ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
83.430 |
83.305 |
-0.125 |
-0.1% |
82.470 |
High |
83.430 |
83.750 |
0.320 |
0.4% |
83.675 |
Low |
83.020 |
82.945 |
-0.075 |
-0.1% |
82.295 |
Close |
83.066 |
82.990 |
-0.076 |
-0.1% |
83.375 |
Range |
0.410 |
0.805 |
0.395 |
96.3% |
1.380 |
ATR |
0.351 |
0.383 |
0.032 |
9.2% |
0.000 |
Volume |
39 |
25 |
-14 |
-35.9% |
190 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.643 |
85.122 |
83.433 |
|
R3 |
84.838 |
84.317 |
83.211 |
|
R2 |
84.033 |
84.033 |
83.138 |
|
R1 |
83.512 |
83.512 |
83.064 |
83.370 |
PP |
83.228 |
83.228 |
83.228 |
83.158 |
S1 |
82.707 |
82.707 |
82.916 |
82.565 |
S2 |
82.423 |
82.423 |
82.842 |
|
S3 |
81.618 |
81.902 |
82.769 |
|
S4 |
80.813 |
81.097 |
82.547 |
|
|
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 |
83.750 |
82.915 |
0.835 |
1.0% |
0.460 |
0.6% |
9% |
True |
False |
30 |
10 |
83.750 |
82.295 |
1.455 |
1.8% |
0.459 |
0.6% |
48% |
True |
False |
136 |
20 |
83.750 |
82.295 |
1.455 |
1.8% |
0.329 |
0.4% |
48% |
True |
False |
122 |
40 |
83.750 |
80.533 |
3.217 |
3.9% |
0.165 |
0.2% |
76% |
True |
False |
61 |
60 |
83.750 |
79.465 |
4.285 |
5.2% |
0.110 |
0.1% |
82% |
True |
False |
40 |
80 |
83.750 |
79.465 |
4.285 |
5.2% |
0.082 |
0.1% |
82% |
True |
False |
30 |
100 |
83.750 |
79.465 |
4.285 |
5.2% |
0.066 |
0.1% |
82% |
True |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.171 |
2.618 |
85.857 |
1.618 |
85.052 |
1.000 |
84.555 |
0.618 |
84.247 |
HIGH |
83.750 |
0.618 |
83.442 |
0.500 |
83.348 |
0.382 |
83.253 |
LOW |
82.945 |
0.618 |
82.448 |
1.000 |
82.140 |
1.618 |
81.643 |
2.618 |
80.838 |
4.250 |
79.524 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
83.348 |
83.333 |
PP |
83.228 |
83.218 |
S1 |
83.109 |
83.104 |
|