ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
82.870 |
82.935 |
0.065 |
0.1% |
83.020 |
| High |
83.105 |
83.315 |
0.210 |
0.3% |
83.420 |
| Low |
82.625 |
82.830 |
0.205 |
0.2% |
82.255 |
| Close |
82.899 |
83.211 |
0.312 |
0.4% |
82.466 |
| Range |
0.480 |
0.485 |
0.005 |
1.0% |
1.165 |
| ATR |
0.514 |
0.512 |
-0.002 |
-0.4% |
0.000 |
| Volume |
30,308 |
32,722 |
2,414 |
8.0% |
164,781 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.574 |
84.377 |
83.478 |
|
| R3 |
84.089 |
83.892 |
83.344 |
|
| R2 |
83.604 |
83.604 |
83.300 |
|
| R1 |
83.407 |
83.407 |
83.255 |
83.506 |
| PP |
83.119 |
83.119 |
83.119 |
83.168 |
| S1 |
82.922 |
82.922 |
83.167 |
83.021 |
| S2 |
82.634 |
82.634 |
83.122 |
|
| S3 |
82.149 |
82.437 |
83.078 |
|
| S4 |
81.664 |
81.952 |
82.944 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.209 |
85.502 |
83.107 |
|
| R3 |
85.044 |
84.337 |
82.786 |
|
| R2 |
83.879 |
83.879 |
82.680 |
|
| R1 |
83.172 |
83.172 |
82.573 |
82.943 |
| PP |
82.714 |
82.714 |
82.714 |
82.599 |
| S1 |
82.007 |
82.007 |
82.359 |
81.778 |
| S2 |
81.549 |
81.549 |
82.252 |
|
| S3 |
80.384 |
80.842 |
82.146 |
|
| S4 |
79.219 |
79.677 |
81.825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.420 |
82.255 |
1.165 |
1.4% |
0.612 |
0.7% |
82% |
False |
False |
39,342 |
| 10 |
83.420 |
82.175 |
1.245 |
1.5% |
0.594 |
0.7% |
83% |
False |
False |
23,990 |
| 20 |
83.420 |
80.550 |
2.870 |
3.4% |
0.554 |
0.7% |
93% |
False |
False |
12,230 |
| 40 |
83.420 |
79.090 |
4.330 |
5.2% |
0.432 |
0.5% |
95% |
False |
False |
6,146 |
| 60 |
83.420 |
79.090 |
4.330 |
5.2% |
0.366 |
0.4% |
95% |
False |
False |
4,104 |
| 80 |
83.420 |
79.090 |
4.330 |
5.2% |
0.286 |
0.3% |
95% |
False |
False |
3,104 |
| 100 |
83.420 |
79.090 |
4.330 |
5.2% |
0.229 |
0.3% |
95% |
False |
False |
2,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.376 |
|
2.618 |
84.585 |
|
1.618 |
84.100 |
|
1.000 |
83.800 |
|
0.618 |
83.615 |
|
HIGH |
83.315 |
|
0.618 |
83.130 |
|
0.500 |
83.073 |
|
0.382 |
83.015 |
|
LOW |
82.830 |
|
0.618 |
82.530 |
|
1.000 |
82.345 |
|
1.618 |
82.045 |
|
2.618 |
81.560 |
|
4.250 |
80.769 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
83.165 |
83.069 |
| PP |
83.119 |
82.927 |
| S1 |
83.073 |
82.785 |
|