ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
83.220 |
83.335 |
0.115 |
0.1% |
83.005 |
High |
83.300 |
83.675 |
0.375 |
0.5% |
83.500 |
Low |
83.180 |
83.335 |
0.155 |
0.2% |
82.680 |
Close |
83.248 |
83.611 |
0.363 |
0.4% |
82.714 |
Range |
0.120 |
0.340 |
0.220 |
183.3% |
0.820 |
ATR |
0.334 |
0.340 |
0.007 |
2.0% |
0.000 |
Volume |
132 |
8 |
-124 |
-93.9% |
1,109 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.560 |
84.426 |
83.798 |
|
R3 |
84.220 |
84.086 |
83.705 |
|
R2 |
83.880 |
83.880 |
83.673 |
|
R1 |
83.746 |
83.746 |
83.642 |
83.813 |
PP |
83.540 |
83.540 |
83.540 |
83.574 |
S1 |
83.406 |
83.406 |
83.580 |
83.473 |
S2 |
83.200 |
83.200 |
83.549 |
|
S3 |
82.860 |
83.066 |
83.518 |
|
S4 |
82.520 |
82.726 |
83.424 |
|
|
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 |
83.675 |
82.295 |
1.380 |
1.7% |
0.457 |
0.5% |
95% |
True |
False |
243 |
10 |
83.675 |
82.295 |
1.380 |
1.7% |
0.367 |
0.4% |
95% |
True |
False |
128 |
20 |
83.675 |
82.295 |
1.380 |
1.7% |
0.214 |
0.3% |
95% |
True |
False |
115 |
40 |
83.675 |
79.465 |
4.210 |
5.0% |
0.107 |
0.1% |
98% |
True |
False |
57 |
60 |
83.675 |
79.465 |
4.210 |
5.0% |
0.071 |
0.1% |
98% |
True |
False |
38 |
80 |
83.675 |
79.465 |
4.210 |
5.0% |
0.054 |
0.1% |
98% |
True |
False |
28 |
100 |
83.675 |
79.465 |
4.210 |
5.0% |
0.043 |
0.1% |
98% |
True |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.120 |
2.618 |
84.565 |
1.618 |
84.225 |
1.000 |
84.015 |
0.618 |
83.885 |
HIGH |
83.675 |
0.618 |
83.545 |
0.500 |
83.505 |
0.382 |
83.465 |
LOW |
83.335 |
0.618 |
83.125 |
1.000 |
82.995 |
1.618 |
82.785 |
2.618 |
82.445 |
4.250 |
81.890 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.576 |
83.402 |
PP |
83.540 |
83.194 |
S1 |
83.505 |
82.985 |
|