ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.235 |
82.830 |
0.595 |
0.7% |
81.890 |
High |
82.865 |
82.830 |
-0.035 |
0.0% |
82.795 |
Low |
82.175 |
82.210 |
0.035 |
0.0% |
81.370 |
Close |
82.707 |
82.315 |
-0.392 |
-0.5% |
82.558 |
Range |
0.690 |
0.620 |
-0.070 |
-10.1% |
1.425 |
ATR |
0.430 |
0.443 |
0.014 |
3.2% |
0.000 |
Volume |
1,436 |
3,116 |
1,680 |
117.0% |
1,921 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.312 |
83.933 |
82.656 |
|
R3 |
83.692 |
83.313 |
82.486 |
|
R2 |
83.072 |
83.072 |
82.429 |
|
R1 |
82.693 |
82.693 |
82.372 |
82.573 |
PP |
82.452 |
82.452 |
82.452 |
82.391 |
S1 |
82.073 |
82.073 |
82.258 |
81.953 |
S2 |
81.832 |
81.832 |
82.201 |
|
S3 |
81.212 |
81.453 |
82.145 |
|
S4 |
80.592 |
80.833 |
81.974 |
|
|
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 |
82.070 |
0.795 |
1.0% |
0.531 |
0.6% |
31% |
False |
False |
1,506 |
10 |
82.865 |
81.370 |
1.495 |
1.8% |
0.515 |
0.6% |
63% |
False |
False |
894 |
20 |
82.865 |
80.180 |
2.685 |
3.3% |
0.446 |
0.5% |
80% |
False |
False |
497 |
40 |
82.865 |
79.090 |
3.775 |
4.6% |
0.363 |
0.4% |
85% |
False |
False |
269 |
60 |
82.865 |
79.090 |
3.775 |
4.6% |
0.305 |
0.4% |
85% |
False |
False |
208 |
80 |
82.865 |
79.090 |
3.775 |
4.6% |
0.228 |
0.3% |
85% |
False |
False |
162 |
100 |
82.865 |
79.090 |
3.775 |
4.6% |
0.183 |
0.2% |
85% |
False |
False |
130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.465 |
2.618 |
84.453 |
1.618 |
83.833 |
1.000 |
83.450 |
0.618 |
83.213 |
HIGH |
82.830 |
0.618 |
82.593 |
0.500 |
82.520 |
0.382 |
82.447 |
LOW |
82.210 |
0.618 |
81.827 |
1.000 |
81.590 |
1.618 |
81.207 |
2.618 |
80.587 |
4.250 |
79.575 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.520 |
82.515 |
PP |
82.452 |
82.448 |
S1 |
82.383 |
82.382 |
|