ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
81.965 |
81.310 |
-0.655 |
-0.8% |
83.655 |
High |
82.000 |
81.510 |
-0.490 |
-0.6% |
83.670 |
Low |
81.230 |
80.945 |
-0.285 |
-0.4% |
81.345 |
Close |
81.310 |
81.167 |
-0.143 |
-0.2% |
81.930 |
Range |
0.770 |
0.565 |
-0.205 |
-26.6% |
2.325 |
ATR |
0.661 |
0.655 |
-0.007 |
-1.0% |
0.000 |
Volume |
13,528 |
23,810 |
10,282 |
76.0% |
21,010 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.902 |
82.600 |
81.478 |
|
R3 |
82.337 |
82.035 |
81.322 |
|
R2 |
81.772 |
81.772 |
81.271 |
|
R1 |
81.470 |
81.470 |
81.219 |
81.339 |
PP |
81.207 |
81.207 |
81.207 |
81.142 |
S1 |
80.905 |
80.905 |
81.115 |
80.774 |
S2 |
80.642 |
80.642 |
81.063 |
|
S3 |
80.077 |
80.340 |
81.012 |
|
S4 |
79.512 |
79.775 |
80.856 |
|
|
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 |
82.940 |
80.945 |
1.995 |
2.5% |
0.843 |
1.0% |
11% |
False |
True |
12,270 |
10 |
84.045 |
80.945 |
3.100 |
3.8% |
0.731 |
0.9% |
7% |
False |
True |
6,821 |
20 |
84.835 |
80.945 |
3.890 |
4.8% |
0.671 |
0.8% |
6% |
False |
True |
3,631 |
40 |
84.835 |
80.945 |
3.890 |
4.8% |
0.574 |
0.7% |
6% |
False |
True |
1,863 |
60 |
84.835 |
80.945 |
3.890 |
4.8% |
0.534 |
0.7% |
6% |
False |
True |
1,285 |
80 |
84.835 |
80.945 |
3.890 |
4.8% |
0.420 |
0.5% |
6% |
False |
True |
977 |
100 |
84.835 |
79.465 |
5.370 |
6.6% |
0.336 |
0.4% |
32% |
False |
False |
781 |
120 |
84.835 |
79.465 |
5.370 |
6.6% |
0.280 |
0.3% |
32% |
False |
False |
651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.911 |
2.618 |
82.989 |
1.618 |
82.424 |
1.000 |
82.075 |
0.618 |
81.859 |
HIGH |
81.510 |
0.618 |
81.294 |
0.500 |
81.228 |
0.382 |
81.161 |
LOW |
80.945 |
0.618 |
80.596 |
1.000 |
80.380 |
1.618 |
80.031 |
2.618 |
79.466 |
4.250 |
78.544 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
81.228 |
81.650 |
PP |
81.207 |
81.489 |
S1 |
81.187 |
81.328 |
|