ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
81.605 |
82.010 |
0.405 |
0.5% |
81.705 |
| High |
82.075 |
82.580 |
0.505 |
0.6% |
82.580 |
| Low |
81.535 |
81.850 |
0.315 |
0.4% |
81.165 |
| Close |
82.003 |
82.358 |
0.355 |
0.4% |
82.358 |
| Range |
0.540 |
0.730 |
0.190 |
35.2% |
1.415 |
| ATR |
0.475 |
0.493 |
0.018 |
3.8% |
0.000 |
| Volume |
27,994 |
34,825 |
6,831 |
24.4% |
199,018 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.453 |
84.135 |
82.760 |
|
| R3 |
83.723 |
83.405 |
82.559 |
|
| R2 |
82.993 |
82.993 |
82.492 |
|
| R1 |
82.675 |
82.675 |
82.425 |
82.834 |
| PP |
82.263 |
82.263 |
82.263 |
82.342 |
| S1 |
81.945 |
81.945 |
82.291 |
82.104 |
| S2 |
81.533 |
81.533 |
82.224 |
|
| S3 |
80.803 |
81.215 |
82.157 |
|
| S4 |
80.073 |
80.485 |
81.957 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.279 |
85.734 |
83.136 |
|
| R3 |
84.864 |
84.319 |
82.747 |
|
| R2 |
83.449 |
83.449 |
82.617 |
|
| R1 |
82.904 |
82.904 |
82.488 |
83.177 |
| PP |
82.034 |
82.034 |
82.034 |
82.171 |
| S1 |
81.489 |
81.489 |
82.228 |
81.762 |
| S2 |
80.619 |
80.619 |
82.099 |
|
| S3 |
79.204 |
80.074 |
81.969 |
|
| S4 |
77.789 |
78.659 |
81.580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.580 |
81.165 |
1.415 |
1.7% |
0.589 |
0.7% |
84% |
True |
False |
39,803 |
| 10 |
82.580 |
80.305 |
2.275 |
2.8% |
0.540 |
0.7% |
90% |
True |
False |
34,799 |
| 20 |
82.580 |
78.915 |
3.665 |
4.5% |
0.496 |
0.6% |
94% |
True |
False |
33,355 |
| 40 |
82.580 |
78.915 |
3.665 |
4.5% |
0.463 |
0.6% |
94% |
True |
False |
30,445 |
| 60 |
82.580 |
78.915 |
3.665 |
4.5% |
0.445 |
0.5% |
94% |
True |
False |
25,135 |
| 80 |
82.580 |
78.915 |
3.665 |
4.5% |
0.411 |
0.5% |
94% |
True |
False |
18,899 |
| 100 |
82.580 |
78.915 |
3.665 |
4.5% |
0.375 |
0.5% |
94% |
True |
False |
15,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.683 |
|
2.618 |
84.491 |
|
1.618 |
83.761 |
|
1.000 |
83.310 |
|
0.618 |
83.031 |
|
HIGH |
82.580 |
|
0.618 |
82.301 |
|
0.500 |
82.215 |
|
0.382 |
82.129 |
|
LOW |
81.850 |
|
0.618 |
81.399 |
|
1.000 |
81.120 |
|
1.618 |
80.669 |
|
2.618 |
79.939 |
|
4.250 |
78.748 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.310 |
82.258 |
| PP |
82.263 |
82.158 |
| S1 |
82.215 |
82.058 |
|