ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
82.615 |
82.165 |
-0.450 |
-0.5% |
82.355 |
| High |
82.620 |
82.945 |
0.325 |
0.4% |
82.945 |
| Low |
81.995 |
82.105 |
0.110 |
0.1% |
81.955 |
| Close |
82.123 |
82.731 |
0.608 |
0.7% |
82.731 |
| Range |
0.625 |
0.840 |
0.215 |
34.4% |
0.990 |
| ATR |
0.494 |
0.518 |
0.025 |
5.0% |
0.000 |
| Volume |
35,170 |
39,053 |
3,883 |
11.0% |
145,041 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.114 |
84.762 |
83.193 |
|
| R3 |
84.274 |
83.922 |
82.962 |
|
| R2 |
83.434 |
83.434 |
82.885 |
|
| R1 |
83.082 |
83.082 |
82.808 |
83.258 |
| PP |
82.594 |
82.594 |
82.594 |
82.682 |
| S1 |
82.242 |
82.242 |
82.654 |
82.418 |
| S2 |
81.754 |
81.754 |
82.577 |
|
| S3 |
80.914 |
81.402 |
82.500 |
|
| S4 |
80.074 |
80.562 |
82.269 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.514 |
85.112 |
83.276 |
|
| R3 |
84.524 |
84.122 |
83.003 |
|
| R2 |
83.534 |
83.534 |
82.913 |
|
| R1 |
83.132 |
83.132 |
82.822 |
83.333 |
| PP |
82.544 |
82.544 |
82.544 |
82.644 |
| S1 |
82.142 |
82.142 |
82.640 |
82.343 |
| S2 |
81.554 |
81.554 |
82.550 |
|
| S3 |
80.564 |
81.152 |
82.459 |
|
| S4 |
79.574 |
80.162 |
82.187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.945 |
81.955 |
0.990 |
1.2% |
0.555 |
0.7% |
78% |
True |
False |
29,008 |
| 10 |
82.945 |
81.165 |
1.780 |
2.2% |
0.572 |
0.7% |
88% |
True |
False |
34,405 |
| 20 |
82.945 |
79.915 |
3.030 |
3.7% |
0.516 |
0.6% |
93% |
True |
False |
31,897 |
| 40 |
82.945 |
78.915 |
4.030 |
4.9% |
0.476 |
0.6% |
95% |
True |
False |
30,224 |
| 60 |
82.945 |
78.915 |
4.030 |
4.9% |
0.456 |
0.6% |
95% |
True |
False |
27,312 |
| 80 |
82.945 |
78.915 |
4.030 |
4.9% |
0.425 |
0.5% |
95% |
True |
False |
20,698 |
| 100 |
82.945 |
78.915 |
4.030 |
4.9% |
0.394 |
0.5% |
95% |
True |
False |
16,576 |
| 120 |
82.945 |
78.915 |
4.030 |
4.9% |
0.352 |
0.4% |
95% |
True |
False |
13,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.515 |
|
2.618 |
85.144 |
|
1.618 |
84.304 |
|
1.000 |
83.785 |
|
0.618 |
83.464 |
|
HIGH |
82.945 |
|
0.618 |
82.624 |
|
0.500 |
82.525 |
|
0.382 |
82.426 |
|
LOW |
82.105 |
|
0.618 |
81.586 |
|
1.000 |
81.265 |
|
1.618 |
80.746 |
|
2.618 |
79.906 |
|
4.250 |
78.535 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.662 |
82.641 |
| PP |
82.594 |
82.550 |
| S1 |
82.525 |
82.460 |
|