ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.785 |
82.870 |
0.085 |
0.1% |
83.020 |
High |
82.860 |
83.105 |
0.245 |
0.3% |
83.420 |
Low |
82.255 |
82.625 |
0.370 |
0.4% |
82.255 |
Close |
82.466 |
82.899 |
0.433 |
0.5% |
82.466 |
Range |
0.605 |
0.480 |
-0.125 |
-20.7% |
1.165 |
ATR |
0.504 |
0.514 |
0.010 |
1.9% |
0.000 |
Volume |
46,700 |
30,308 |
-16,392 |
-35.1% |
164,781 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.316 |
84.088 |
83.163 |
|
R3 |
83.836 |
83.608 |
83.031 |
|
R2 |
83.356 |
83.356 |
82.987 |
|
R1 |
83.128 |
83.128 |
82.943 |
83.242 |
PP |
82.876 |
82.876 |
82.876 |
82.934 |
S1 |
82.648 |
82.648 |
82.855 |
82.762 |
S2 |
82.396 |
82.396 |
82.811 |
|
S3 |
81.916 |
82.168 |
82.767 |
|
S4 |
81.436 |
81.688 |
82.635 |
|
|
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% |
0.590 |
0.7% |
55% |
False |
False |
36,263 |
10 |
83.420 |
82.165 |
1.255 |
1.5% |
0.581 |
0.7% |
58% |
False |
False |
20,877 |
20 |
83.420 |
80.550 |
2.870 |
3.5% |
0.540 |
0.7% |
82% |
False |
False |
10,597 |
40 |
83.420 |
79.090 |
4.330 |
5.2% |
0.426 |
0.5% |
88% |
False |
False |
5,328 |
60 |
83.420 |
79.090 |
4.330 |
5.2% |
0.360 |
0.4% |
88% |
False |
False |
3,559 |
80 |
83.420 |
79.090 |
4.330 |
5.2% |
0.280 |
0.3% |
88% |
False |
False |
2,695 |
100 |
83.420 |
79.090 |
4.330 |
5.2% |
0.224 |
0.3% |
88% |
False |
False |
2,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.145 |
2.618 |
84.362 |
1.618 |
83.882 |
1.000 |
83.585 |
0.618 |
83.402 |
HIGH |
83.105 |
0.618 |
82.922 |
0.500 |
82.865 |
0.382 |
82.808 |
LOW |
82.625 |
0.618 |
82.328 |
1.000 |
82.145 |
1.618 |
81.848 |
2.618 |
81.368 |
4.250 |
80.585 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.888 |
82.879 |
PP |
82.876 |
82.858 |
S1 |
82.865 |
82.838 |
|