ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
83.175 |
82.870 |
-0.305 |
-0.4% |
82.610 |
High |
83.365 |
83.130 |
-0.235 |
-0.3% |
83.520 |
Low |
82.810 |
82.645 |
-0.165 |
-0.2% |
81.830 |
Close |
82.899 |
83.092 |
0.193 |
0.2% |
83.175 |
Range |
0.555 |
0.485 |
-0.070 |
-12.6% |
1.690 |
ATR |
0.533 |
0.529 |
-0.003 |
-0.6% |
0.000 |
Volume |
12,022 |
16,802 |
4,780 |
39.8% |
98,949 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.411 |
84.236 |
83.359 |
|
R3 |
83.926 |
83.751 |
83.225 |
|
R2 |
83.441 |
83.441 |
83.181 |
|
R1 |
83.266 |
83.266 |
83.136 |
83.354 |
PP |
82.956 |
82.956 |
82.956 |
82.999 |
S1 |
82.781 |
82.781 |
83.048 |
82.869 |
S2 |
82.471 |
82.471 |
83.003 |
|
S3 |
81.986 |
82.296 |
82.959 |
|
S4 |
81.501 |
81.811 |
82.825 |
|
|
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 |
82.645 |
0.875 |
1.1% |
0.455 |
0.5% |
51% |
False |
True |
19,537 |
10 |
83.520 |
81.830 |
1.690 |
2.0% |
0.546 |
0.7% |
75% |
False |
False |
24,069 |
20 |
83.520 |
81.830 |
1.690 |
2.0% |
0.563 |
0.7% |
75% |
False |
False |
22,473 |
40 |
83.520 |
79.640 |
3.880 |
4.7% |
0.498 |
0.6% |
89% |
False |
False |
11,333 |
60 |
83.520 |
79.090 |
4.430 |
5.3% |
0.417 |
0.5% |
90% |
False |
False |
7,568 |
80 |
83.520 |
79.090 |
4.430 |
5.3% |
0.348 |
0.4% |
90% |
False |
False |
5,703 |
100 |
83.520 |
79.090 |
4.430 |
5.3% |
0.279 |
0.3% |
90% |
False |
False |
4,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.191 |
2.618 |
84.400 |
1.618 |
83.915 |
1.000 |
83.615 |
0.618 |
83.430 |
HIGH |
83.130 |
0.618 |
82.945 |
0.500 |
82.888 |
0.382 |
82.830 |
LOW |
82.645 |
0.618 |
82.345 |
1.000 |
82.160 |
1.618 |
81.860 |
2.618 |
81.375 |
4.250 |
80.584 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
83.024 |
83.079 |
PP |
82.956 |
83.066 |
S1 |
82.888 |
83.053 |
|