ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
80.860 |
81.555 |
0.695 |
0.9% |
82.120 |
High |
81.665 |
82.320 |
0.655 |
0.8% |
82.355 |
Low |
80.615 |
81.440 |
0.825 |
1.0% |
80.710 |
Close |
81.595 |
82.096 |
0.501 |
0.6% |
80.845 |
Range |
1.050 |
0.880 |
-0.170 |
-16.2% |
1.645 |
ATR |
0.629 |
0.647 |
0.018 |
2.8% |
0.000 |
Volume |
47,803 |
57,998 |
10,195 |
21.3% |
134,079 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.592 |
84.224 |
82.580 |
|
R3 |
83.712 |
83.344 |
82.338 |
|
R2 |
82.832 |
82.832 |
82.257 |
|
R1 |
82.464 |
82.464 |
82.177 |
82.648 |
PP |
81.952 |
81.952 |
81.952 |
82.044 |
S1 |
81.584 |
81.584 |
82.015 |
81.768 |
S2 |
81.072 |
81.072 |
81.935 |
|
S3 |
80.192 |
80.704 |
81.854 |
|
S4 |
79.312 |
79.824 |
81.612 |
|
|
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 |
82.320 |
80.615 |
1.705 |
2.1% |
0.631 |
0.8% |
87% |
True |
False |
45,580 |
10 |
82.355 |
80.615 |
1.740 |
2.1% |
0.628 |
0.8% |
85% |
False |
False |
31,886 |
20 |
84.730 |
80.615 |
4.115 |
5.0% |
0.649 |
0.8% |
36% |
False |
False |
16,874 |
40 |
84.835 |
80.615 |
4.220 |
5.1% |
0.608 |
0.7% |
35% |
False |
False |
8,536 |
60 |
84.835 |
80.615 |
4.220 |
5.1% |
0.550 |
0.7% |
35% |
False |
False |
5,718 |
80 |
84.835 |
80.615 |
4.220 |
5.1% |
0.466 |
0.6% |
35% |
False |
False |
4,317 |
100 |
84.835 |
79.465 |
5.370 |
6.5% |
0.373 |
0.5% |
49% |
False |
False |
3,453 |
120 |
84.835 |
79.465 |
5.370 |
6.5% |
0.311 |
0.4% |
49% |
False |
False |
2,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.060 |
2.618 |
84.624 |
1.618 |
83.744 |
1.000 |
83.200 |
0.618 |
82.864 |
HIGH |
82.320 |
0.618 |
81.984 |
0.500 |
81.880 |
0.382 |
81.776 |
LOW |
81.440 |
0.618 |
80.896 |
1.000 |
80.560 |
1.618 |
80.016 |
2.618 |
79.136 |
4.250 |
77.700 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
82.024 |
81.887 |
PP |
81.952 |
81.677 |
S1 |
81.880 |
81.468 |
|