ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
83.040 |
83.420 |
0.380 |
0.5% |
82.870 |
High |
83.520 |
83.460 |
-0.060 |
-0.1% |
83.315 |
Low |
83.010 |
83.020 |
0.010 |
0.0% |
82.435 |
Close |
83.411 |
83.175 |
-0.236 |
-0.3% |
82.529 |
Range |
0.510 |
0.440 |
-0.070 |
-13.7% |
0.880 |
ATR |
0.538 |
0.531 |
-0.007 |
-1.3% |
0.000 |
Volume |
28,787 |
20,733 |
-8,054 |
-28.0% |
143,226 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.538 |
84.297 |
83.417 |
|
R3 |
84.098 |
83.857 |
83.296 |
|
R2 |
83.658 |
83.658 |
83.256 |
|
R1 |
83.417 |
83.417 |
83.215 |
83.318 |
PP |
83.218 |
83.218 |
83.218 |
83.169 |
S1 |
82.977 |
82.977 |
83.135 |
82.878 |
S2 |
82.778 |
82.778 |
83.094 |
|
S3 |
82.338 |
82.537 |
83.054 |
|
S4 |
81.898 |
82.097 |
82.933 |
|
|
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 |
83.520 |
81.830 |
1.690 |
2.0% |
0.613 |
0.7% |
80% |
False |
False |
25,214 |
10 |
83.520 |
81.830 |
1.690 |
2.0% |
0.551 |
0.7% |
80% |
False |
False |
28,887 |
20 |
83.520 |
81.830 |
1.690 |
2.0% |
0.561 |
0.7% |
80% |
False |
False |
21,101 |
40 |
83.520 |
79.090 |
4.430 |
5.3% |
0.491 |
0.6% |
92% |
False |
False |
10,617 |
60 |
83.520 |
79.090 |
4.430 |
5.3% |
0.412 |
0.5% |
92% |
False |
False |
7,089 |
80 |
83.520 |
79.090 |
4.430 |
5.3% |
0.335 |
0.4% |
92% |
False |
False |
5,343 |
100 |
83.520 |
79.090 |
4.430 |
5.3% |
0.268 |
0.3% |
92% |
False |
False |
4,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.330 |
2.618 |
84.612 |
1.618 |
84.172 |
1.000 |
83.900 |
0.618 |
83.732 |
HIGH |
83.460 |
0.618 |
83.292 |
0.500 |
83.240 |
0.382 |
83.188 |
LOW |
83.020 |
0.618 |
82.748 |
1.000 |
82.580 |
1.618 |
82.308 |
2.618 |
81.868 |
4.250 |
81.150 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.240 |
83.200 |
PP |
83.218 |
83.192 |
S1 |
83.197 |
83.183 |
|