ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.760 |
82.675 |
-0.085 |
-0.1% |
82.355 |
High |
82.885 |
82.815 |
-0.070 |
-0.1% |
82.945 |
Low |
82.530 |
82.425 |
-0.105 |
-0.1% |
81.955 |
Close |
82.580 |
82.595 |
0.015 |
0.0% |
82.731 |
Range |
0.355 |
0.390 |
0.035 |
9.9% |
0.990 |
ATR |
0.507 |
0.498 |
-0.008 |
-1.6% |
0.000 |
Volume |
31,263 |
30,033 |
-1,230 |
-3.9% |
145,041 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.782 |
83.578 |
82.810 |
|
R3 |
83.392 |
83.188 |
82.702 |
|
R2 |
83.002 |
83.002 |
82.667 |
|
R1 |
82.798 |
82.798 |
82.631 |
82.705 |
PP |
82.612 |
82.612 |
82.612 |
82.565 |
S1 |
82.408 |
82.408 |
82.559 |
82.315 |
S2 |
82.222 |
82.222 |
82.524 |
|
S3 |
81.832 |
82.018 |
82.488 |
|
S4 |
81.442 |
81.628 |
82.381 |
|
|
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 |
81.975 |
0.970 |
1.2% |
0.575 |
0.7% |
64% |
False |
False |
32,312 |
10 |
82.945 |
81.535 |
1.410 |
1.7% |
0.522 |
0.6% |
75% |
False |
False |
30,800 |
20 |
82.945 |
79.915 |
3.030 |
3.7% |
0.521 |
0.6% |
88% |
False |
False |
32,242 |
40 |
82.945 |
78.915 |
4.030 |
4.9% |
0.457 |
0.6% |
91% |
False |
False |
30,040 |
60 |
82.945 |
78.915 |
4.030 |
4.9% |
0.448 |
0.5% |
91% |
False |
False |
27,846 |
80 |
82.945 |
78.915 |
4.030 |
4.9% |
0.430 |
0.5% |
91% |
False |
False |
21,464 |
100 |
82.945 |
78.915 |
4.030 |
4.9% |
0.398 |
0.5% |
91% |
False |
False |
17,188 |
120 |
82.945 |
78.915 |
4.030 |
4.9% |
0.358 |
0.4% |
91% |
False |
False |
14,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.473 |
2.618 |
83.836 |
1.618 |
83.446 |
1.000 |
83.205 |
0.618 |
83.056 |
HIGH |
82.815 |
0.618 |
82.666 |
0.500 |
82.620 |
0.382 |
82.574 |
LOW |
82.425 |
0.618 |
82.184 |
1.000 |
82.035 |
1.618 |
81.794 |
2.618 |
81.404 |
4.250 |
80.768 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.620 |
82.572 |
PP |
82.612 |
82.548 |
S1 |
82.603 |
82.525 |
|