ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
83.050 |
83.430 |
0.380 |
0.5% |
82.470 |
High |
83.305 |
83.430 |
0.125 |
0.2% |
83.675 |
Low |
82.915 |
83.020 |
0.105 |
0.1% |
82.295 |
Close |
83.297 |
83.066 |
-0.231 |
-0.3% |
83.375 |
Range |
0.390 |
0.410 |
0.020 |
5.1% |
1.380 |
ATR |
0.346 |
0.351 |
0.005 |
1.3% |
0.000 |
Volume |
60 |
39 |
-21 |
-35.0% |
190 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.402 |
84.144 |
83.292 |
|
R3 |
83.992 |
83.734 |
83.179 |
|
R2 |
83.582 |
83.582 |
83.141 |
|
R1 |
83.324 |
83.324 |
83.104 |
83.248 |
PP |
83.172 |
83.172 |
83.172 |
83.134 |
S1 |
82.914 |
82.914 |
83.028 |
82.838 |
S2 |
82.762 |
82.762 |
82.991 |
|
S3 |
82.352 |
82.504 |
82.953 |
|
S4 |
81.942 |
82.094 |
82.841 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.255 |
86.695 |
84.134 |
|
R3 |
85.875 |
85.315 |
83.755 |
|
R2 |
84.495 |
84.495 |
83.628 |
|
R1 |
83.935 |
83.935 |
83.502 |
84.215 |
PP |
83.115 |
83.115 |
83.115 |
83.255 |
S1 |
82.555 |
82.555 |
83.249 |
82.835 |
S2 |
81.735 |
81.735 |
83.122 |
|
S3 |
80.355 |
81.175 |
82.996 |
|
S4 |
78.975 |
79.795 |
82.616 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.675 |
82.915 |
0.760 |
0.9% |
0.367 |
0.4% |
20% |
False |
False |
27 |
10 |
83.675 |
82.295 |
1.380 |
1.7% |
0.418 |
0.5% |
56% |
False |
False |
138 |
20 |
83.675 |
82.295 |
1.380 |
1.7% |
0.289 |
0.3% |
56% |
False |
False |
121 |
40 |
83.675 |
80.107 |
3.568 |
4.3% |
0.145 |
0.2% |
83% |
False |
False |
60 |
60 |
83.675 |
79.465 |
4.210 |
5.1% |
0.096 |
0.1% |
86% |
False |
False |
40 |
80 |
83.675 |
79.465 |
4.210 |
5.1% |
0.072 |
0.1% |
86% |
False |
False |
30 |
100 |
83.675 |
79.465 |
4.210 |
5.1% |
0.058 |
0.1% |
86% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.173 |
2.618 |
84.503 |
1.618 |
84.093 |
1.000 |
83.840 |
0.618 |
83.683 |
HIGH |
83.430 |
0.618 |
83.273 |
0.500 |
83.225 |
0.382 |
83.177 |
LOW |
83.020 |
0.618 |
82.767 |
1.000 |
82.610 |
1.618 |
82.357 |
2.618 |
81.947 |
4.250 |
81.278 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
83.225 |
83.173 |
PP |
83.172 |
83.137 |
S1 |
83.119 |
83.102 |
|