ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.210 |
82.020 |
-0.190 |
-0.2% |
81.705 |
High |
82.300 |
82.640 |
0.340 |
0.4% |
82.580 |
Low |
81.955 |
81.975 |
0.020 |
0.0% |
81.165 |
Close |
82.147 |
82.507 |
0.360 |
0.4% |
82.358 |
Range |
0.345 |
0.665 |
0.320 |
92.8% |
1.415 |
ATR |
0.470 |
0.484 |
0.014 |
3.0% |
0.000 |
Volume |
25,015 |
26,043 |
1,028 |
4.1% |
199,018 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.369 |
84.103 |
82.873 |
|
R3 |
83.704 |
83.438 |
82.690 |
|
R2 |
83.039 |
83.039 |
82.629 |
|
R1 |
82.773 |
82.773 |
82.568 |
82.906 |
PP |
82.374 |
82.374 |
82.374 |
82.441 |
S1 |
82.108 |
82.108 |
82.446 |
82.241 |
S2 |
81.709 |
81.709 |
82.385 |
|
S3 |
81.044 |
81.443 |
82.324 |
|
S4 |
80.379 |
80.778 |
82.141 |
|
|
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 |
82.640 |
81.535 |
1.105 |
1.3% |
0.516 |
0.6% |
88% |
True |
False |
26,727 |
10 |
82.640 |
81.125 |
1.515 |
1.8% |
0.520 |
0.6% |
91% |
True |
False |
34,283 |
20 |
82.640 |
79.530 |
3.110 |
3.8% |
0.501 |
0.6% |
96% |
True |
False |
31,772 |
40 |
82.640 |
78.915 |
3.725 |
4.5% |
0.455 |
0.6% |
96% |
True |
False |
29,450 |
60 |
82.640 |
78.915 |
3.725 |
4.5% |
0.448 |
0.5% |
96% |
True |
False |
26,252 |
80 |
82.640 |
78.915 |
3.725 |
4.5% |
0.413 |
0.5% |
96% |
True |
False |
19,772 |
100 |
82.640 |
78.915 |
3.725 |
4.5% |
0.385 |
0.5% |
96% |
True |
False |
15,835 |
120 |
82.640 |
78.915 |
3.725 |
4.5% |
0.349 |
0.4% |
96% |
True |
False |
13,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.466 |
2.618 |
84.381 |
1.618 |
83.716 |
1.000 |
83.305 |
0.618 |
83.051 |
HIGH |
82.640 |
0.618 |
82.386 |
0.500 |
82.308 |
0.382 |
82.229 |
LOW |
81.975 |
0.618 |
81.564 |
1.000 |
81.310 |
1.618 |
80.899 |
2.618 |
80.234 |
4.250 |
79.149 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.441 |
82.437 |
PP |
82.374 |
82.367 |
S1 |
82.308 |
82.298 |
|