ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
83.000 |
83.020 |
0.020 |
0.0% |
82.665 |
High |
83.000 |
83.020 |
0.020 |
0.0% |
83.161 |
Low |
83.000 |
83.020 |
0.020 |
0.0% |
82.500 |
Close |
83.000 |
83.020 |
0.020 |
0.0% |
83.161 |
Range |
|
|
|
|
|
ATR |
0.206 |
0.192 |
-0.013 |
-6.4% |
0.000 |
Volume |
5 |
501 |
496 |
9,920.0% |
13 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.020 |
83.020 |
83.020 |
|
R3 |
83.020 |
83.020 |
83.020 |
|
R2 |
83.020 |
83.020 |
83.020 |
|
R1 |
83.020 |
83.020 |
83.020 |
83.020 |
PP |
83.020 |
83.020 |
83.020 |
83.020 |
S1 |
83.020 |
83.020 |
83.020 |
83.020 |
S2 |
83.020 |
83.020 |
83.020 |
|
S3 |
83.020 |
83.020 |
83.020 |
|
S4 |
83.020 |
83.020 |
83.020 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.924 |
84.703 |
83.525 |
|
R3 |
84.263 |
84.042 |
83.343 |
|
R2 |
83.602 |
83.602 |
83.282 |
|
R1 |
83.381 |
83.381 |
83.222 |
83.492 |
PP |
82.941 |
82.941 |
82.941 |
82.996 |
S1 |
82.720 |
82.720 |
83.100 |
82.831 |
S2 |
82.280 |
82.280 |
83.040 |
|
S3 |
81.619 |
82.059 |
82.979 |
|
S4 |
80.958 |
81.398 |
82.797 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.161 |
82.500 |
0.661 |
0.8% |
0.024 |
0.0% |
79% |
False |
False |
103 |
10 |
83.161 |
82.072 |
1.089 |
1.3% |
0.012 |
0.0% |
87% |
False |
False |
52 |
20 |
83.161 |
80.537 |
2.624 |
3.2% |
0.006 |
0.0% |
95% |
False |
False |
26 |
40 |
83.161 |
79.465 |
3.696 |
4.5% |
0.003 |
0.0% |
96% |
False |
False |
13 |
60 |
83.161 |
79.465 |
3.696 |
4.5% |
0.002 |
0.0% |
96% |
False |
False |
8 |
80 |
83.161 |
79.465 |
3.696 |
4.5% |
0.002 |
0.0% |
96% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.020 |
2.618 |
83.020 |
1.618 |
83.020 |
1.000 |
83.020 |
0.618 |
83.020 |
HIGH |
83.020 |
0.618 |
83.020 |
0.500 |
83.020 |
0.382 |
83.020 |
LOW |
83.020 |
0.618 |
83.020 |
1.000 |
83.020 |
1.618 |
83.020 |
2.618 |
83.020 |
4.250 |
83.020 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.020 |
83.081 |
PP |
83.020 |
83.060 |
S1 |
83.020 |
83.040 |
|