ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 25-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
83.005 |
82.470 |
-0.535 |
-0.6% |
83.005 |
High |
83.200 |
83.285 |
0.085 |
0.1% |
83.500 |
Low |
82.680 |
82.295 |
-0.385 |
-0.5% |
82.680 |
Close |
82.714 |
83.195 |
0.481 |
0.6% |
82.714 |
Range |
0.520 |
0.990 |
0.470 |
90.4% |
0.820 |
ATR |
0.301 |
0.350 |
0.049 |
16.4% |
0.000 |
Volume |
779 |
21 |
-758 |
-97.3% |
1,109 |
|
Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.895 |
85.535 |
83.740 |
|
R3 |
84.905 |
84.545 |
83.467 |
|
R2 |
83.915 |
83.915 |
83.377 |
|
R1 |
83.555 |
83.555 |
83.286 |
83.735 |
PP |
82.925 |
82.925 |
82.925 |
83.015 |
S1 |
82.565 |
82.565 |
83.104 |
82.745 |
S2 |
81.935 |
81.935 |
83.014 |
|
S3 |
80.945 |
81.575 |
82.923 |
|
S4 |
79.955 |
80.585 |
82.651 |
|
|
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 |
82.295 |
1.205 |
1.4% |
0.540 |
0.6% |
75% |
False |
True |
225 |
10 |
83.600 |
82.295 |
1.305 |
1.6% |
0.371 |
0.4% |
69% |
False |
True |
214 |
20 |
83.600 |
82.072 |
1.528 |
1.8% |
0.191 |
0.2% |
73% |
False |
False |
108 |
40 |
83.600 |
79.465 |
4.135 |
5.0% |
0.096 |
0.1% |
90% |
False |
False |
54 |
60 |
83.600 |
79.465 |
4.135 |
5.0% |
0.064 |
0.1% |
90% |
False |
False |
36 |
80 |
83.600 |
79.465 |
4.135 |
5.0% |
0.048 |
0.1% |
90% |
False |
False |
27 |
100 |
83.600 |
79.465 |
4.135 |
5.0% |
0.038 |
0.0% |
90% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.493 |
2.618 |
85.877 |
1.618 |
84.887 |
1.000 |
84.275 |
0.618 |
83.897 |
HIGH |
83.285 |
0.618 |
82.907 |
0.500 |
82.790 |
0.382 |
82.673 |
LOW |
82.295 |
0.618 |
81.683 |
1.000 |
81.305 |
1.618 |
80.693 |
2.618 |
79.703 |
4.250 |
78.088 |
|
|
Fisher Pivots for day following 25-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.060 |
83.060 |
PP |
82.925 |
82.925 |
S1 |
82.790 |
82.790 |
|