ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
83.160 |
82.785 |
-0.375 |
-0.5% |
83.020 |
High |
83.420 |
82.860 |
-0.560 |
-0.7% |
83.420 |
Low |
82.665 |
82.255 |
-0.410 |
-0.5% |
82.255 |
Close |
82.858 |
82.466 |
-0.392 |
-0.5% |
82.466 |
Range |
0.755 |
0.605 |
-0.150 |
-19.9% |
1.165 |
ATR |
0.497 |
0.504 |
0.008 |
1.6% |
0.000 |
Volume |
49,631 |
46,700 |
-2,931 |
-5.9% |
164,781 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.342 |
84.009 |
82.799 |
|
R3 |
83.737 |
83.404 |
82.632 |
|
R2 |
83.132 |
83.132 |
82.577 |
|
R1 |
82.799 |
82.799 |
82.521 |
82.663 |
PP |
82.527 |
82.527 |
82.527 |
82.459 |
S1 |
82.194 |
82.194 |
82.411 |
82.058 |
S2 |
81.922 |
81.922 |
82.355 |
|
S3 |
81.317 |
81.589 |
82.300 |
|
S4 |
80.712 |
80.984 |
82.133 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.209 |
85.502 |
83.107 |
|
R3 |
85.044 |
84.337 |
82.786 |
|
R2 |
83.879 |
83.879 |
82.680 |
|
R1 |
83.172 |
83.172 |
82.573 |
82.943 |
PP |
82.714 |
82.714 |
82.714 |
82.599 |
S1 |
82.007 |
82.007 |
82.359 |
81.778 |
S2 |
81.549 |
81.549 |
82.252 |
|
S3 |
80.384 |
80.842 |
82.146 |
|
S4 |
79.219 |
79.677 |
81.825 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.420 |
82.255 |
1.165 |
1.4% |
0.562 |
0.7% |
18% |
False |
True |
32,956 |
10 |
83.420 |
82.165 |
1.255 |
1.5% |
0.560 |
0.7% |
24% |
False |
False |
17,892 |
20 |
83.420 |
80.550 |
2.870 |
3.5% |
0.525 |
0.6% |
67% |
False |
False |
9,087 |
40 |
83.420 |
79.090 |
4.330 |
5.3% |
0.415 |
0.5% |
78% |
False |
False |
4,572 |
60 |
83.420 |
79.090 |
4.330 |
5.3% |
0.352 |
0.4% |
78% |
False |
False |
3,054 |
80 |
83.420 |
79.090 |
4.330 |
5.3% |
0.274 |
0.3% |
78% |
False |
False |
2,316 |
100 |
83.420 |
79.090 |
4.330 |
5.3% |
0.219 |
0.3% |
78% |
False |
False |
1,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.431 |
2.618 |
84.444 |
1.618 |
83.839 |
1.000 |
83.465 |
0.618 |
83.234 |
HIGH |
82.860 |
0.618 |
82.629 |
0.500 |
82.558 |
0.382 |
82.486 |
LOW |
82.255 |
0.618 |
81.881 |
1.000 |
81.650 |
1.618 |
81.276 |
2.618 |
80.671 |
4.250 |
79.684 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.558 |
82.838 |
PP |
82.527 |
82.714 |
S1 |
82.497 |
82.590 |
|