ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.830 |
82.335 |
-0.495 |
-0.6% |
82.600 |
High |
82.830 |
83.160 |
0.330 |
0.4% |
83.160 |
Low |
82.210 |
82.305 |
0.095 |
0.1% |
82.165 |
Close |
82.315 |
82.961 |
0.646 |
0.8% |
82.961 |
Range |
0.620 |
0.855 |
0.235 |
37.9% |
0.995 |
ATR |
0.443 |
0.473 |
0.029 |
6.6% |
0.000 |
Volume |
3,116 |
7,545 |
4,429 |
142.1% |
14,146 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.374 |
85.022 |
83.431 |
|
R3 |
84.519 |
84.167 |
83.196 |
|
R2 |
83.664 |
83.664 |
83.118 |
|
R1 |
83.312 |
83.312 |
83.039 |
83.488 |
PP |
82.809 |
82.809 |
82.809 |
82.897 |
S1 |
82.457 |
82.457 |
82.883 |
82.633 |
S2 |
81.954 |
81.954 |
82.804 |
|
S3 |
81.099 |
81.602 |
82.726 |
|
S4 |
80.244 |
80.747 |
82.491 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.747 |
85.349 |
83.508 |
|
R3 |
84.752 |
84.354 |
83.235 |
|
R2 |
83.757 |
83.757 |
83.143 |
|
R1 |
83.359 |
83.359 |
83.052 |
83.558 |
PP |
82.762 |
82.762 |
82.762 |
82.862 |
S1 |
82.364 |
82.364 |
82.870 |
82.563 |
S2 |
81.767 |
81.767 |
82.779 |
|
S3 |
80.772 |
81.369 |
82.687 |
|
S4 |
79.777 |
80.374 |
82.414 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.160 |
82.165 |
0.995 |
1.2% |
0.557 |
0.7% |
80% |
True |
False |
2,829 |
10 |
83.160 |
81.370 |
1.790 |
2.2% |
0.559 |
0.7% |
89% |
True |
False |
1,606 |
20 |
83.160 |
80.180 |
2.980 |
3.6% |
0.473 |
0.6% |
93% |
True |
False |
872 |
40 |
83.160 |
79.090 |
4.070 |
4.9% |
0.374 |
0.5% |
95% |
True |
False |
457 |
60 |
83.160 |
79.090 |
4.070 |
4.9% |
0.319 |
0.4% |
95% |
True |
False |
325 |
80 |
83.160 |
79.090 |
4.070 |
4.9% |
0.239 |
0.3% |
95% |
True |
False |
256 |
100 |
83.160 |
79.090 |
4.070 |
4.9% |
0.191 |
0.2% |
95% |
True |
False |
206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.794 |
2.618 |
85.398 |
1.618 |
84.543 |
1.000 |
84.015 |
0.618 |
83.688 |
HIGH |
83.160 |
0.618 |
82.833 |
0.500 |
82.733 |
0.382 |
82.632 |
LOW |
82.305 |
0.618 |
81.777 |
1.000 |
81.450 |
1.618 |
80.922 |
2.618 |
80.067 |
4.250 |
78.671 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.885 |
82.863 |
PP |
82.809 |
82.765 |
S1 |
82.733 |
82.668 |
|