ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
83.020 |
83.040 |
0.020 |
0.0% |
82.870 |
| High |
83.165 |
83.520 |
0.355 |
0.4% |
83.315 |
| Low |
82.880 |
83.010 |
0.130 |
0.2% |
82.435 |
| Close |
83.048 |
83.411 |
0.363 |
0.4% |
82.529 |
| Range |
0.285 |
0.510 |
0.225 |
78.9% |
0.880 |
| ATR |
0.540 |
0.538 |
-0.002 |
-0.4% |
0.000 |
| Volume |
19,342 |
28,787 |
9,445 |
48.8% |
143,226 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.844 |
84.637 |
83.692 |
|
| R3 |
84.334 |
84.127 |
83.551 |
|
| R2 |
83.824 |
83.824 |
83.505 |
|
| R1 |
83.617 |
83.617 |
83.458 |
83.721 |
| PP |
83.314 |
83.314 |
83.314 |
83.365 |
| S1 |
83.107 |
83.107 |
83.364 |
83.211 |
| S2 |
82.804 |
82.804 |
83.318 |
|
| S3 |
82.294 |
82.597 |
83.271 |
|
| S4 |
81.784 |
82.087 |
83.131 |
|
|
| 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 |
83.520 |
81.830 |
1.690 |
2.0% |
0.595 |
0.7% |
94% |
True |
False |
25,584 |
| 10 |
83.520 |
81.830 |
1.690 |
2.0% |
0.582 |
0.7% |
94% |
True |
False |
31,777 |
| 20 |
83.520 |
81.745 |
1.775 |
2.1% |
0.564 |
0.7% |
94% |
True |
False |
20,075 |
| 40 |
83.520 |
79.090 |
4.430 |
5.3% |
0.484 |
0.6% |
98% |
True |
False |
10,101 |
| 60 |
83.520 |
79.090 |
4.430 |
5.3% |
0.412 |
0.5% |
98% |
True |
False |
6,744 |
| 80 |
83.520 |
79.090 |
4.430 |
5.3% |
0.330 |
0.4% |
98% |
True |
False |
5,084 |
| 100 |
83.520 |
79.090 |
4.430 |
5.3% |
0.264 |
0.3% |
98% |
True |
False |
4,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.688 |
|
2.618 |
84.855 |
|
1.618 |
84.345 |
|
1.000 |
84.030 |
|
0.618 |
83.835 |
|
HIGH |
83.520 |
|
0.618 |
83.325 |
|
0.500 |
83.265 |
|
0.382 |
83.205 |
|
LOW |
83.010 |
|
0.618 |
82.695 |
|
1.000 |
82.500 |
|
1.618 |
82.185 |
|
2.618 |
81.675 |
|
4.250 |
80.843 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
83.362 |
83.166 |
| PP |
83.314 |
82.920 |
| S1 |
83.265 |
82.675 |
|