ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
83.520 |
83.950 |
0.430 |
0.5% |
82.385 |
High |
83.955 |
84.445 |
0.490 |
0.6% |
83.750 |
Low |
83.310 |
83.940 |
0.630 |
0.8% |
81.975 |
Close |
83.963 |
84.236 |
0.273 |
0.3% |
83.491 |
Range |
0.645 |
0.505 |
-0.140 |
-21.7% |
1.775 |
ATR |
0.511 |
0.511 |
0.000 |
-0.1% |
0.000 |
Volume |
237 |
311 |
74 |
31.2% |
555 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.722 |
85.484 |
84.514 |
|
R3 |
85.217 |
84.979 |
84.375 |
|
R2 |
84.712 |
84.712 |
84.329 |
|
R1 |
84.474 |
84.474 |
84.282 |
84.593 |
PP |
84.207 |
84.207 |
84.207 |
84.267 |
S1 |
83.969 |
83.969 |
84.190 |
84.088 |
S2 |
83.702 |
83.702 |
84.143 |
|
S3 |
83.197 |
83.464 |
84.097 |
|
S4 |
82.692 |
82.959 |
83.958 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.397 |
87.719 |
84.467 |
|
R3 |
86.622 |
85.944 |
83.979 |
|
R2 |
84.847 |
84.847 |
83.816 |
|
R1 |
84.169 |
84.169 |
83.654 |
84.508 |
PP |
83.072 |
83.072 |
83.072 |
83.242 |
S1 |
82.394 |
82.394 |
83.328 |
82.733 |
S2 |
81.297 |
81.297 |
83.166 |
|
S3 |
79.522 |
80.619 |
83.003 |
|
S4 |
77.747 |
78.844 |
82.515 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.445 |
82.105 |
2.340 |
2.8% |
0.629 |
0.7% |
91% |
True |
False |
205 |
10 |
84.445 |
81.750 |
2.695 |
3.2% |
0.573 |
0.7% |
92% |
True |
False |
139 |
20 |
84.445 |
81.510 |
2.935 |
3.5% |
0.477 |
0.6% |
93% |
True |
False |
95 |
40 |
84.445 |
81.510 |
2.935 |
3.5% |
0.465 |
0.6% |
93% |
True |
False |
112 |
60 |
84.445 |
81.510 |
2.935 |
3.5% |
0.337 |
0.4% |
93% |
True |
False |
92 |
80 |
84.445 |
79.465 |
4.980 |
5.9% |
0.253 |
0.3% |
96% |
True |
False |
69 |
100 |
84.445 |
79.465 |
4.980 |
5.9% |
0.202 |
0.2% |
96% |
True |
False |
55 |
120 |
84.445 |
79.465 |
4.980 |
5.9% |
0.168 |
0.2% |
96% |
True |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.591 |
2.618 |
85.767 |
1.618 |
85.262 |
1.000 |
84.950 |
0.618 |
84.757 |
HIGH |
84.445 |
0.618 |
84.252 |
0.500 |
84.193 |
0.382 |
84.133 |
LOW |
83.940 |
0.618 |
83.628 |
1.000 |
83.435 |
1.618 |
83.123 |
2.618 |
82.618 |
4.250 |
81.794 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
84.222 |
84.117 |
PP |
84.207 |
83.997 |
S1 |
84.193 |
83.878 |
|