ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
82.915 |
82.530 |
-0.385 |
-0.5% |
82.760 |
| High |
83.180 |
82.605 |
-0.575 |
-0.7% |
83.180 |
| Low |
82.440 |
82.060 |
-0.380 |
-0.5% |
82.060 |
| Close |
82.623 |
82.256 |
-0.367 |
-0.4% |
82.256 |
| Range |
0.740 |
0.545 |
-0.195 |
-26.4% |
1.120 |
| ATR |
0.530 |
0.533 |
0.002 |
0.4% |
0.000 |
| Volume |
36,804 |
15,347 |
-21,457 |
-58.3% |
163,772 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.942 |
83.644 |
82.556 |
|
| R3 |
83.397 |
83.099 |
82.406 |
|
| R2 |
82.852 |
82.852 |
82.356 |
|
| R1 |
82.554 |
82.554 |
82.306 |
82.431 |
| PP |
82.307 |
82.307 |
82.307 |
82.245 |
| S1 |
82.009 |
82.009 |
82.206 |
81.886 |
| S2 |
81.762 |
81.762 |
82.156 |
|
| S3 |
81.217 |
81.464 |
82.106 |
|
| S4 |
80.672 |
80.919 |
81.956 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.859 |
85.177 |
82.872 |
|
| R3 |
84.739 |
84.057 |
82.564 |
|
| R2 |
83.619 |
83.619 |
82.461 |
|
| R1 |
82.937 |
82.937 |
82.359 |
82.718 |
| PP |
82.499 |
82.499 |
82.499 |
82.389 |
| S1 |
81.817 |
81.817 |
82.153 |
81.598 |
| S2 |
81.379 |
81.379 |
82.051 |
|
| S3 |
80.259 |
80.697 |
81.948 |
|
| S4 |
79.139 |
79.577 |
81.640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.180 |
82.060 |
1.120 |
1.4% |
0.550 |
0.7% |
18% |
False |
True |
32,754 |
| 10 |
83.180 |
81.955 |
1.225 |
1.5% |
0.553 |
0.7% |
25% |
False |
False |
30,881 |
| 20 |
83.180 |
80.305 |
2.875 |
3.5% |
0.546 |
0.7% |
68% |
False |
False |
32,840 |
| 40 |
83.180 |
78.915 |
4.265 |
5.2% |
0.480 |
0.6% |
78% |
False |
False |
30,592 |
| 60 |
83.180 |
78.915 |
4.265 |
5.2% |
0.465 |
0.6% |
78% |
False |
False |
28,399 |
| 80 |
83.180 |
78.915 |
4.265 |
5.2% |
0.442 |
0.5% |
78% |
False |
False |
22,742 |
| 100 |
83.180 |
78.915 |
4.265 |
5.2% |
0.410 |
0.5% |
78% |
False |
False |
18,212 |
| 120 |
83.180 |
78.915 |
4.265 |
5.2% |
0.375 |
0.5% |
78% |
False |
False |
15,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.921 |
|
2.618 |
84.032 |
|
1.618 |
83.487 |
|
1.000 |
83.150 |
|
0.618 |
82.942 |
|
HIGH |
82.605 |
|
0.618 |
82.397 |
|
0.500 |
82.333 |
|
0.382 |
82.268 |
|
LOW |
82.060 |
|
0.618 |
81.723 |
|
1.000 |
81.515 |
|
1.618 |
81.178 |
|
2.618 |
80.633 |
|
4.250 |
79.744 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.333 |
82.620 |
| PP |
82.307 |
82.499 |
| S1 |
82.282 |
82.377 |
|