ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.915 |
82.825 |
-0.090 |
-0.1% |
82.600 |
High |
83.060 |
83.335 |
0.275 |
0.3% |
83.160 |
Low |
82.685 |
82.600 |
-0.085 |
-0.1% |
82.165 |
Close |
82.850 |
83.152 |
0.302 |
0.4% |
82.961 |
Range |
0.375 |
0.735 |
0.360 |
96.0% |
0.995 |
ATR |
0.457 |
0.477 |
0.020 |
4.3% |
0.000 |
Volume |
17,324 |
37,353 |
20,029 |
115.6% |
14,146 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.234 |
84.928 |
83.556 |
|
R3 |
84.499 |
84.193 |
83.354 |
|
R2 |
83.764 |
83.764 |
83.287 |
|
R1 |
83.458 |
83.458 |
83.219 |
83.611 |
PP |
83.029 |
83.029 |
83.029 |
83.106 |
S1 |
82.723 |
82.723 |
83.085 |
82.876 |
S2 |
82.294 |
82.294 |
83.017 |
|
S3 |
81.559 |
81.988 |
82.950 |
|
S4 |
80.824 |
81.253 |
82.748 |
|
|
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 |
83.335 |
82.210 |
1.125 |
1.4% |
0.585 |
0.7% |
84% |
True |
False |
15,822 |
10 |
83.335 |
81.745 |
1.590 |
1.9% |
0.546 |
0.7% |
88% |
True |
False |
8,372 |
20 |
83.335 |
80.310 |
3.025 |
3.6% |
0.498 |
0.6% |
94% |
True |
False |
4,276 |
40 |
83.335 |
79.090 |
4.245 |
5.1% |
0.395 |
0.5% |
96% |
True |
False |
2,164 |
60 |
83.335 |
79.090 |
4.245 |
5.1% |
0.338 |
0.4% |
96% |
True |
False |
1,448 |
80 |
83.335 |
79.090 |
4.245 |
5.1% |
0.257 |
0.3% |
96% |
True |
False |
1,112 |
100 |
83.335 |
79.090 |
4.245 |
5.1% |
0.206 |
0.2% |
96% |
True |
False |
890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.459 |
2.618 |
85.259 |
1.618 |
84.524 |
1.000 |
84.070 |
0.618 |
83.789 |
HIGH |
83.335 |
0.618 |
83.054 |
0.500 |
82.968 |
0.382 |
82.881 |
LOW |
82.600 |
0.618 |
82.146 |
1.000 |
81.865 |
1.618 |
81.411 |
2.618 |
80.676 |
4.250 |
79.476 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.091 |
83.091 |
PP |
83.029 |
83.029 |
S1 |
82.968 |
82.968 |
|