ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
83.995 |
84.150 |
0.155 |
0.2% |
84.600 |
High |
84.030 |
84.605 |
0.575 |
0.7% |
84.835 |
Low |
83.860 |
84.110 |
0.250 |
0.3% |
83.770 |
Close |
84.033 |
84.432 |
0.399 |
0.5% |
84.033 |
Range |
0.170 |
0.495 |
0.325 |
191.2% |
1.065 |
ATR |
0.549 |
0.551 |
0.002 |
0.3% |
0.000 |
Volume |
25 |
630 |
605 |
2,420.0% |
2,802 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.867 |
85.645 |
84.704 |
|
R3 |
85.372 |
85.150 |
84.568 |
|
R2 |
84.877 |
84.877 |
84.523 |
|
R1 |
84.655 |
84.655 |
84.477 |
84.766 |
PP |
84.382 |
84.382 |
84.382 |
84.438 |
S1 |
84.160 |
84.160 |
84.387 |
84.271 |
S2 |
83.887 |
83.887 |
84.341 |
|
S3 |
83.392 |
83.665 |
84.296 |
|
S4 |
82.897 |
83.170 |
84.160 |
|
|
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% |
0.593 |
0.7% |
62% |
False |
False |
553 |
10 |
84.835 |
83.770 |
1.065 |
1.3% |
0.574 |
0.7% |
62% |
False |
False |
412 |
20 |
84.835 |
81.510 |
3.325 |
3.9% |
0.570 |
0.7% |
88% |
False |
False |
264 |
40 |
84.835 |
81.510 |
3.325 |
3.9% |
0.502 |
0.6% |
88% |
False |
False |
174 |
60 |
84.835 |
81.510 |
3.325 |
3.9% |
0.424 |
0.5% |
88% |
False |
False |
156 |
80 |
84.835 |
79.878 |
4.957 |
5.9% |
0.318 |
0.4% |
92% |
False |
False |
117 |
100 |
84.835 |
79.465 |
5.370 |
6.4% |
0.254 |
0.3% |
92% |
False |
False |
93 |
120 |
84.835 |
79.465 |
5.370 |
6.4% |
0.212 |
0.3% |
92% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.709 |
2.618 |
85.901 |
1.618 |
85.406 |
1.000 |
85.100 |
0.618 |
84.911 |
HIGH |
84.605 |
0.618 |
84.416 |
0.500 |
84.358 |
0.382 |
84.299 |
LOW |
84.110 |
0.618 |
83.804 |
1.000 |
83.615 |
1.618 |
83.309 |
2.618 |
82.814 |
4.250 |
82.006 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
84.407 |
84.352 |
PP |
84.382 |
84.272 |
S1 |
84.358 |
84.193 |
|