ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
83.105 |
83.005 |
-0.100 |
-0.1% |
83.005 |
High |
83.265 |
83.200 |
-0.065 |
-0.1% |
83.500 |
Low |
82.950 |
82.680 |
-0.270 |
-0.3% |
82.680 |
Close |
83.090 |
82.714 |
-0.376 |
-0.5% |
82.714 |
Range |
0.315 |
0.520 |
0.205 |
65.1% |
0.820 |
ATR |
0.284 |
0.301 |
0.017 |
5.9% |
0.000 |
Volume |
275 |
779 |
504 |
183.3% |
1,109 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.425 |
84.089 |
83.000 |
|
R3 |
83.905 |
83.569 |
82.857 |
|
R2 |
83.385 |
83.385 |
82.809 |
|
R1 |
83.049 |
83.049 |
82.762 |
82.957 |
PP |
82.865 |
82.865 |
82.865 |
82.819 |
S1 |
82.529 |
82.529 |
82.666 |
82.437 |
S2 |
82.345 |
82.345 |
82.619 |
|
S3 |
81.825 |
82.009 |
82.571 |
|
S4 |
81.305 |
81.489 |
82.428 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.425 |
84.889 |
83.165 |
|
R3 |
84.605 |
84.069 |
82.940 |
|
R2 |
83.785 |
83.785 |
82.864 |
|
R1 |
83.249 |
83.249 |
82.789 |
83.107 |
PP |
82.965 |
82.965 |
82.965 |
82.894 |
S1 |
82.429 |
82.429 |
82.639 |
82.287 |
S2 |
82.145 |
82.145 |
82.564 |
|
S3 |
81.325 |
81.609 |
82.489 |
|
S4 |
80.505 |
80.789 |
82.263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.500 |
82.680 |
0.820 |
1.0% |
0.403 |
0.5% |
4% |
False |
True |
221 |
10 |
83.600 |
82.680 |
0.920 |
1.1% |
0.272 |
0.3% |
4% |
False |
True |
212 |
20 |
83.600 |
82.072 |
1.528 |
1.8% |
0.142 |
0.2% |
42% |
False |
False |
107 |
40 |
83.600 |
79.465 |
4.135 |
5.0% |
0.071 |
0.1% |
79% |
False |
False |
53 |
60 |
83.600 |
79.465 |
4.135 |
5.0% |
0.047 |
0.1% |
79% |
False |
False |
35 |
80 |
83.600 |
79.465 |
4.135 |
5.0% |
0.035 |
0.0% |
79% |
False |
False |
26 |
100 |
83.600 |
79.465 |
4.135 |
5.0% |
0.028 |
0.0% |
79% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.410 |
2.618 |
84.561 |
1.618 |
84.041 |
1.000 |
83.720 |
0.618 |
83.521 |
HIGH |
83.200 |
0.618 |
83.001 |
0.500 |
82.940 |
0.382 |
82.879 |
LOW |
82.680 |
0.618 |
82.359 |
1.000 |
82.160 |
1.618 |
81.839 |
2.618 |
81.319 |
4.250 |
80.470 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.940 |
83.025 |
PP |
82.865 |
82.921 |
S1 |
82.789 |
82.818 |
|