ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.530 |
82.680 |
0.150 |
0.2% |
82.760 |
High |
82.605 |
82.830 |
0.225 |
0.3% |
83.180 |
Low |
82.060 |
82.545 |
0.485 |
0.6% |
82.060 |
Close |
82.256 |
82.574 |
0.318 |
0.4% |
82.256 |
Range |
0.545 |
0.285 |
-0.260 |
-47.7% |
1.120 |
ATR |
0.533 |
0.536 |
0.003 |
0.6% |
0.000 |
Volume |
15,347 |
675 |
-14,672 |
-95.6% |
163,772 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.505 |
83.324 |
82.731 |
|
R3 |
83.220 |
83.039 |
82.652 |
|
R2 |
82.935 |
82.935 |
82.626 |
|
R1 |
82.754 |
82.754 |
82.600 |
82.702 |
PP |
82.650 |
82.650 |
82.650 |
82.624 |
S1 |
82.469 |
82.469 |
82.548 |
82.417 |
S2 |
82.365 |
82.365 |
82.522 |
|
S3 |
82.080 |
82.184 |
82.496 |
|
S4 |
81.795 |
81.899 |
82.417 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.859 |
85.177 |
82.872 |
|
R3 |
84.739 |
84.057 |
82.564 |
|
R2 |
83.619 |
83.619 |
82.461 |
|
R1 |
82.937 |
82.937 |
82.359 |
82.718 |
PP |
82.499 |
82.499 |
82.499 |
82.389 |
S1 |
81.817 |
81.817 |
82.153 |
81.598 |
S2 |
81.379 |
81.379 |
82.051 |
|
S3 |
80.259 |
80.697 |
81.948 |
|
S4 |
79.139 |
79.577 |
81.640 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.180 |
82.060 |
1.120 |
1.4% |
0.536 |
0.6% |
46% |
False |
False |
26,636 |
10 |
83.180 |
81.955 |
1.225 |
1.5% |
0.551 |
0.7% |
51% |
False |
False |
28,972 |
20 |
83.180 |
80.350 |
2.830 |
3.4% |
0.542 |
0.7% |
79% |
False |
False |
31,904 |
40 |
83.180 |
78.915 |
4.265 |
5.2% |
0.479 |
0.6% |
86% |
False |
False |
29,978 |
60 |
83.180 |
78.915 |
4.265 |
5.2% |
0.464 |
0.6% |
86% |
False |
False |
28,051 |
80 |
83.180 |
78.915 |
4.265 |
5.2% |
0.444 |
0.5% |
86% |
False |
False |
22,746 |
100 |
83.180 |
78.915 |
4.265 |
5.2% |
0.408 |
0.5% |
86% |
False |
False |
18,218 |
120 |
83.180 |
78.915 |
4.265 |
5.2% |
0.377 |
0.5% |
86% |
False |
False |
15,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.041 |
2.618 |
83.576 |
1.618 |
83.291 |
1.000 |
83.115 |
0.618 |
83.006 |
HIGH |
82.830 |
0.618 |
82.721 |
0.500 |
82.688 |
0.382 |
82.654 |
LOW |
82.545 |
0.618 |
82.369 |
1.000 |
82.260 |
1.618 |
82.084 |
2.618 |
81.799 |
4.250 |
81.334 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.688 |
82.620 |
PP |
82.650 |
82.605 |
S1 |
82.612 |
82.589 |
|