ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
80.810 |
80.860 |
0.050 |
0.1% |
82.120 |
High |
81.155 |
81.665 |
0.510 |
0.6% |
82.355 |
Low |
80.710 |
80.615 |
-0.095 |
-0.1% |
80.710 |
Close |
80.749 |
81.595 |
0.846 |
1.0% |
80.845 |
Range |
0.445 |
1.050 |
0.605 |
136.0% |
1.645 |
ATR |
0.597 |
0.629 |
0.032 |
5.4% |
0.000 |
Volume |
43,941 |
47,803 |
3,862 |
8.8% |
134,079 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.442 |
84.068 |
82.173 |
|
R3 |
83.392 |
83.018 |
81.884 |
|
R2 |
82.342 |
82.342 |
81.788 |
|
R1 |
81.968 |
81.968 |
81.691 |
82.155 |
PP |
81.292 |
81.292 |
81.292 |
81.385 |
S1 |
80.918 |
80.918 |
81.499 |
81.105 |
S2 |
80.242 |
80.242 |
81.403 |
|
S3 |
79.192 |
79.868 |
81.306 |
|
S4 |
78.142 |
78.818 |
81.018 |
|
|
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 |
81.665 |
80.615 |
1.050 |
1.3% |
0.555 |
0.7% |
93% |
True |
True |
41,840 |
10 |
82.940 |
80.615 |
2.325 |
2.8% |
0.699 |
0.9% |
42% |
False |
True |
27,055 |
20 |
84.835 |
80.615 |
4.220 |
5.2% |
0.649 |
0.8% |
23% |
False |
True |
14,014 |
40 |
84.835 |
80.615 |
4.220 |
5.2% |
0.598 |
0.7% |
23% |
False |
True |
7,087 |
60 |
84.835 |
80.615 |
4.220 |
5.2% |
0.541 |
0.7% |
23% |
False |
True |
4,751 |
80 |
84.835 |
80.615 |
4.220 |
5.2% |
0.455 |
0.6% |
23% |
False |
True |
3,592 |
100 |
84.835 |
79.465 |
5.370 |
6.6% |
0.364 |
0.4% |
40% |
False |
False |
2,873 |
120 |
84.835 |
79.465 |
5.370 |
6.6% |
0.303 |
0.4% |
40% |
False |
False |
2,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.128 |
2.618 |
84.414 |
1.618 |
83.364 |
1.000 |
82.715 |
0.618 |
82.314 |
HIGH |
81.665 |
0.618 |
81.264 |
0.500 |
81.140 |
0.382 |
81.016 |
LOW |
80.615 |
0.618 |
79.966 |
1.000 |
79.565 |
1.618 |
78.916 |
2.618 |
77.866 |
4.250 |
76.153 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
81.443 |
81.443 |
PP |
81.292 |
81.292 |
S1 |
81.140 |
81.140 |
|