ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
82.120 |
81.965 |
-0.155 |
-0.2% |
83.655 |
High |
82.355 |
82.000 |
-0.355 |
-0.4% |
83.670 |
Low |
81.855 |
81.230 |
-0.625 |
-0.8% |
81.345 |
Close |
81.903 |
81.310 |
-0.593 |
-0.7% |
81.930 |
Range |
0.500 |
0.770 |
0.270 |
54.0% |
2.325 |
ATR |
0.653 |
0.661 |
0.008 |
1.3% |
0.000 |
Volume |
8,845 |
13,528 |
4,683 |
52.9% |
21,010 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.823 |
83.337 |
81.734 |
|
R3 |
83.053 |
82.567 |
81.522 |
|
R2 |
82.283 |
82.283 |
81.451 |
|
R1 |
81.797 |
81.797 |
81.381 |
81.655 |
PP |
81.513 |
81.513 |
81.513 |
81.443 |
S1 |
81.027 |
81.027 |
81.239 |
80.885 |
S2 |
80.743 |
80.743 |
81.169 |
|
S3 |
79.973 |
80.257 |
81.098 |
|
S4 |
79.203 |
79.487 |
80.887 |
|
|
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 |
83.190 |
81.230 |
1.960 |
2.4% |
0.817 |
1.0% |
4% |
False |
True |
8,159 |
10 |
84.730 |
81.230 |
3.500 |
4.3% |
0.762 |
0.9% |
2% |
False |
True |
4,501 |
20 |
84.835 |
81.230 |
3.605 |
4.4% |
0.668 |
0.8% |
2% |
False |
True |
2,456 |
40 |
84.835 |
81.230 |
3.605 |
4.4% |
0.583 |
0.7% |
2% |
False |
True |
1,286 |
60 |
84.835 |
81.230 |
3.605 |
4.4% |
0.532 |
0.7% |
2% |
False |
True |
888 |
80 |
84.835 |
80.900 |
3.935 |
4.8% |
0.413 |
0.5% |
10% |
False |
False |
679 |
100 |
84.835 |
79.465 |
5.370 |
6.6% |
0.331 |
0.4% |
34% |
False |
False |
543 |
120 |
84.835 |
79.465 |
5.370 |
6.6% |
0.276 |
0.3% |
34% |
False |
False |
453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.273 |
2.618 |
84.016 |
1.618 |
83.246 |
1.000 |
82.770 |
0.618 |
82.476 |
HIGH |
82.000 |
0.618 |
81.706 |
0.500 |
81.615 |
0.382 |
81.524 |
LOW |
81.230 |
0.618 |
80.754 |
1.000 |
80.460 |
1.618 |
79.984 |
2.618 |
79.214 |
4.250 |
77.958 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
81.615 |
81.793 |
PP |
81.513 |
81.632 |
S1 |
81.412 |
81.471 |
|