ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
83.075 |
82.840 |
-0.235 |
-0.3% |
82.610 |
High |
83.245 |
83.660 |
0.415 |
0.5% |
83.520 |
Low |
82.770 |
82.740 |
-0.030 |
0.0% |
81.830 |
Close |
82.861 |
82.795 |
-0.066 |
-0.1% |
83.175 |
Range |
0.475 |
0.920 |
0.445 |
93.7% |
1.690 |
ATR |
0.525 |
0.554 |
0.028 |
5.4% |
0.000 |
Volume |
20,049 |
43,463 |
23,414 |
116.8% |
98,949 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.825 |
85.230 |
83.301 |
|
R3 |
84.905 |
84.310 |
83.048 |
|
R2 |
83.985 |
83.985 |
82.964 |
|
R1 |
83.390 |
83.390 |
82.879 |
83.228 |
PP |
83.065 |
83.065 |
83.065 |
82.984 |
S1 |
82.470 |
82.470 |
82.711 |
82.308 |
S2 |
82.145 |
82.145 |
82.626 |
|
S3 |
81.225 |
81.550 |
82.542 |
|
S4 |
80.305 |
80.630 |
82.289 |
|
|
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 |
83.660 |
82.645 |
1.015 |
1.2% |
0.575 |
0.7% |
15% |
True |
False |
22,613 |
10 |
83.660 |
81.830 |
1.830 |
2.2% |
0.585 |
0.7% |
53% |
True |
False |
24,099 |
20 |
83.660 |
81.830 |
1.830 |
2.2% |
0.581 |
0.7% |
53% |
True |
False |
25,497 |
40 |
83.660 |
79.735 |
3.925 |
4.7% |
0.517 |
0.6% |
78% |
True |
False |
12,920 |
60 |
83.660 |
79.090 |
4.570 |
5.5% |
0.439 |
0.5% |
81% |
True |
False |
8,627 |
80 |
83.660 |
79.090 |
4.570 |
5.5% |
0.366 |
0.4% |
81% |
True |
False |
6,497 |
100 |
83.660 |
79.090 |
4.570 |
5.5% |
0.293 |
0.4% |
81% |
True |
False |
5,198 |
120 |
83.660 |
79.090 |
4.570 |
5.5% |
0.244 |
0.3% |
81% |
True |
False |
4,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.570 |
2.618 |
86.069 |
1.618 |
85.149 |
1.000 |
84.580 |
0.618 |
84.229 |
HIGH |
83.660 |
0.618 |
83.309 |
0.500 |
83.200 |
0.382 |
83.091 |
LOW |
82.740 |
0.618 |
82.171 |
1.000 |
81.820 |
1.618 |
81.251 |
2.618 |
80.331 |
4.250 |
78.830 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
83.200 |
83.153 |
PP |
83.065 |
83.033 |
S1 |
82.930 |
82.914 |
|