ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 21-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
83.240 |
83.000 |
-0.240 |
-0.3% |
83.020 |
High |
83.245 |
83.185 |
-0.060 |
-0.1% |
83.420 |
Low |
82.725 |
82.835 |
0.110 |
0.1% |
82.255 |
Close |
82.948 |
82.905 |
-0.043 |
-0.1% |
82.466 |
Range |
0.520 |
0.350 |
-0.170 |
-32.7% |
1.165 |
ATR |
0.512 |
0.501 |
-0.012 |
-2.3% |
0.000 |
Volume |
30,489 |
22,586 |
-7,903 |
-25.9% |
164,781 |
|
Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.025 |
83.815 |
83.098 |
|
R3 |
83.675 |
83.465 |
83.001 |
|
R2 |
83.325 |
83.325 |
82.969 |
|
R1 |
83.115 |
83.115 |
82.937 |
83.045 |
PP |
82.975 |
82.975 |
82.975 |
82.940 |
S1 |
82.765 |
82.765 |
82.873 |
82.695 |
S2 |
82.625 |
82.625 |
82.841 |
|
S3 |
82.275 |
82.415 |
82.809 |
|
S4 |
81.925 |
82.065 |
82.713 |
|
|
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 |
83.315 |
82.255 |
1.060 |
1.3% |
0.488 |
0.6% |
61% |
False |
False |
32,561 |
10 |
83.420 |
82.255 |
1.165 |
1.4% |
0.550 |
0.7% |
56% |
False |
False |
28,843 |
20 |
83.420 |
81.370 |
2.050 |
2.5% |
0.532 |
0.6% |
75% |
False |
False |
14,868 |
40 |
83.420 |
79.090 |
4.330 |
5.2% |
0.443 |
0.5% |
88% |
False |
False |
7,471 |
60 |
83.420 |
79.090 |
4.330 |
5.2% |
0.377 |
0.5% |
88% |
False |
False |
4,989 |
80 |
83.420 |
79.090 |
4.330 |
5.2% |
0.297 |
0.4% |
88% |
False |
False |
3,767 |
100 |
83.420 |
79.090 |
4.330 |
5.2% |
0.238 |
0.3% |
88% |
False |
False |
3,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.673 |
2.618 |
84.101 |
1.618 |
83.751 |
1.000 |
83.535 |
0.618 |
83.401 |
HIGH |
83.185 |
0.618 |
83.051 |
0.500 |
83.010 |
0.382 |
82.969 |
LOW |
82.835 |
0.618 |
82.619 |
1.000 |
82.485 |
1.618 |
82.269 |
2.618 |
81.919 |
4.250 |
81.348 |
|
|
Fisher Pivots for day following 21-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.010 |
83.020 |
PP |
82.975 |
82.982 |
S1 |
82.940 |
82.943 |
|