ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
83.420 |
83.175 |
-0.245 |
-0.3% |
82.610 |
High |
83.460 |
83.365 |
-0.095 |
-0.1% |
83.520 |
Low |
83.020 |
82.810 |
-0.210 |
-0.3% |
81.830 |
Close |
83.175 |
82.899 |
-0.276 |
-0.3% |
83.175 |
Range |
0.440 |
0.555 |
0.115 |
26.1% |
1.690 |
ATR |
0.531 |
0.533 |
0.002 |
0.3% |
0.000 |
Volume |
20,733 |
12,022 |
-8,711 |
-42.0% |
98,949 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.690 |
84.349 |
83.204 |
|
R3 |
84.135 |
83.794 |
83.052 |
|
R2 |
83.580 |
83.580 |
83.001 |
|
R1 |
83.239 |
83.239 |
82.950 |
83.132 |
PP |
83.025 |
83.025 |
83.025 |
82.971 |
S1 |
82.684 |
82.684 |
82.848 |
82.577 |
S2 |
82.470 |
82.470 |
82.797 |
|
S3 |
81.915 |
82.129 |
82.746 |
|
S4 |
81.360 |
81.574 |
82.594 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.912 |
87.233 |
84.105 |
|
R3 |
86.222 |
85.543 |
83.640 |
|
R2 |
84.532 |
84.532 |
83.485 |
|
R1 |
83.853 |
83.853 |
83.330 |
84.193 |
PP |
82.842 |
82.842 |
82.842 |
83.011 |
S1 |
82.163 |
82.163 |
83.020 |
82.503 |
S2 |
81.152 |
81.152 |
82.865 |
|
S3 |
79.462 |
80.473 |
82.710 |
|
S4 |
77.772 |
78.783 |
82.246 |
|
|
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% |
0.614 |
0.7% |
63% |
False |
False |
22,194 |
10 |
83.520 |
81.830 |
1.690 |
2.0% |
0.546 |
0.7% |
63% |
False |
False |
25,419 |
20 |
83.520 |
81.830 |
1.690 |
2.0% |
0.553 |
0.7% |
63% |
False |
False |
21,656 |
40 |
83.520 |
79.310 |
4.210 |
5.1% |
0.495 |
0.6% |
85% |
False |
False |
10,917 |
60 |
83.520 |
79.090 |
4.430 |
5.3% |
0.416 |
0.5% |
86% |
False |
False |
7,289 |
80 |
83.520 |
79.090 |
4.430 |
5.3% |
0.342 |
0.4% |
86% |
False |
False |
5,493 |
100 |
83.520 |
79.090 |
4.430 |
5.3% |
0.274 |
0.3% |
86% |
False |
False |
4,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.724 |
2.618 |
84.818 |
1.618 |
84.263 |
1.000 |
83.920 |
0.618 |
83.708 |
HIGH |
83.365 |
0.618 |
83.153 |
0.500 |
83.088 |
0.382 |
83.022 |
LOW |
82.810 |
0.618 |
82.467 |
1.000 |
82.255 |
1.618 |
81.912 |
2.618 |
81.357 |
4.250 |
80.451 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
83.088 |
83.165 |
PP |
83.025 |
83.076 |
S1 |
82.962 |
82.988 |
|