ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.675 |
82.575 |
-0.100 |
-0.1% |
82.355 |
High |
82.815 |
83.070 |
0.255 |
0.3% |
82.945 |
Low |
82.425 |
82.350 |
-0.075 |
-0.1% |
81.955 |
Close |
82.595 |
82.902 |
0.307 |
0.4% |
82.731 |
Range |
0.390 |
0.720 |
0.330 |
84.6% |
0.990 |
ATR |
0.498 |
0.514 |
0.016 |
3.2% |
0.000 |
Volume |
30,033 |
50,325 |
20,292 |
67.6% |
145,041 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.934 |
84.638 |
83.298 |
|
R3 |
84.214 |
83.918 |
83.100 |
|
R2 |
83.494 |
83.494 |
83.034 |
|
R1 |
83.198 |
83.198 |
82.968 |
83.346 |
PP |
82.774 |
82.774 |
82.774 |
82.848 |
S1 |
82.478 |
82.478 |
82.836 |
82.626 |
S2 |
82.054 |
82.054 |
82.770 |
|
S3 |
81.334 |
81.758 |
82.704 |
|
S4 |
80.614 |
81.038 |
82.506 |
|
|
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 |
83.070 |
81.995 |
1.075 |
1.3% |
0.586 |
0.7% |
84% |
True |
False |
37,168 |
10 |
83.070 |
81.535 |
1.535 |
1.9% |
0.551 |
0.7% |
89% |
True |
False |
31,948 |
20 |
83.070 |
79.915 |
3.155 |
3.8% |
0.527 |
0.6% |
95% |
True |
False |
33,365 |
40 |
83.070 |
78.915 |
4.155 |
5.0% |
0.468 |
0.6% |
96% |
True |
False |
30,649 |
60 |
83.070 |
78.915 |
4.155 |
5.0% |
0.456 |
0.6% |
96% |
True |
False |
28,342 |
80 |
83.070 |
78.915 |
4.155 |
5.0% |
0.435 |
0.5% |
96% |
True |
False |
22,091 |
100 |
83.070 |
78.915 |
4.155 |
5.0% |
0.402 |
0.5% |
96% |
True |
False |
17,691 |
120 |
83.070 |
78.915 |
4.155 |
5.0% |
0.364 |
0.4% |
96% |
True |
False |
14,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.130 |
2.618 |
84.955 |
1.618 |
84.235 |
1.000 |
83.790 |
0.618 |
83.515 |
HIGH |
83.070 |
0.618 |
82.795 |
0.500 |
82.710 |
0.382 |
82.625 |
LOW |
82.350 |
0.618 |
81.905 |
1.000 |
81.630 |
1.618 |
81.185 |
2.618 |
80.465 |
4.250 |
79.290 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.838 |
82.838 |
PP |
82.774 |
82.774 |
S1 |
82.710 |
82.710 |
|