ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.600 |
82.405 |
-0.195 |
-0.2% |
81.890 |
High |
82.720 |
82.515 |
-0.205 |
-0.2% |
82.795 |
Low |
82.450 |
82.165 |
-0.285 |
-0.3% |
81.370 |
Close |
82.465 |
82.357 |
-0.108 |
-0.1% |
82.558 |
Range |
0.270 |
0.350 |
0.080 |
29.6% |
1.425 |
ATR |
0.414 |
0.410 |
-0.005 |
-1.1% |
0.000 |
Volume |
458 |
1,591 |
1,133 |
247.4% |
1,921 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.396 |
83.226 |
82.550 |
|
R3 |
83.046 |
82.876 |
82.453 |
|
R2 |
82.696 |
82.696 |
82.421 |
|
R1 |
82.526 |
82.526 |
82.389 |
82.436 |
PP |
82.346 |
82.346 |
82.346 |
82.301 |
S1 |
82.176 |
82.176 |
82.325 |
82.086 |
S2 |
81.996 |
81.996 |
82.293 |
|
S3 |
81.646 |
81.826 |
82.261 |
|
S4 |
81.296 |
81.476 |
82.165 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.516 |
85.962 |
83.342 |
|
R3 |
85.091 |
84.537 |
82.950 |
|
R2 |
83.666 |
83.666 |
82.819 |
|
R1 |
83.112 |
83.112 |
82.689 |
83.389 |
PP |
82.241 |
82.241 |
82.241 |
82.380 |
S1 |
81.687 |
81.687 |
82.427 |
81.964 |
S2 |
80.816 |
80.816 |
82.297 |
|
S3 |
79.391 |
80.262 |
82.166 |
|
S4 |
77.966 |
78.837 |
81.774 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.795 |
81.745 |
1.050 |
1.3% |
0.459 |
0.6% |
58% |
False |
False |
709 |
10 |
82.795 |
80.550 |
2.245 |
2.7% |
0.515 |
0.6% |
80% |
False |
False |
471 |
20 |
82.795 |
79.640 |
3.155 |
3.8% |
0.439 |
0.5% |
86% |
False |
False |
272 |
40 |
82.795 |
79.090 |
3.705 |
4.5% |
0.352 |
0.4% |
88% |
False |
False |
156 |
60 |
82.795 |
79.090 |
3.705 |
4.5% |
0.283 |
0.3% |
88% |
False |
False |
140 |
80 |
82.795 |
79.090 |
3.705 |
4.5% |
0.212 |
0.3% |
88% |
False |
False |
105 |
100 |
82.795 |
79.090 |
3.705 |
4.5% |
0.170 |
0.2% |
88% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.003 |
2.618 |
83.431 |
1.618 |
83.081 |
1.000 |
82.865 |
0.618 |
82.731 |
HIGH |
82.515 |
0.618 |
82.381 |
0.500 |
82.340 |
0.382 |
82.299 |
LOW |
82.165 |
0.618 |
81.949 |
1.000 |
81.815 |
1.618 |
81.599 |
2.618 |
81.249 |
4.250 |
80.678 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.351 |
82.433 |
PP |
82.346 |
82.407 |
S1 |
82.340 |
82.382 |
|