ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
82.870 |
83.075 |
0.205 |
0.2% |
82.610 |
High |
83.130 |
83.245 |
0.115 |
0.1% |
83.520 |
Low |
82.645 |
82.770 |
0.125 |
0.2% |
81.830 |
Close |
83.092 |
82.861 |
-0.231 |
-0.3% |
83.175 |
Range |
0.485 |
0.475 |
-0.010 |
-2.1% |
1.690 |
ATR |
0.529 |
0.525 |
-0.004 |
-0.7% |
0.000 |
Volume |
16,802 |
20,049 |
3,247 |
19.3% |
98,949 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.384 |
84.097 |
83.122 |
|
R3 |
83.909 |
83.622 |
82.992 |
|
R2 |
83.434 |
83.434 |
82.948 |
|
R1 |
83.147 |
83.147 |
82.905 |
83.053 |
PP |
82.959 |
82.959 |
82.959 |
82.912 |
S1 |
82.672 |
82.672 |
82.817 |
82.578 |
S2 |
82.484 |
82.484 |
82.774 |
|
S3 |
82.009 |
82.197 |
82.730 |
|
S4 |
81.534 |
81.722 |
82.600 |
|
|
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% |
0.493 |
0.6% |
25% |
False |
False |
19,678 |
10 |
83.520 |
81.830 |
1.690 |
2.0% |
0.545 |
0.7% |
61% |
False |
False |
22,801 |
20 |
83.520 |
81.830 |
1.690 |
2.0% |
0.570 |
0.7% |
61% |
False |
False |
23,396 |
40 |
83.520 |
79.640 |
3.880 |
4.7% |
0.504 |
0.6% |
83% |
False |
False |
11,834 |
60 |
83.520 |
79.090 |
4.430 |
5.3% |
0.424 |
0.5% |
85% |
False |
False |
7,902 |
80 |
83.520 |
79.090 |
4.430 |
5.3% |
0.354 |
0.4% |
85% |
False |
False |
5,954 |
100 |
83.520 |
79.090 |
4.430 |
5.3% |
0.284 |
0.3% |
85% |
False |
False |
4,763 |
120 |
83.520 |
79.090 |
4.430 |
5.3% |
0.236 |
0.3% |
85% |
False |
False |
3,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.264 |
2.618 |
84.489 |
1.618 |
84.014 |
1.000 |
83.720 |
0.618 |
83.539 |
HIGH |
83.245 |
0.618 |
83.064 |
0.500 |
83.008 |
0.382 |
82.951 |
LOW |
82.770 |
0.618 |
82.476 |
1.000 |
82.295 |
1.618 |
82.001 |
2.618 |
81.526 |
4.250 |
80.751 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
83.008 |
83.005 |
PP |
82.959 |
82.957 |
S1 |
82.910 |
82.909 |
|