ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.610 |
83.020 |
0.410 |
0.5% |
82.870 |
High |
83.110 |
83.165 |
0.055 |
0.1% |
83.315 |
Low |
81.830 |
82.880 |
1.050 |
1.3% |
82.435 |
Close |
82.995 |
83.048 |
0.053 |
0.1% |
82.529 |
Range |
1.280 |
0.285 |
-0.995 |
-77.7% |
0.880 |
ATR |
0.560 |
0.540 |
-0.020 |
-3.5% |
0.000 |
Volume |
30,087 |
19,342 |
-10,745 |
-35.7% |
143,226 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.886 |
83.752 |
83.205 |
|
R3 |
83.601 |
83.467 |
83.126 |
|
R2 |
83.316 |
83.316 |
83.100 |
|
R1 |
83.182 |
83.182 |
83.074 |
83.249 |
PP |
83.031 |
83.031 |
83.031 |
83.065 |
S1 |
82.897 |
82.897 |
83.022 |
82.964 |
S2 |
82.746 |
82.746 |
82.996 |
|
S3 |
82.461 |
82.612 |
82.970 |
|
S4 |
82.176 |
82.327 |
82.891 |
|
|
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 |
83.245 |
81.830 |
1.415 |
1.7% |
0.597 |
0.7% |
86% |
False |
False |
25,925 |
10 |
83.420 |
81.830 |
1.590 |
1.9% |
0.605 |
0.7% |
77% |
False |
False |
32,633 |
20 |
83.420 |
81.745 |
1.675 |
2.0% |
0.561 |
0.7% |
78% |
False |
False |
18,653 |
40 |
83.420 |
79.090 |
4.330 |
5.2% |
0.481 |
0.6% |
91% |
False |
False |
9,382 |
60 |
83.420 |
79.090 |
4.330 |
5.2% |
0.411 |
0.5% |
91% |
False |
False |
6,264 |
80 |
83.420 |
79.090 |
4.330 |
5.2% |
0.324 |
0.4% |
91% |
False |
False |
4,724 |
100 |
83.420 |
79.090 |
4.330 |
5.2% |
0.259 |
0.3% |
91% |
False |
False |
3,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.376 |
2.618 |
83.911 |
1.618 |
83.626 |
1.000 |
83.450 |
0.618 |
83.341 |
HIGH |
83.165 |
0.618 |
83.056 |
0.500 |
83.023 |
0.382 |
82.989 |
LOW |
82.880 |
0.618 |
82.704 |
1.000 |
82.595 |
1.618 |
82.419 |
2.618 |
82.134 |
4.250 |
81.669 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.040 |
82.865 |
PP |
83.031 |
82.681 |
S1 |
83.023 |
82.498 |
|