81.871 |
81.922 |
S1 |
81.667 |
81.667 |
81.954 |
81.769 |
S2 |
81.331 |
81.331 |
81.904 |
|
S3 |
80.791 |
81.127 |
81.855 |
|
S4 |
80.251 |
80.587 |
81.706 |
|
|
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 |
82.075 |
81.165 |
0.910 |
1.1% |
0.531 |
0.6% |
92% |
True |
False |
39,500 |
10 |
82.075 |
80.145 |
1.930 |
2.4% |
0.523 |
0.6% |
96% |
True |
False |
34,734 |
20 |
82.075 |
78.915 |
3.160 |
3.9% |
0.471 |
0.6% |
98% |
True |
False |
33,116 |
40 |
82.075 |
78.915 |
3.160 |
3.9% |
0.459 |
0.6% |
98% |
True |
False |
30,046 |
60 |
82.075 |
78.915 |
3.160 |
3.9% |
0.438 |
0.5% |
98% |
True |
False |
24,558 |
80 |
82.075 |
78.915 |
3.160 |
3.9% |
0.405 |
0.5% |
98% |
True |
False |
18,466 |
100 |
82.075 |
78.915 |
3.160 |
3.9% |
0.369 |
0.5% |
98% |
True |
False |
14,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.370 |
2.618 |
83.489 |
1.618 |
82.949 |
1.000 |
82.615 |
0.618 |
82.409 |
HIGH |
82.075 |
0.618 |
81.869 |
0.500 |
81.805 |
0.382 |
81.741 |
LOW |
81.535 |
0.618 |
81.201 |
1.000 |
80.995 |
1.618 |
80.661 |
2.618 |
80.121 |
4.250 |
79.240 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
81.937 |
81.937 |
PP |
81.871 |
81.871 |
S1 |
81.805 |
81.805 |
|