ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
82.960 |
82.610 |
-0.350 |
-0.4% |
82.870 |
| High |
82.985 |
83.110 |
0.125 |
0.2% |
83.315 |
| Low |
82.435 |
81.830 |
-0.605 |
-0.7% |
82.435 |
| Close |
82.529 |
82.995 |
0.466 |
0.6% |
82.529 |
| Range |
0.550 |
1.280 |
0.730 |
132.7% |
0.880 |
| ATR |
0.504 |
0.560 |
0.055 |
11.0% |
0.000 |
| Volume |
27,121 |
30,087 |
2,966 |
10.9% |
143,226 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.485 |
86.020 |
83.699 |
|
| R3 |
85.205 |
84.740 |
83.347 |
|
| R2 |
83.925 |
83.925 |
83.230 |
|
| R1 |
83.460 |
83.460 |
83.112 |
83.693 |
| PP |
82.645 |
82.645 |
82.645 |
82.761 |
| S1 |
82.180 |
82.180 |
82.878 |
82.413 |
| S2 |
81.365 |
81.365 |
82.760 |
|
| S3 |
80.085 |
80.900 |
82.643 |
|
| S4 |
78.805 |
79.620 |
82.291 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.400 |
84.844 |
83.013 |
|
| R3 |
84.520 |
83.964 |
82.771 |
|
| R2 |
83.640 |
83.640 |
82.690 |
|
| R1 |
83.084 |
83.084 |
82.610 |
82.922 |
| PP |
82.760 |
82.760 |
82.760 |
82.679 |
| S1 |
82.204 |
82.204 |
82.448 |
82.042 |
| S2 |
81.880 |
81.880 |
82.368 |
|
| S3 |
81.000 |
81.324 |
82.287 |
|
| S4 |
80.120 |
80.444 |
82.045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.315 |
81.830 |
1.485 |
1.8% |
0.637 |
0.8% |
78% |
False |
True |
28,601 |
| 10 |
83.420 |
81.830 |
1.590 |
1.9% |
0.614 |
0.7% |
73% |
False |
True |
32,432 |
| 20 |
83.420 |
81.745 |
1.675 |
2.0% |
0.562 |
0.7% |
75% |
False |
False |
17,698 |
| 40 |
83.420 |
79.090 |
4.330 |
5.2% |
0.480 |
0.6% |
90% |
False |
False |
8,899 |
| 60 |
83.420 |
79.090 |
4.330 |
5.2% |
0.406 |
0.5% |
90% |
False |
False |
5,942 |
| 80 |
83.420 |
79.090 |
4.330 |
5.2% |
0.320 |
0.4% |
90% |
False |
False |
4,482 |
| 100 |
83.420 |
79.090 |
4.330 |
5.2% |
0.256 |
0.3% |
90% |
False |
False |
3,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.550 |
|
2.618 |
86.461 |
|
1.618 |
85.181 |
|
1.000 |
84.390 |
|
0.618 |
83.901 |
|
HIGH |
83.110 |
|
0.618 |
82.621 |
|
0.500 |
82.470 |
|
0.382 |
82.319 |
|
LOW |
81.830 |
|
0.618 |
81.039 |
|
1.000 |
80.550 |
|
1.618 |
79.759 |
|
2.618 |
78.479 |
|
4.250 |
76.390 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.820 |
82.833 |
| PP |
82.645 |
82.670 |
| S1 |
82.470 |
82.508 |
|