ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.935 |
83.240 |
0.305 |
0.4% |
83.020 |
High |
83.315 |
83.245 |
-0.070 |
-0.1% |
83.420 |
Low |
82.830 |
82.725 |
-0.105 |
-0.1% |
82.255 |
Close |
83.211 |
82.948 |
-0.263 |
-0.3% |
82.466 |
Range |
0.485 |
0.520 |
0.035 |
7.2% |
1.165 |
ATR |
0.512 |
0.512 |
0.001 |
0.1% |
0.000 |
Volume |
32,722 |
30,489 |
-2,233 |
-6.8% |
164,781 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.533 |
84.260 |
83.234 |
|
R3 |
84.013 |
83.740 |
83.091 |
|
R2 |
83.493 |
83.493 |
83.043 |
|
R1 |
83.220 |
83.220 |
82.996 |
83.097 |
PP |
82.973 |
82.973 |
82.973 |
82.911 |
S1 |
82.700 |
82.700 |
82.900 |
82.577 |
S2 |
82.453 |
82.453 |
82.853 |
|
S3 |
81.933 |
82.180 |
82.805 |
|
S4 |
81.413 |
81.660 |
82.662 |
|
|
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% |
0.569 |
0.7% |
59% |
False |
False |
37,970 |
10 |
83.420 |
82.210 |
1.210 |
1.5% |
0.577 |
0.7% |
61% |
False |
False |
26,896 |
20 |
83.420 |
81.350 |
2.070 |
2.5% |
0.538 |
0.6% |
77% |
False |
False |
13,751 |
40 |
83.420 |
79.090 |
4.330 |
5.2% |
0.437 |
0.5% |
89% |
False |
False |
6,907 |
60 |
83.420 |
79.090 |
4.330 |
5.2% |
0.373 |
0.5% |
89% |
False |
False |
4,612 |
80 |
83.420 |
79.090 |
4.330 |
5.2% |
0.293 |
0.4% |
89% |
False |
False |
3,485 |
100 |
83.420 |
79.090 |
4.330 |
5.2% |
0.234 |
0.3% |
89% |
False |
False |
2,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.455 |
2.618 |
84.606 |
1.618 |
84.086 |
1.000 |
83.765 |
0.618 |
83.566 |
HIGH |
83.245 |
0.618 |
83.046 |
0.500 |
82.985 |
0.382 |
82.924 |
LOW |
82.725 |
0.618 |
82.404 |
1.000 |
82.205 |
1.618 |
81.884 |
2.618 |
81.364 |
4.250 |
80.515 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.985 |
82.970 |
PP |
82.973 |
82.963 |
S1 |
82.960 |
82.955 |
|