ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
83.000 |
82.960 |
-0.040 |
0.0% |
82.870 |
High |
83.185 |
82.985 |
-0.200 |
-0.2% |
83.315 |
Low |
82.835 |
82.435 |
-0.400 |
-0.5% |
82.435 |
Close |
82.905 |
82.529 |
-0.376 |
-0.5% |
82.529 |
Range |
0.350 |
0.550 |
0.200 |
57.1% |
0.880 |
ATR |
0.501 |
0.504 |
0.004 |
0.7% |
0.000 |
Volume |
22,586 |
27,121 |
4,535 |
20.1% |
143,226 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.300 |
83.964 |
82.832 |
|
R3 |
83.750 |
83.414 |
82.680 |
|
R2 |
83.200 |
83.200 |
82.630 |
|
R1 |
82.864 |
82.864 |
82.579 |
82.757 |
PP |
82.650 |
82.650 |
82.650 |
82.596 |
S1 |
82.314 |
82.314 |
82.479 |
82.207 |
S2 |
82.100 |
82.100 |
82.428 |
|
S3 |
81.550 |
81.764 |
82.378 |
|
S4 |
81.000 |
81.214 |
82.227 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.400 |
84.844 |
83.013 |
|
R3 |
84.520 |
83.964 |
82.771 |
|
R2 |
83.640 |
83.640 |
82.690 |
|
R1 |
83.084 |
83.084 |
82.610 |
82.922 |
PP |
82.760 |
82.760 |
82.760 |
82.679 |
S1 |
82.204 |
82.204 |
82.448 |
82.042 |
S2 |
81.880 |
81.880 |
82.368 |
|
S3 |
81.000 |
81.324 |
82.287 |
|
S4 |
80.120 |
80.444 |
82.045 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.315 |
82.435 |
0.880 |
1.1% |
0.477 |
0.6% |
11% |
False |
True |
28,645 |
10 |
83.420 |
82.255 |
1.165 |
1.4% |
0.520 |
0.6% |
24% |
False |
False |
30,800 |
20 |
83.420 |
81.370 |
2.050 |
2.5% |
0.539 |
0.7% |
57% |
False |
False |
16,203 |
40 |
83.420 |
79.090 |
4.330 |
5.2% |
0.450 |
0.5% |
79% |
False |
False |
8,149 |
60 |
83.420 |
79.090 |
4.330 |
5.2% |
0.386 |
0.5% |
79% |
False |
False |
5,440 |
80 |
83.420 |
79.090 |
4.330 |
5.2% |
0.304 |
0.4% |
79% |
False |
False |
4,106 |
100 |
83.420 |
79.090 |
4.330 |
5.2% |
0.243 |
0.3% |
79% |
False |
False |
3,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.323 |
2.618 |
84.425 |
1.618 |
83.875 |
1.000 |
83.535 |
0.618 |
83.325 |
HIGH |
82.985 |
0.618 |
82.775 |
0.500 |
82.710 |
0.382 |
82.645 |
LOW |
82.435 |
0.618 |
82.095 |
1.000 |
81.885 |
1.618 |
81.545 |
2.618 |
80.995 |
4.250 |
80.098 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.710 |
82.840 |
PP |
82.650 |
82.736 |
S1 |
82.589 |
82.633 |
|