ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
81.910 |
82.710 |
0.800 |
1.0% |
80.810 |
High |
82.745 |
83.050 |
0.305 |
0.4% |
82.745 |
Low |
81.765 |
82.525 |
0.760 |
0.9% |
80.615 |
Close |
82.517 |
82.633 |
0.116 |
0.1% |
82.517 |
Range |
0.980 |
0.525 |
-0.455 |
-46.4% |
2.130 |
ATR |
0.671 |
0.661 |
-0.010 |
-1.5% |
0.000 |
Volume |
53,829 |
42,419 |
-11,410 |
-21.2% |
233,133 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.311 |
83.997 |
82.922 |
|
R3 |
83.786 |
83.472 |
82.777 |
|
R2 |
83.261 |
83.261 |
82.729 |
|
R1 |
82.947 |
82.947 |
82.681 |
82.842 |
PP |
82.736 |
82.736 |
82.736 |
82.683 |
S1 |
82.422 |
82.422 |
82.585 |
82.317 |
S2 |
82.211 |
82.211 |
82.537 |
|
S3 |
81.686 |
81.897 |
82.489 |
|
S4 |
81.161 |
81.372 |
82.344 |
|
|
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 |
83.050 |
80.615 |
2.435 |
2.9% |
0.776 |
0.9% |
83% |
True |
False |
49,198 |
10 |
83.050 |
80.615 |
2.435 |
2.9% |
0.650 |
0.8% |
83% |
True |
False |
40,078 |
20 |
84.730 |
80.615 |
4.115 |
5.0% |
0.692 |
0.8% |
49% |
False |
False |
21,645 |
40 |
84.835 |
80.615 |
4.220 |
5.1% |
0.633 |
0.8% |
48% |
False |
False |
10,941 |
60 |
84.835 |
80.615 |
4.220 |
5.1% |
0.564 |
0.7% |
48% |
False |
False |
7,321 |
80 |
84.835 |
80.615 |
4.220 |
5.1% |
0.485 |
0.6% |
48% |
False |
False |
5,520 |
100 |
84.835 |
79.878 |
4.957 |
6.0% |
0.388 |
0.5% |
56% |
False |
False |
4,416 |
120 |
84.835 |
79.465 |
5.370 |
6.5% |
0.323 |
0.4% |
59% |
False |
False |
3,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.281 |
2.618 |
84.424 |
1.618 |
83.899 |
1.000 |
83.575 |
0.618 |
83.374 |
HIGH |
83.050 |
0.618 |
82.849 |
0.500 |
82.788 |
0.382 |
82.726 |
LOW |
82.525 |
0.618 |
82.201 |
1.000 |
82.000 |
1.618 |
81.676 |
2.618 |
81.151 |
4.250 |
80.294 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
82.788 |
82.504 |
PP |
82.736 |
82.374 |
S1 |
82.685 |
82.245 |
|