ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
83.020 |
82.915 |
-0.105 |
-0.1% |
82.600 |
High |
83.130 |
83.060 |
-0.070 |
-0.1% |
83.160 |
Low |
82.790 |
82.685 |
-0.105 |
-0.1% |
82.165 |
Close |
82.830 |
82.850 |
0.020 |
0.0% |
82.961 |
Range |
0.340 |
0.375 |
0.035 |
10.3% |
0.995 |
ATR |
0.463 |
0.457 |
-0.006 |
-1.4% |
0.000 |
Volume |
13,773 |
17,324 |
3,551 |
25.8% |
14,146 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.990 |
83.795 |
83.056 |
|
R3 |
83.615 |
83.420 |
82.953 |
|
R2 |
83.240 |
83.240 |
82.919 |
|
R1 |
83.045 |
83.045 |
82.884 |
82.955 |
PP |
82.865 |
82.865 |
82.865 |
82.820 |
S1 |
82.670 |
82.670 |
82.816 |
82.580 |
S2 |
82.490 |
82.490 |
82.781 |
|
S3 |
82.115 |
82.295 |
82.747 |
|
S4 |
81.740 |
81.920 |
82.644 |
|
|
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 |
82.175 |
0.985 |
1.2% |
0.576 |
0.7% |
69% |
False |
False |
8,638 |
10 |
83.160 |
81.745 |
1.415 |
1.7% |
0.518 |
0.6% |
78% |
False |
False |
4,673 |
20 |
83.160 |
80.180 |
2.980 |
3.6% |
0.472 |
0.6% |
90% |
False |
False |
2,414 |
40 |
83.160 |
79.090 |
4.070 |
4.9% |
0.379 |
0.5% |
92% |
False |
False |
1,231 |
60 |
83.160 |
79.090 |
4.070 |
4.9% |
0.326 |
0.4% |
92% |
False |
False |
827 |
80 |
83.160 |
79.090 |
4.070 |
4.9% |
0.248 |
0.3% |
92% |
False |
False |
645 |
100 |
83.160 |
79.090 |
4.070 |
4.9% |
0.198 |
0.2% |
92% |
False |
False |
516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.654 |
2.618 |
84.042 |
1.618 |
83.667 |
1.000 |
83.435 |
0.618 |
83.292 |
HIGH |
83.060 |
0.618 |
82.917 |
0.500 |
82.873 |
0.382 |
82.828 |
LOW |
82.685 |
0.618 |
82.453 |
1.000 |
82.310 |
1.618 |
82.078 |
2.618 |
81.703 |
4.250 |
81.091 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.873 |
82.811 |
PP |
82.865 |
82.772 |
S1 |
82.858 |
82.733 |
|