ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.470 |
83.220 |
0.750 |
0.9% |
83.005 |
High |
83.285 |
83.300 |
0.015 |
0.0% |
83.500 |
Low |
82.295 |
83.180 |
0.885 |
1.1% |
82.680 |
Close |
83.195 |
83.248 |
0.053 |
0.1% |
82.714 |
Range |
0.990 |
0.120 |
-0.870 |
-87.9% |
0.820 |
ATR |
0.350 |
0.334 |
-0.016 |
-4.7% |
0.000 |
Volume |
21 |
132 |
111 |
528.6% |
1,109 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.603 |
83.545 |
83.314 |
|
R3 |
83.483 |
83.425 |
83.281 |
|
R2 |
83.363 |
83.363 |
83.270 |
|
R1 |
83.305 |
83.305 |
83.259 |
83.334 |
PP |
83.243 |
83.243 |
83.243 |
83.257 |
S1 |
83.185 |
83.185 |
83.237 |
83.214 |
S2 |
83.123 |
83.123 |
83.226 |
|
S3 |
83.003 |
83.065 |
83.215 |
|
S4 |
82.883 |
82.945 |
83.182 |
|
|
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 |
83.370 |
82.295 |
1.075 |
1.3% |
0.469 |
0.6% |
89% |
False |
False |
249 |
10 |
83.600 |
82.295 |
1.305 |
1.6% |
0.383 |
0.5% |
73% |
False |
False |
177 |
20 |
83.600 |
82.072 |
1.528 |
1.8% |
0.197 |
0.2% |
77% |
False |
False |
114 |
40 |
83.600 |
79.465 |
4.135 |
5.0% |
0.099 |
0.1% |
91% |
False |
False |
57 |
60 |
83.600 |
79.465 |
4.135 |
5.0% |
0.066 |
0.1% |
91% |
False |
False |
38 |
80 |
83.600 |
79.465 |
4.135 |
5.0% |
0.049 |
0.1% |
91% |
False |
False |
28 |
100 |
83.600 |
79.465 |
4.135 |
5.0% |
0.039 |
0.0% |
91% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.810 |
2.618 |
83.614 |
1.618 |
83.494 |
1.000 |
83.420 |
0.618 |
83.374 |
HIGH |
83.300 |
0.618 |
83.254 |
0.500 |
83.240 |
0.382 |
83.226 |
LOW |
83.180 |
0.618 |
83.106 |
1.000 |
83.060 |
1.618 |
82.986 |
2.618 |
82.866 |
4.250 |
82.670 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.245 |
83.098 |
PP |
83.243 |
82.948 |
S1 |
83.240 |
82.798 |
|