ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
81.555 |
81.910 |
0.355 |
0.4% |
80.810 |
High |
82.320 |
82.745 |
0.425 |
0.5% |
82.745 |
Low |
81.440 |
81.765 |
0.325 |
0.4% |
80.615 |
Close |
82.096 |
82.517 |
0.421 |
0.5% |
82.517 |
Range |
0.880 |
0.980 |
0.100 |
11.4% |
2.130 |
ATR |
0.647 |
0.671 |
0.024 |
3.7% |
0.000 |
Volume |
57,998 |
53,829 |
-4,169 |
-7.2% |
233,133 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.282 |
84.880 |
83.056 |
|
R3 |
84.302 |
83.900 |
82.787 |
|
R2 |
83.322 |
83.322 |
82.697 |
|
R1 |
82.920 |
82.920 |
82.607 |
83.121 |
PP |
82.342 |
82.342 |
82.342 |
82.443 |
S1 |
81.940 |
81.940 |
82.427 |
82.141 |
S2 |
81.362 |
81.362 |
82.337 |
|
S3 |
80.382 |
80.960 |
82.248 |
|
S4 |
79.402 |
79.980 |
81.978 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.349 |
87.563 |
83.689 |
|
R3 |
86.219 |
85.433 |
83.103 |
|
R2 |
84.089 |
84.089 |
82.908 |
|
R1 |
83.303 |
83.303 |
82.712 |
83.696 |
PP |
81.959 |
81.959 |
81.959 |
82.156 |
S1 |
81.173 |
81.173 |
82.322 |
81.566 |
S2 |
79.829 |
79.829 |
82.127 |
|
S3 |
77.699 |
79.043 |
81.931 |
|
S4 |
75.569 |
76.913 |
81.346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.745 |
80.615 |
2.130 |
2.6% |
0.743 |
0.9% |
89% |
True |
False |
46,626 |
10 |
82.745 |
80.615 |
2.130 |
2.6% |
0.647 |
0.8% |
89% |
True |
False |
36,721 |
20 |
84.730 |
80.615 |
4.115 |
5.0% |
0.674 |
0.8% |
46% |
False |
False |
19,525 |
40 |
84.835 |
80.615 |
4.220 |
5.1% |
0.628 |
0.8% |
45% |
False |
False |
9,881 |
60 |
84.835 |
80.615 |
4.220 |
5.1% |
0.560 |
0.7% |
45% |
False |
False |
6,614 |
80 |
84.835 |
80.615 |
4.220 |
5.1% |
0.478 |
0.6% |
45% |
False |
False |
4,990 |
100 |
84.835 |
79.465 |
5.370 |
6.5% |
0.383 |
0.5% |
57% |
False |
False |
3,992 |
120 |
84.835 |
79.465 |
5.370 |
6.5% |
0.319 |
0.4% |
57% |
False |
False |
3,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.910 |
2.618 |
85.311 |
1.618 |
84.331 |
1.000 |
83.725 |
0.618 |
83.351 |
HIGH |
82.745 |
0.618 |
82.371 |
0.500 |
82.255 |
0.382 |
82.139 |
LOW |
81.765 |
0.618 |
81.159 |
1.000 |
80.785 |
1.618 |
80.179 |
2.618 |
79.199 |
4.250 |
77.600 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
82.430 |
82.238 |
PP |
82.342 |
81.959 |
S1 |
82.255 |
81.680 |
|