ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
82.830 |
81.870 |
-0.960 |
-1.2% |
83.655 |
High |
82.940 |
82.130 |
-0.810 |
-1.0% |
83.670 |
Low |
81.345 |
81.345 |
0.000 |
0.0% |
81.345 |
Close |
81.802 |
81.930 |
0.128 |
0.2% |
81.930 |
Range |
1.595 |
0.785 |
-0.810 |
-50.8% |
2.325 |
ATR |
0.656 |
0.665 |
0.009 |
1.4% |
0.000 |
Volume |
9,691 |
5,477 |
-4,214 |
-43.5% |
21,010 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.157 |
83.828 |
82.362 |
|
R3 |
83.372 |
83.043 |
82.146 |
|
R2 |
82.587 |
82.587 |
82.074 |
|
R1 |
82.258 |
82.258 |
82.002 |
82.423 |
PP |
81.802 |
81.802 |
81.802 |
81.884 |
S1 |
81.473 |
81.473 |
81.858 |
81.638 |
S2 |
81.017 |
81.017 |
81.786 |
|
S3 |
80.232 |
80.688 |
81.714 |
|
S4 |
79.447 |
79.903 |
81.498 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.290 |
87.935 |
83.209 |
|
R3 |
86.965 |
85.610 |
82.569 |
|
R2 |
84.640 |
84.640 |
82.356 |
|
R1 |
83.285 |
83.285 |
82.143 |
82.800 |
PP |
82.315 |
82.315 |
82.315 |
82.073 |
S1 |
80.960 |
80.960 |
81.717 |
80.475 |
S2 |
79.990 |
79.990 |
81.504 |
|
S3 |
77.665 |
78.635 |
81.291 |
|
S4 |
75.340 |
76.310 |
80.651 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.670 |
81.345 |
2.325 |
2.8% |
0.812 |
1.0% |
25% |
False |
True |
4,202 |
10 |
84.730 |
81.345 |
3.385 |
4.1% |
0.702 |
0.9% |
17% |
False |
True |
2,329 |
20 |
84.835 |
81.345 |
3.490 |
4.3% |
0.648 |
0.8% |
17% |
False |
True |
1,354 |
40 |
84.835 |
81.345 |
3.490 |
4.3% |
0.575 |
0.7% |
17% |
False |
True |
731 |
60 |
84.835 |
81.345 |
3.490 |
4.3% |
0.516 |
0.6% |
17% |
False |
True |
516 |
80 |
84.835 |
80.900 |
3.935 |
4.8% |
0.397 |
0.5% |
26% |
False |
False |
400 |
100 |
84.835 |
79.465 |
5.370 |
6.6% |
0.318 |
0.4% |
46% |
False |
False |
320 |
120 |
84.835 |
79.465 |
5.370 |
6.6% |
0.265 |
0.3% |
46% |
False |
False |
266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.466 |
2.618 |
84.185 |
1.618 |
83.400 |
1.000 |
82.915 |
0.618 |
82.615 |
HIGH |
82.130 |
0.618 |
81.830 |
0.500 |
81.738 |
0.382 |
81.645 |
LOW |
81.345 |
0.618 |
80.860 |
1.000 |
80.560 |
1.618 |
80.075 |
2.618 |
79.290 |
4.250 |
78.009 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
81.866 |
82.268 |
PP |
81.802 |
82.155 |
S1 |
81.738 |
82.043 |
|