ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
83.335 |
83.605 |
0.270 |
0.3% |
83.005 |
High |
83.675 |
83.605 |
-0.070 |
-0.1% |
83.500 |
Low |
83.335 |
83.195 |
-0.140 |
-0.2% |
82.680 |
Close |
83.611 |
83.375 |
-0.236 |
-0.3% |
82.714 |
Range |
0.340 |
0.410 |
0.070 |
20.6% |
0.820 |
ATR |
0.340 |
0.346 |
0.005 |
1.6% |
0.000 |
Volume |
8 |
29 |
21 |
262.5% |
1,109 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.622 |
84.408 |
83.601 |
|
R3 |
84.212 |
83.998 |
83.488 |
|
R2 |
83.802 |
83.802 |
83.450 |
|
R1 |
83.588 |
83.588 |
83.413 |
83.490 |
PP |
83.392 |
83.392 |
83.392 |
83.343 |
S1 |
83.178 |
83.178 |
83.337 |
83.080 |
S2 |
82.982 |
82.982 |
83.300 |
|
S3 |
82.572 |
82.768 |
83.262 |
|
S4 |
82.162 |
82.358 |
83.150 |
|
|
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% |
0.476 |
0.6% |
78% |
False |
False |
193 |
10 |
83.675 |
82.295 |
1.380 |
1.7% |
0.388 |
0.5% |
78% |
False |
False |
130 |
20 |
83.675 |
82.295 |
1.380 |
1.7% |
0.235 |
0.3% |
78% |
False |
False |
116 |
40 |
83.675 |
79.465 |
4.210 |
5.0% |
0.117 |
0.1% |
93% |
False |
False |
58 |
60 |
83.675 |
79.465 |
4.210 |
5.0% |
0.078 |
0.1% |
93% |
False |
False |
38 |
80 |
83.675 |
79.465 |
4.210 |
5.0% |
0.059 |
0.1% |
93% |
False |
False |
29 |
100 |
83.675 |
79.465 |
4.210 |
5.0% |
0.047 |
0.1% |
93% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.348 |
2.618 |
84.678 |
1.618 |
84.268 |
1.000 |
84.015 |
0.618 |
83.858 |
HIGH |
83.605 |
0.618 |
83.448 |
0.500 |
83.400 |
0.382 |
83.352 |
LOW |
83.195 |
0.618 |
82.942 |
1.000 |
82.785 |
1.618 |
82.532 |
2.618 |
82.122 |
4.250 |
81.453 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
83.400 |
83.428 |
PP |
83.392 |
83.410 |
S1 |
83.383 |
83.393 |
|