ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
80.970 |
80.810 |
-0.160 |
-0.2% |
82.120 |
High |
81.205 |
81.065 |
-0.140 |
-0.2% |
82.355 |
Low |
80.785 |
80.705 |
-0.080 |
-0.1% |
80.710 |
Close |
80.845 |
80.968 |
0.123 |
0.2% |
80.845 |
Range |
0.420 |
0.360 |
-0.060 |
-14.3% |
1.645 |
ATR |
0.628 |
0.608 |
-0.019 |
-3.0% |
0.000 |
Volume |
48,600 |
29,562 |
-19,038 |
-39.2% |
134,079 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.993 |
81.840 |
81.166 |
|
R3 |
81.633 |
81.480 |
81.067 |
|
R2 |
81.273 |
81.273 |
81.034 |
|
R1 |
81.120 |
81.120 |
81.001 |
81.197 |
PP |
80.913 |
80.913 |
80.913 |
80.951 |
S1 |
80.760 |
80.760 |
80.935 |
80.837 |
S2 |
80.553 |
80.553 |
80.902 |
|
S3 |
80.193 |
80.400 |
80.869 |
|
S4 |
79.833 |
80.040 |
80.770 |
|
|
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 |
82.000 |
80.705 |
1.295 |
1.6% |
0.523 |
0.6% |
20% |
False |
True |
30,959 |
10 |
83.260 |
80.705 |
2.555 |
3.2% |
0.624 |
0.8% |
10% |
False |
True |
18,241 |
20 |
84.835 |
80.705 |
4.130 |
5.1% |
0.648 |
0.8% |
6% |
False |
True |
9,460 |
40 |
84.835 |
80.705 |
4.130 |
5.1% |
0.581 |
0.7% |
6% |
False |
True |
4,796 |
60 |
84.835 |
80.705 |
4.130 |
5.1% |
0.535 |
0.7% |
6% |
False |
True |
3,225 |
80 |
84.835 |
80.705 |
4.130 |
5.1% |
0.436 |
0.5% |
6% |
False |
True |
2,445 |
100 |
84.835 |
79.465 |
5.370 |
6.6% |
0.349 |
0.4% |
28% |
False |
False |
1,956 |
120 |
84.835 |
79.465 |
5.370 |
6.6% |
0.291 |
0.4% |
28% |
False |
False |
1,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.595 |
2.618 |
82.007 |
1.618 |
81.647 |
1.000 |
81.425 |
0.618 |
81.287 |
HIGH |
81.065 |
0.618 |
80.927 |
0.500 |
80.885 |
0.382 |
80.843 |
LOW |
80.705 |
0.618 |
80.483 |
1.000 |
80.345 |
1.618 |
80.123 |
2.618 |
79.763 |
4.250 |
79.175 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
80.940 |
80.965 |
PP |
80.913 |
80.961 |
S1 |
80.885 |
80.958 |
|