ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
81.050 |
80.970 |
-0.080 |
-0.1% |
82.120 |
High |
81.210 |
81.205 |
-0.005 |
0.0% |
82.355 |
Low |
80.710 |
80.785 |
0.075 |
0.1% |
80.710 |
Close |
80.962 |
80.845 |
-0.117 |
-0.1% |
80.845 |
Range |
0.500 |
0.420 |
-0.080 |
-16.0% |
1.645 |
ATR |
0.643 |
0.628 |
-0.016 |
-2.5% |
0.000 |
Volume |
39,296 |
48,600 |
9,304 |
23.7% |
134,079 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.205 |
81.945 |
81.076 |
|
R3 |
81.785 |
81.525 |
80.961 |
|
R2 |
81.365 |
81.365 |
80.922 |
|
R1 |
81.105 |
81.105 |
80.884 |
81.025 |
PP |
80.945 |
80.945 |
80.945 |
80.905 |
S1 |
80.685 |
80.685 |
80.807 |
80.605 |
S2 |
80.525 |
80.525 |
80.768 |
|
S3 |
80.105 |
80.265 |
80.730 |
|
S4 |
79.685 |
79.845 |
80.614 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.238 |
85.187 |
81.750 |
|
R3 |
84.593 |
83.542 |
81.297 |
|
R2 |
82.948 |
82.948 |
81.147 |
|
R1 |
81.897 |
81.897 |
80.996 |
81.600 |
PP |
81.303 |
81.303 |
81.303 |
81.155 |
S1 |
80.252 |
80.252 |
80.694 |
79.955 |
S2 |
79.658 |
79.658 |
80.543 |
|
S3 |
78.013 |
78.607 |
80.393 |
|
S4 |
76.368 |
76.962 |
79.940 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.355 |
80.710 |
1.645 |
2.0% |
0.551 |
0.7% |
8% |
False |
False |
26,815 |
10 |
83.670 |
80.710 |
2.960 |
3.7% |
0.682 |
0.8% |
5% |
False |
False |
15,508 |
20 |
84.835 |
80.710 |
4.125 |
5.1% |
0.659 |
0.8% |
3% |
False |
False |
8,008 |
40 |
84.835 |
80.710 |
4.125 |
5.1% |
0.578 |
0.7% |
3% |
False |
False |
4,059 |
60 |
84.835 |
80.710 |
4.125 |
5.1% |
0.537 |
0.7% |
3% |
False |
False |
2,745 |
80 |
84.835 |
80.710 |
4.125 |
5.1% |
0.432 |
0.5% |
3% |
False |
False |
2,076 |
100 |
84.835 |
79.465 |
5.370 |
6.6% |
0.346 |
0.4% |
26% |
False |
False |
1,660 |
120 |
84.835 |
79.465 |
5.370 |
6.6% |
0.288 |
0.4% |
26% |
False |
False |
1,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.990 |
2.618 |
82.305 |
1.618 |
81.885 |
1.000 |
81.625 |
0.618 |
81.465 |
HIGH |
81.205 |
0.618 |
81.045 |
0.500 |
80.995 |
0.382 |
80.945 |
LOW |
80.785 |
0.618 |
80.525 |
1.000 |
80.365 |
1.618 |
80.105 |
2.618 |
79.685 |
4.250 |
79.000 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
80.995 |
81.110 |
PP |
80.945 |
81.022 |
S1 |
80.895 |
80.933 |
|