ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
83.025 |
83.370 |
0.345 |
0.4% |
83.000 |
High |
83.500 |
83.370 |
-0.130 |
-0.2% |
83.600 |
Low |
83.025 |
82.970 |
-0.055 |
-0.1% |
82.686 |
Close |
83.451 |
83.143 |
-0.308 |
-0.4% |
82.686 |
Range |
0.475 |
0.400 |
-0.075 |
-15.8% |
0.914 |
ATR |
0.266 |
0.281 |
0.015 |
5.8% |
0.000 |
Volume |
9 |
41 |
32 |
355.6% |
1,020 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.361 |
84.152 |
83.363 |
|
R3 |
83.961 |
83.752 |
83.253 |
|
R2 |
83.561 |
83.561 |
83.216 |
|
R1 |
83.352 |
83.352 |
83.180 |
83.257 |
PP |
83.161 |
83.161 |
83.161 |
83.113 |
S1 |
82.952 |
82.952 |
83.106 |
82.857 |
S2 |
82.761 |
82.761 |
83.070 |
|
S3 |
82.361 |
82.552 |
83.033 |
|
S4 |
81.961 |
82.152 |
82.923 |
|
|
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% |
0.276 |
0.3% |
50% |
False |
False |
13 |
10 |
83.600 |
82.500 |
1.100 |
1.3% |
0.200 |
0.2% |
58% |
False |
False |
108 |
20 |
83.600 |
81.971 |
1.629 |
2.0% |
0.100 |
0.1% |
72% |
False |
False |
54 |
40 |
83.600 |
79.465 |
4.135 |
5.0% |
0.050 |
0.1% |
89% |
False |
False |
27 |
60 |
83.600 |
79.465 |
4.135 |
5.0% |
0.033 |
0.0% |
89% |
False |
False |
18 |
80 |
83.600 |
79.465 |
4.135 |
5.0% |
0.025 |
0.0% |
89% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.070 |
2.618 |
84.417 |
1.618 |
84.017 |
1.000 |
83.770 |
0.618 |
83.617 |
HIGH |
83.370 |
0.618 |
83.217 |
0.500 |
83.170 |
0.382 |
83.123 |
LOW |
82.970 |
0.618 |
82.723 |
1.000 |
82.570 |
1.618 |
82.323 |
2.618 |
81.923 |
4.250 |
81.270 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.170 |
83.200 |
PP |
83.161 |
83.181 |
S1 |
83.152 |
83.162 |
|