ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.405 |
82.235 |
-0.170 |
-0.2% |
81.890 |
High |
82.515 |
82.865 |
0.350 |
0.4% |
82.795 |
Low |
82.165 |
82.175 |
0.010 |
0.0% |
81.370 |
Close |
82.357 |
82.707 |
0.350 |
0.4% |
82.558 |
Range |
0.350 |
0.690 |
0.340 |
97.1% |
1.425 |
ATR |
0.410 |
0.430 |
0.020 |
4.9% |
0.000 |
Volume |
1,591 |
1,436 |
-155 |
-9.7% |
1,921 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.652 |
84.370 |
83.087 |
|
R3 |
83.962 |
83.680 |
82.897 |
|
R2 |
83.272 |
83.272 |
82.834 |
|
R1 |
82.990 |
82.990 |
82.770 |
83.131 |
PP |
82.582 |
82.582 |
82.582 |
82.653 |
S1 |
82.300 |
82.300 |
82.644 |
82.441 |
S2 |
81.892 |
81.892 |
82.581 |
|
S3 |
81.202 |
81.610 |
82.517 |
|
S4 |
80.512 |
80.920 |
82.328 |
|
|
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 |
82.865 |
81.745 |
1.120 |
1.4% |
0.507 |
0.6% |
86% |
True |
False |
923 |
10 |
82.865 |
81.350 |
1.515 |
1.8% |
0.499 |
0.6% |
90% |
True |
False |
607 |
20 |
82.865 |
79.735 |
3.130 |
3.8% |
0.454 |
0.5% |
95% |
True |
False |
343 |
40 |
82.865 |
79.090 |
3.775 |
4.6% |
0.368 |
0.4% |
96% |
True |
False |
192 |
60 |
82.865 |
79.090 |
3.775 |
4.6% |
0.294 |
0.4% |
96% |
True |
False |
164 |
80 |
82.865 |
79.090 |
3.775 |
4.6% |
0.221 |
0.3% |
96% |
True |
False |
123 |
100 |
82.865 |
79.090 |
3.775 |
4.6% |
0.177 |
0.2% |
96% |
True |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.798 |
2.618 |
84.671 |
1.618 |
83.981 |
1.000 |
83.555 |
0.618 |
83.291 |
HIGH |
82.865 |
0.618 |
82.601 |
0.500 |
82.520 |
0.382 |
82.439 |
LOW |
82.175 |
0.618 |
81.749 |
1.000 |
81.485 |
1.618 |
81.059 |
2.618 |
80.369 |
4.250 |
79.243 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.645 |
82.643 |
PP |
82.582 |
82.579 |
S1 |
82.520 |
82.515 |
|