ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
80.810 |
80.810 |
0.000 |
0.0% |
82.120 |
High |
81.065 |
81.155 |
0.090 |
0.1% |
82.355 |
Low |
80.705 |
80.710 |
0.005 |
0.0% |
80.710 |
Close |
80.968 |
80.749 |
-0.219 |
-0.3% |
80.845 |
Range |
0.360 |
0.445 |
0.085 |
23.6% |
1.645 |
ATR |
0.608 |
0.597 |
-0.012 |
-1.9% |
0.000 |
Volume |
29,562 |
43,941 |
14,379 |
48.6% |
134,079 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.206 |
81.923 |
80.994 |
|
R3 |
81.761 |
81.478 |
80.871 |
|
R2 |
81.316 |
81.316 |
80.831 |
|
R1 |
81.033 |
81.033 |
80.790 |
80.952 |
PP |
80.871 |
80.871 |
80.871 |
80.831 |
S1 |
80.588 |
80.588 |
80.708 |
80.507 |
S2 |
80.426 |
80.426 |
80.667 |
|
S3 |
79.981 |
80.143 |
80.627 |
|
S4 |
79.536 |
79.698 |
80.504 |
|
|
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 |
81.510 |
80.705 |
0.805 |
1.0% |
0.458 |
0.6% |
5% |
False |
False |
37,041 |
10 |
83.190 |
80.705 |
2.485 |
3.1% |
0.638 |
0.8% |
2% |
False |
False |
22,600 |
20 |
84.835 |
80.705 |
4.130 |
5.1% |
0.644 |
0.8% |
1% |
False |
False |
11,649 |
40 |
84.835 |
80.705 |
4.130 |
5.1% |
0.579 |
0.7% |
1% |
False |
False |
5,893 |
60 |
84.835 |
80.705 |
4.130 |
5.1% |
0.526 |
0.7% |
1% |
False |
False |
3,957 |
80 |
84.835 |
80.705 |
4.130 |
5.1% |
0.442 |
0.5% |
1% |
False |
False |
2,994 |
100 |
84.835 |
79.465 |
5.370 |
6.7% |
0.354 |
0.4% |
24% |
False |
False |
2,395 |
120 |
84.835 |
79.465 |
5.370 |
6.7% |
0.295 |
0.4% |
24% |
False |
False |
1,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.046 |
2.618 |
82.320 |
1.618 |
81.875 |
1.000 |
81.600 |
0.618 |
81.430 |
HIGH |
81.155 |
0.618 |
80.985 |
0.500 |
80.933 |
0.382 |
80.880 |
LOW |
80.710 |
0.618 |
80.435 |
1.000 |
80.265 |
1.618 |
79.990 |
2.618 |
79.545 |
4.250 |
78.819 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
80.933 |
80.955 |
PP |
80.871 |
80.886 |
S1 |
80.810 |
80.818 |
|