ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
81.870 |
82.120 |
0.250 |
0.3% |
83.655 |
High |
82.130 |
82.355 |
0.225 |
0.3% |
83.670 |
Low |
81.345 |
81.855 |
0.510 |
0.6% |
81.345 |
Close |
81.930 |
81.903 |
-0.027 |
0.0% |
81.930 |
Range |
0.785 |
0.500 |
-0.285 |
-36.3% |
2.325 |
ATR |
0.665 |
0.653 |
-0.012 |
-1.8% |
0.000 |
Volume |
5,477 |
8,845 |
3,368 |
61.5% |
21,010 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.538 |
83.220 |
82.178 |
|
R3 |
83.038 |
82.720 |
82.041 |
|
R2 |
82.538 |
82.538 |
81.995 |
|
R1 |
82.220 |
82.220 |
81.949 |
82.129 |
PP |
82.038 |
82.038 |
82.038 |
81.992 |
S1 |
81.720 |
81.720 |
81.857 |
81.629 |
S2 |
81.538 |
81.538 |
81.811 |
|
S3 |
81.038 |
81.220 |
81.766 |
|
S4 |
80.538 |
80.720 |
81.628 |
|
|
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 |
83.260 |
81.345 |
1.915 |
2.3% |
0.725 |
0.9% |
29% |
False |
False |
5,523 |
10 |
84.730 |
81.345 |
3.385 |
4.1% |
0.735 |
0.9% |
16% |
False |
False |
3,211 |
20 |
84.835 |
81.345 |
3.490 |
4.3% |
0.662 |
0.8% |
16% |
False |
False |
1,792 |
40 |
84.835 |
81.345 |
3.490 |
4.3% |
0.583 |
0.7% |
16% |
False |
False |
950 |
60 |
84.835 |
81.345 |
3.490 |
4.3% |
0.525 |
0.6% |
16% |
False |
False |
663 |
80 |
84.835 |
80.900 |
3.935 |
4.8% |
0.404 |
0.5% |
25% |
False |
False |
510 |
100 |
84.835 |
79.465 |
5.370 |
6.6% |
0.323 |
0.4% |
45% |
False |
False |
408 |
120 |
84.835 |
79.465 |
5.370 |
6.6% |
0.269 |
0.3% |
45% |
False |
False |
340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.480 |
2.618 |
83.664 |
1.618 |
83.164 |
1.000 |
82.855 |
0.618 |
82.664 |
HIGH |
82.355 |
0.618 |
82.164 |
0.500 |
82.105 |
0.382 |
82.046 |
LOW |
81.855 |
0.618 |
81.546 |
1.000 |
81.355 |
1.618 |
81.046 |
2.618 |
80.546 |
4.250 |
79.730 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
82.105 |
82.143 |
PP |
82.038 |
82.063 |
S1 |
81.970 |
81.983 |
|