ICE US Dollar Index Future September 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
83.370 |
83.105 |
-0.265 |
-0.3% |
83.000 |
| High |
83.370 |
83.265 |
-0.105 |
-0.1% |
83.600 |
| Low |
82.970 |
82.950 |
-0.020 |
0.0% |
82.686 |
| Close |
83.143 |
83.090 |
-0.053 |
-0.1% |
82.686 |
| Range |
0.400 |
0.315 |
-0.085 |
-21.3% |
0.914 |
| ATR |
0.281 |
0.284 |
0.002 |
0.9% |
0.000 |
| Volume |
41 |
275 |
234 |
570.7% |
1,020 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.047 |
83.883 |
83.263 |
|
| R3 |
83.732 |
83.568 |
83.177 |
|
| R2 |
83.417 |
83.417 |
83.148 |
|
| R1 |
83.253 |
83.253 |
83.119 |
83.178 |
| PP |
83.102 |
83.102 |
83.102 |
83.064 |
| S1 |
82.938 |
82.938 |
83.061 |
82.863 |
| S2 |
82.787 |
82.787 |
83.032 |
|
| S3 |
82.472 |
82.623 |
83.003 |
|
| S4 |
82.157 |
82.308 |
82.917 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.733 |
85.123 |
83.189 |
|
| R3 |
84.819 |
84.209 |
82.937 |
|
| R2 |
83.905 |
83.905 |
82.854 |
|
| R1 |
83.295 |
83.295 |
82.770 |
83.143 |
| PP |
82.991 |
82.991 |
82.991 |
82.915 |
| S1 |
82.381 |
82.381 |
82.602 |
82.229 |
| S2 |
82.077 |
82.077 |
82.518 |
|
| S3 |
81.163 |
81.467 |
82.435 |
|
| S4 |
80.249 |
80.553 |
82.183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.500 |
82.686 |
0.814 |
1.0% |
0.299 |
0.4% |
50% |
False |
False |
67 |
| 10 |
83.600 |
82.686 |
0.914 |
1.1% |
0.220 |
0.3% |
44% |
False |
False |
135 |
| 20 |
83.600 |
82.005 |
1.595 |
1.9% |
0.116 |
0.1% |
68% |
False |
False |
68 |
| 40 |
83.600 |
79.465 |
4.135 |
5.0% |
0.058 |
0.1% |
88% |
False |
False |
34 |
| 60 |
83.600 |
79.465 |
4.135 |
5.0% |
0.039 |
0.0% |
88% |
False |
False |
22 |
| 80 |
83.600 |
79.465 |
4.135 |
5.0% |
0.029 |
0.0% |
88% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.604 |
|
2.618 |
84.090 |
|
1.618 |
83.775 |
|
1.000 |
83.580 |
|
0.618 |
83.460 |
|
HIGH |
83.265 |
|
0.618 |
83.145 |
|
0.500 |
83.108 |
|
0.382 |
83.070 |
|
LOW |
82.950 |
|
0.618 |
82.755 |
|
1.000 |
82.635 |
|
1.618 |
82.440 |
|
2.618 |
82.125 |
|
4.250 |
81.611 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
83.108 |
83.225 |
| PP |
83.102 |
83.180 |
| S1 |
83.096 |
83.135 |
|