ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.335 |
83.020 |
0.685 |
0.8% |
82.600 |
High |
83.160 |
83.130 |
-0.030 |
0.0% |
83.160 |
Low |
82.305 |
82.790 |
0.485 |
0.6% |
82.165 |
Close |
82.961 |
82.830 |
-0.131 |
-0.2% |
82.961 |
Range |
0.855 |
0.340 |
-0.515 |
-60.2% |
0.995 |
ATR |
0.473 |
0.463 |
-0.009 |
-2.0% |
0.000 |
Volume |
7,545 |
13,773 |
6,228 |
82.5% |
14,146 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.937 |
83.723 |
83.017 |
|
R3 |
83.597 |
83.383 |
82.924 |
|
R2 |
83.257 |
83.257 |
82.892 |
|
R1 |
83.043 |
83.043 |
82.861 |
82.980 |
PP |
82.917 |
82.917 |
82.917 |
82.885 |
S1 |
82.703 |
82.703 |
82.799 |
82.640 |
S2 |
82.577 |
82.577 |
82.768 |
|
S3 |
82.237 |
82.363 |
82.737 |
|
S4 |
81.897 |
82.023 |
82.643 |
|
|
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% |
0.571 |
0.7% |
67% |
False |
False |
5,492 |
10 |
83.160 |
81.745 |
1.415 |
1.7% |
0.511 |
0.6% |
77% |
False |
False |
2,965 |
20 |
83.160 |
80.180 |
2.980 |
3.6% |
0.480 |
0.6% |
89% |
False |
False |
1,554 |
40 |
83.160 |
79.090 |
4.070 |
4.9% |
0.377 |
0.5% |
92% |
False |
False |
799 |
60 |
83.160 |
79.090 |
4.070 |
4.9% |
0.324 |
0.4% |
92% |
False |
False |
546 |
80 |
83.160 |
79.090 |
4.070 |
4.9% |
0.243 |
0.3% |
92% |
False |
False |
428 |
100 |
83.160 |
79.090 |
4.070 |
4.9% |
0.195 |
0.2% |
92% |
False |
False |
343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.575 |
2.618 |
84.020 |
1.618 |
83.680 |
1.000 |
83.470 |
0.618 |
83.340 |
HIGH |
83.130 |
0.618 |
83.000 |
0.500 |
82.960 |
0.382 |
82.920 |
LOW |
82.790 |
0.618 |
82.580 |
1.000 |
82.450 |
1.618 |
82.240 |
2.618 |
81.900 |
4.250 |
81.345 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.960 |
82.782 |
PP |
82.917 |
82.733 |
S1 |
82.873 |
82.685 |
|