ICE US Dollar Index Future March 2013
Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
82.020 |
82.615 |
0.595 |
0.7% |
81.705 |
High |
82.640 |
82.620 |
-0.020 |
0.0% |
82.580 |
Low |
81.975 |
81.995 |
0.020 |
0.0% |
81.165 |
Close |
82.507 |
82.123 |
-0.384 |
-0.5% |
82.358 |
Range |
0.665 |
0.625 |
-0.040 |
-6.0% |
1.415 |
ATR |
0.484 |
0.494 |
0.010 |
2.1% |
0.000 |
Volume |
26,043 |
35,170 |
9,127 |
35.0% |
199,018 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.121 |
83.747 |
82.467 |
|
R3 |
83.496 |
83.122 |
82.295 |
|
R2 |
82.871 |
82.871 |
82.238 |
|
R1 |
82.497 |
82.497 |
82.180 |
82.372 |
PP |
82.246 |
82.246 |
82.246 |
82.183 |
S1 |
81.872 |
81.872 |
82.066 |
81.747 |
S2 |
81.621 |
81.621 |
82.008 |
|
S3 |
80.996 |
81.247 |
81.951 |
|
S4 |
80.371 |
80.622 |
81.779 |
|
|
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 |
82.640 |
81.850 |
0.790 |
1.0% |
0.533 |
0.6% |
35% |
False |
False |
28,162 |
10 |
82.640 |
81.165 |
1.475 |
1.8% |
0.532 |
0.6% |
65% |
False |
False |
33,831 |
20 |
82.640 |
79.580 |
3.060 |
3.7% |
0.512 |
0.6% |
83% |
False |
False |
32,266 |
40 |
82.640 |
78.915 |
3.725 |
4.5% |
0.462 |
0.6% |
86% |
False |
False |
29,941 |
60 |
82.640 |
78.915 |
3.725 |
4.5% |
0.447 |
0.5% |
86% |
False |
False |
26,801 |
80 |
82.640 |
78.915 |
3.725 |
4.5% |
0.416 |
0.5% |
86% |
False |
False |
20,211 |
100 |
82.640 |
78.915 |
3.725 |
4.5% |
0.389 |
0.5% |
86% |
False |
False |
16,187 |
120 |
82.640 |
78.915 |
3.725 |
4.5% |
0.345 |
0.4% |
86% |
False |
False |
13,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.276 |
2.618 |
84.256 |
1.618 |
83.631 |
1.000 |
83.245 |
0.618 |
83.006 |
HIGH |
82.620 |
0.618 |
82.381 |
0.500 |
82.308 |
0.382 |
82.234 |
LOW |
81.995 |
0.618 |
81.609 |
1.000 |
81.370 |
1.618 |
80.984 |
2.618 |
80.359 |
4.250 |
79.339 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
82.308 |
82.298 |
PP |
82.246 |
82.239 |
S1 |
82.185 |
82.181 |
|