ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.575 |
82.915 |
0.340 |
0.4% |
82.355 |
High |
83.070 |
83.180 |
0.110 |
0.1% |
82.945 |
Low |
82.350 |
82.440 |
0.090 |
0.1% |
81.955 |
Close |
82.902 |
82.623 |
-0.279 |
-0.3% |
82.731 |
Range |
0.720 |
0.740 |
0.020 |
2.8% |
0.990 |
ATR |
0.514 |
0.530 |
0.016 |
3.1% |
0.000 |
Volume |
50,325 |
36,804 |
-13,521 |
-26.9% |
145,041 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.968 |
84.535 |
83.030 |
|
R3 |
84.228 |
83.795 |
82.827 |
|
R2 |
83.488 |
83.488 |
82.759 |
|
R1 |
83.055 |
83.055 |
82.691 |
82.902 |
PP |
82.748 |
82.748 |
82.748 |
82.671 |
S1 |
82.315 |
82.315 |
82.555 |
82.162 |
S2 |
82.008 |
82.008 |
82.487 |
|
S3 |
81.268 |
81.575 |
82.420 |
|
S4 |
80.528 |
80.835 |
82.216 |
|
|
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 |
83.180 |
82.105 |
1.075 |
1.3% |
0.609 |
0.7% |
48% |
True |
False |
37,495 |
10 |
83.180 |
81.850 |
1.330 |
1.6% |
0.571 |
0.7% |
58% |
True |
False |
32,829 |
20 |
83.180 |
80.145 |
3.035 |
3.7% |
0.547 |
0.7% |
82% |
True |
False |
33,781 |
40 |
83.180 |
78.915 |
4.265 |
5.2% |
0.474 |
0.6% |
87% |
True |
False |
30,739 |
60 |
83.180 |
78.915 |
4.265 |
5.2% |
0.461 |
0.6% |
87% |
True |
False |
28,454 |
80 |
83.180 |
78.915 |
4.265 |
5.2% |
0.441 |
0.5% |
87% |
True |
False |
22,550 |
100 |
83.180 |
78.915 |
4.265 |
5.2% |
0.406 |
0.5% |
87% |
True |
False |
18,058 |
120 |
83.180 |
78.915 |
4.265 |
5.2% |
0.370 |
0.4% |
87% |
True |
False |
15,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.325 |
2.618 |
85.117 |
1.618 |
84.377 |
1.000 |
83.920 |
0.618 |
83.637 |
HIGH |
83.180 |
0.618 |
82.897 |
0.500 |
82.810 |
0.382 |
82.723 |
LOW |
82.440 |
0.618 |
81.983 |
1.000 |
81.700 |
1.618 |
81.243 |
2.618 |
80.503 |
4.250 |
79.295 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.810 |
82.765 |
PP |
82.748 |
82.718 |
S1 |
82.685 |
82.670 |
|