ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 27-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
27-May-2013 |
Change |
Change % |
Previous Week |
Open |
84.230 |
83.995 |
-0.235 |
-0.3% |
84.600 |
High |
84.260 |
84.030 |
-0.230 |
-0.3% |
84.835 |
Low |
83.780 |
83.860 |
0.080 |
0.1% |
83.770 |
Close |
84.033 |
84.033 |
0.000 |
0.0% |
84.033 |
Range |
0.480 |
0.170 |
-0.310 |
-64.6% |
1.065 |
ATR |
0.578 |
0.549 |
-0.029 |
-5.0% |
0.000 |
Volume |
808 |
25 |
-783 |
-96.9% |
2,802 |
|
Daily Pivots for day following 27-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.484 |
84.429 |
84.127 |
|
R3 |
84.314 |
84.259 |
84.080 |
|
R2 |
84.144 |
84.144 |
84.064 |
|
R1 |
84.089 |
84.089 |
84.049 |
84.117 |
PP |
83.974 |
83.974 |
83.974 |
83.988 |
S1 |
83.919 |
83.919 |
84.017 |
83.947 |
S2 |
83.804 |
83.804 |
84.002 |
|
S3 |
83.634 |
83.749 |
83.986 |
|
S4 |
83.464 |
83.579 |
83.940 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.408 |
86.785 |
84.619 |
|
R3 |
86.343 |
85.720 |
84.326 |
|
R2 |
85.278 |
85.278 |
84.228 |
|
R1 |
84.655 |
84.655 |
84.131 |
84.434 |
PP |
84.213 |
84.213 |
84.213 |
84.102 |
S1 |
83.590 |
83.590 |
83.935 |
83.369 |
S2 |
83.148 |
83.148 |
83.838 |
|
S3 |
82.083 |
82.525 |
83.740 |
|
S4 |
81.018 |
81.460 |
83.447 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.835 |
83.770 |
1.065 |
1.3% |
0.599 |
0.7% |
25% |
False |
False |
457 |
10 |
84.835 |
83.310 |
1.525 |
1.8% |
0.589 |
0.7% |
47% |
False |
False |
373 |
20 |
84.835 |
81.510 |
3.325 |
4.0% |
0.573 |
0.7% |
76% |
False |
False |
237 |
40 |
84.835 |
81.510 |
3.325 |
4.0% |
0.499 |
0.6% |
76% |
False |
False |
160 |
60 |
84.835 |
81.510 |
3.325 |
4.0% |
0.416 |
0.5% |
76% |
False |
False |
145 |
80 |
84.835 |
79.878 |
4.957 |
5.9% |
0.312 |
0.4% |
84% |
False |
False |
109 |
100 |
84.835 |
79.465 |
5.370 |
6.4% |
0.250 |
0.3% |
85% |
False |
False |
87 |
120 |
84.835 |
79.465 |
5.370 |
6.4% |
0.208 |
0.2% |
85% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.753 |
2.618 |
84.475 |
1.618 |
84.305 |
1.000 |
84.200 |
0.618 |
84.135 |
HIGH |
84.030 |
0.618 |
83.965 |
0.500 |
83.945 |
0.382 |
83.925 |
LOW |
83.860 |
0.618 |
83.755 |
1.000 |
83.690 |
1.618 |
83.585 |
2.618 |
83.415 |
4.250 |
83.138 |
|
|
Fisher Pivots for day following 27-May-2013 |
Pivot |
1 day |
3 day |
R1 |
84.004 |
84.308 |
PP |
83.974 |
84.216 |
S1 |
83.945 |
84.125 |
|