ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.355 |
82.210 |
-0.145 |
-0.2% |
81.705 |
High |
82.530 |
82.300 |
-0.230 |
-0.3% |
82.580 |
Low |
82.230 |
81.955 |
-0.275 |
-0.3% |
81.165 |
Close |
82.255 |
82.147 |
-0.108 |
-0.1% |
82.358 |
Range |
0.300 |
0.345 |
0.045 |
15.0% |
1.415 |
ATR |
0.479 |
0.470 |
-0.010 |
-2.0% |
0.000 |
Volume |
19,760 |
25,015 |
5,255 |
26.6% |
199,018 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.169 |
83.003 |
82.337 |
|
R3 |
82.824 |
82.658 |
82.242 |
|
R2 |
82.479 |
82.479 |
82.210 |
|
R1 |
82.313 |
82.313 |
82.179 |
82.224 |
PP |
82.134 |
82.134 |
82.134 |
82.089 |
S1 |
81.968 |
81.968 |
82.115 |
81.879 |
S2 |
81.789 |
81.789 |
82.084 |
|
S3 |
81.444 |
81.623 |
82.052 |
|
S4 |
81.099 |
81.278 |
81.957 |
|
|
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% |
0.469 |
0.6% |
59% |
False |
False |
29,288 |
10 |
82.580 |
80.350 |
2.230 |
2.7% |
0.541 |
0.7% |
81% |
False |
False |
35,772 |
20 |
82.580 |
79.490 |
3.090 |
3.8% |
0.484 |
0.6% |
86% |
False |
False |
32,041 |
40 |
82.580 |
78.915 |
3.665 |
4.5% |
0.450 |
0.5% |
88% |
False |
False |
29,713 |
60 |
82.580 |
78.915 |
3.665 |
4.5% |
0.446 |
0.5% |
88% |
False |
False |
25,841 |
80 |
82.580 |
78.915 |
3.665 |
4.5% |
0.408 |
0.5% |
88% |
False |
False |
19,457 |
100 |
82.580 |
78.915 |
3.665 |
4.5% |
0.379 |
0.5% |
88% |
False |
False |
15,575 |
120 |
82.580 |
78.915 |
3.665 |
4.5% |
0.343 |
0.4% |
88% |
False |
False |
12,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.766 |
2.618 |
83.203 |
1.618 |
82.858 |
1.000 |
82.645 |
0.618 |
82.513 |
HIGH |
82.300 |
0.618 |
82.168 |
0.500 |
82.128 |
0.382 |
82.087 |
LOW |
81.955 |
0.618 |
81.742 |
1.000 |
81.610 |
1.618 |
81.397 |
2.618 |
81.052 |
4.250 |
80.489 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.141 |
82.215 |
PP |
82.134 |
82.192 |
S1 |
82.128 |
82.170 |
|