ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.686 |
83.005 |
0.319 |
0.4% |
83.000 |
High |
82.686 |
83.205 |
0.519 |
0.6% |
83.600 |
Low |
82.686 |
82.900 |
0.214 |
0.3% |
82.686 |
Close |
82.686 |
83.099 |
0.413 |
0.5% |
82.686 |
Range |
0.000 |
0.305 |
0.305 |
|
0.914 |
ATR |
0.229 |
0.250 |
0.021 |
9.0% |
0.000 |
Volume |
5 |
5 |
0 |
0.0% |
1,020 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.983 |
83.846 |
83.267 |
|
R3 |
83.678 |
83.541 |
83.183 |
|
R2 |
83.373 |
83.373 |
83.155 |
|
R1 |
83.236 |
83.236 |
83.127 |
83.305 |
PP |
83.068 |
83.068 |
83.068 |
83.102 |
S1 |
82.931 |
82.931 |
83.071 |
83.000 |
S2 |
82.763 |
82.763 |
83.043 |
|
S3 |
82.458 |
82.626 |
83.015 |
|
S4 |
82.153 |
82.321 |
82.931 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.733 |
85.123 |
83.189 |
|
R3 |
84.819 |
84.209 |
82.937 |
|
R2 |
83.905 |
83.905 |
82.854 |
|
R1 |
83.295 |
83.295 |
82.770 |
83.143 |
PP |
82.991 |
82.991 |
82.991 |
82.915 |
S1 |
82.381 |
82.381 |
82.602 |
82.229 |
S2 |
82.077 |
82.077 |
82.518 |
|
S3 |
81.163 |
81.467 |
82.435 |
|
S4 |
80.249 |
80.553 |
82.183 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.600 |
82.686 |
0.914 |
1.1% |
0.201 |
0.2% |
45% |
False |
False |
204 |
10 |
83.600 |
82.500 |
1.100 |
1.3% |
0.113 |
0.1% |
54% |
False |
False |
103 |
20 |
83.600 |
80.900 |
2.700 |
3.2% |
0.056 |
0.1% |
81% |
False |
False |
52 |
40 |
83.600 |
79.465 |
4.135 |
5.0% |
0.028 |
0.0% |
88% |
False |
False |
26 |
60 |
83.600 |
79.465 |
4.135 |
5.0% |
0.019 |
0.0% |
88% |
False |
False |
17 |
80 |
83.600 |
79.465 |
4.135 |
5.0% |
0.014 |
0.0% |
88% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.501 |
2.618 |
84.003 |
1.618 |
83.698 |
1.000 |
83.510 |
0.618 |
83.393 |
HIGH |
83.205 |
0.618 |
83.088 |
0.500 |
83.053 |
0.382 |
83.017 |
LOW |
82.900 |
0.618 |
82.712 |
1.000 |
82.595 |
1.618 |
82.407 |
2.618 |
82.102 |
4.250 |
81.604 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.084 |
83.143 |
PP |
83.068 |
83.128 |
S1 |
83.053 |
83.114 |
|