ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.010 |
82.355 |
0.345 |
0.4% |
81.705 |
High |
82.580 |
82.530 |
-0.050 |
-0.1% |
82.580 |
Low |
81.850 |
82.230 |
0.380 |
0.5% |
81.165 |
Close |
82.358 |
82.255 |
-0.103 |
-0.1% |
82.358 |
Range |
0.730 |
0.300 |
-0.430 |
-58.9% |
1.415 |
ATR |
0.493 |
0.479 |
-0.014 |
-2.8% |
0.000 |
Volume |
34,825 |
19,760 |
-15,065 |
-43.3% |
199,018 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.238 |
83.047 |
82.420 |
|
R3 |
82.938 |
82.747 |
82.338 |
|
R2 |
82.638 |
82.638 |
82.310 |
|
R1 |
82.447 |
82.447 |
82.283 |
82.393 |
PP |
82.338 |
82.338 |
82.338 |
82.311 |
S1 |
82.147 |
82.147 |
82.228 |
82.093 |
S2 |
82.038 |
82.038 |
82.200 |
|
S3 |
81.738 |
81.847 |
82.173 |
|
S4 |
81.438 |
81.547 |
82.090 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.279 |
85.734 |
83.136 |
|
R3 |
84.864 |
84.319 |
82.747 |
|
R2 |
83.449 |
83.449 |
82.617 |
|
R1 |
82.904 |
82.904 |
82.488 |
83.177 |
PP |
82.034 |
82.034 |
82.034 |
82.171 |
S1 |
81.489 |
81.489 |
82.228 |
81.762 |
S2 |
80.619 |
80.619 |
82.099 |
|
S3 |
79.204 |
80.074 |
81.969 |
|
S4 |
77.789 |
78.659 |
81.580 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.580 |
81.535 |
1.045 |
1.3% |
0.481 |
0.6% |
69% |
False |
False |
33,587 |
10 |
82.580 |
80.350 |
2.230 |
2.7% |
0.533 |
0.6% |
85% |
False |
False |
34,835 |
20 |
82.580 |
79.170 |
3.410 |
4.1% |
0.490 |
0.6% |
90% |
False |
False |
32,153 |
40 |
82.580 |
78.915 |
3.665 |
4.5% |
0.454 |
0.6% |
91% |
False |
False |
30,098 |
60 |
82.580 |
78.915 |
3.665 |
4.5% |
0.444 |
0.5% |
91% |
False |
False |
25,438 |
80 |
82.580 |
78.915 |
3.665 |
4.5% |
0.411 |
0.5% |
91% |
False |
False |
19,145 |
100 |
82.580 |
78.915 |
3.665 |
4.5% |
0.376 |
0.5% |
91% |
False |
False |
15,325 |
120 |
82.580 |
78.915 |
3.665 |
4.5% |
0.340 |
0.4% |
91% |
False |
False |
12,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.805 |
2.618 |
83.315 |
1.618 |
83.015 |
1.000 |
82.830 |
0.618 |
82.715 |
HIGH |
82.530 |
0.618 |
82.415 |
0.500 |
82.380 |
0.382 |
82.345 |
LOW |
82.230 |
0.618 |
82.045 |
1.000 |
81.930 |
1.618 |
81.745 |
2.618 |
81.445 |
4.250 |
80.955 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.380 |
82.189 |
PP |
82.338 |
82.123 |
S1 |
82.297 |
82.058 |
|