ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.165 |
82.760 |
0.595 |
0.7% |
82.355 |
High |
82.945 |
82.885 |
-0.060 |
-0.1% |
82.945 |
Low |
82.105 |
82.530 |
0.425 |
0.5% |
81.955 |
Close |
82.731 |
82.580 |
-0.151 |
-0.2% |
82.731 |
Range |
0.840 |
0.355 |
-0.485 |
-57.7% |
0.990 |
ATR |
0.518 |
0.507 |
-0.012 |
-2.3% |
0.000 |
Volume |
39,053 |
31,263 |
-7,790 |
-19.9% |
145,041 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.730 |
83.510 |
82.775 |
|
R3 |
83.375 |
83.155 |
82.678 |
|
R2 |
83.020 |
83.020 |
82.645 |
|
R1 |
82.800 |
82.800 |
82.613 |
82.733 |
PP |
82.665 |
82.665 |
82.665 |
82.631 |
S1 |
82.445 |
82.445 |
82.547 |
82.378 |
S2 |
82.310 |
82.310 |
82.515 |
|
S3 |
81.955 |
82.090 |
82.482 |
|
S4 |
81.600 |
81.735 |
82.385 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.514 |
85.112 |
83.276 |
|
R3 |
84.524 |
84.122 |
83.003 |
|
R2 |
83.534 |
83.534 |
82.913 |
|
R1 |
83.132 |
83.132 |
82.822 |
83.333 |
PP |
82.544 |
82.544 |
82.544 |
82.644 |
S1 |
82.142 |
82.142 |
82.640 |
82.343 |
S2 |
81.554 |
81.554 |
82.550 |
|
S3 |
80.564 |
81.152 |
82.459 |
|
S4 |
79.574 |
80.162 |
82.187 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.945 |
81.955 |
0.990 |
1.2% |
0.566 |
0.7% |
63% |
False |
False |
31,308 |
10 |
82.945 |
81.535 |
1.410 |
1.7% |
0.524 |
0.6% |
74% |
False |
False |
32,448 |
20 |
82.945 |
79.915 |
3.030 |
3.7% |
0.517 |
0.6% |
88% |
False |
False |
32,206 |
40 |
82.945 |
78.915 |
4.030 |
4.9% |
0.459 |
0.6% |
91% |
False |
False |
30,044 |
60 |
82.945 |
78.915 |
4.030 |
4.9% |
0.456 |
0.6% |
91% |
False |
False |
27,778 |
80 |
82.945 |
78.915 |
4.030 |
4.9% |
0.427 |
0.5% |
91% |
False |
False |
21,089 |
100 |
82.945 |
78.915 |
4.030 |
4.9% |
0.396 |
0.5% |
91% |
False |
False |
16,889 |
120 |
82.945 |
78.915 |
4.030 |
4.9% |
0.355 |
0.4% |
91% |
False |
False |
14,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.394 |
2.618 |
83.814 |
1.618 |
83.459 |
1.000 |
83.240 |
0.618 |
83.104 |
HIGH |
82.885 |
0.618 |
82.749 |
0.500 |
82.708 |
0.382 |
82.666 |
LOW |
82.530 |
0.618 |
82.311 |
1.000 |
82.175 |
1.618 |
81.956 |
2.618 |
81.601 |
4.250 |
81.021 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.708 |
82.543 |
PP |
82.665 |
82.507 |
S1 |
82.623 |
82.470 |
|