ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.825 |
83.160 |
0.335 |
0.4% |
82.600 |
High |
83.335 |
83.420 |
0.085 |
0.1% |
83.160 |
Low |
82.600 |
82.665 |
0.065 |
0.1% |
82.165 |
Close |
83.152 |
82.858 |
-0.294 |
-0.4% |
82.961 |
Range |
0.735 |
0.755 |
0.020 |
2.7% |
0.995 |
ATR |
0.477 |
0.497 |
0.020 |
4.2% |
0.000 |
Volume |
37,353 |
49,631 |
12,278 |
32.9% |
14,146 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.246 |
84.807 |
83.273 |
|
R3 |
84.491 |
84.052 |
83.066 |
|
R2 |
83.736 |
83.736 |
82.996 |
|
R1 |
83.297 |
83.297 |
82.927 |
83.139 |
PP |
82.981 |
82.981 |
82.981 |
82.902 |
S1 |
82.542 |
82.542 |
82.789 |
82.384 |
S2 |
82.226 |
82.226 |
82.720 |
|
S3 |
81.471 |
81.787 |
82.650 |
|
S4 |
80.716 |
81.032 |
82.443 |
|
|
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 |
83.420 |
82.305 |
1.115 |
1.3% |
0.612 |
0.7% |
50% |
True |
False |
25,125 |
10 |
83.420 |
82.070 |
1.350 |
1.6% |
0.572 |
0.7% |
58% |
True |
False |
13,315 |
20 |
83.420 |
80.500 |
2.920 |
3.5% |
0.509 |
0.6% |
81% |
True |
False |
6,754 |
40 |
83.420 |
79.090 |
4.330 |
5.2% |
0.410 |
0.5% |
87% |
True |
False |
3,405 |
60 |
83.420 |
79.090 |
4.330 |
5.2% |
0.348 |
0.4% |
87% |
True |
False |
2,275 |
80 |
83.420 |
79.090 |
4.330 |
5.2% |
0.267 |
0.3% |
87% |
True |
False |
1,732 |
100 |
83.420 |
79.090 |
4.330 |
5.2% |
0.213 |
0.3% |
87% |
True |
False |
1,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.629 |
2.618 |
85.397 |
1.618 |
84.642 |
1.000 |
84.175 |
0.618 |
83.887 |
HIGH |
83.420 |
0.618 |
83.132 |
0.500 |
83.043 |
0.382 |
82.953 |
LOW |
82.665 |
0.618 |
82.198 |
1.000 |
81.910 |
1.618 |
81.443 |
2.618 |
80.688 |
4.250 |
79.456 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.043 |
83.010 |
PP |
82.981 |
82.959 |
S1 |
82.920 |
82.909 |
|