ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 25-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
82.710 |
82.580 |
-0.130 |
-0.2% |
80.810 |
High |
83.050 |
82.950 |
-0.100 |
-0.1% |
82.745 |
Low |
82.525 |
82.440 |
-0.085 |
-0.1% |
80.615 |
Close |
82.633 |
82.800 |
0.167 |
0.2% |
82.517 |
Range |
0.525 |
0.510 |
-0.015 |
-2.9% |
2.130 |
ATR |
0.661 |
0.650 |
-0.011 |
-1.6% |
0.000 |
Volume |
42,419 |
37,996 |
-4,423 |
-10.4% |
233,133 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.260 |
84.040 |
83.081 |
|
R3 |
83.750 |
83.530 |
82.940 |
|
R2 |
83.240 |
83.240 |
82.894 |
|
R1 |
83.020 |
83.020 |
82.847 |
83.130 |
PP |
82.730 |
82.730 |
82.730 |
82.785 |
S1 |
82.510 |
82.510 |
82.753 |
82.620 |
S2 |
82.220 |
82.220 |
82.707 |
|
S3 |
81.710 |
82.000 |
82.660 |
|
S4 |
81.200 |
81.490 |
82.520 |
|
|
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% |
0.789 |
1.0% |
90% |
False |
False |
48,009 |
10 |
83.050 |
80.615 |
2.435 |
2.9% |
0.624 |
0.8% |
90% |
False |
False |
42,525 |
20 |
84.730 |
80.615 |
4.115 |
5.0% |
0.693 |
0.8% |
53% |
False |
False |
23,513 |
40 |
84.835 |
80.615 |
4.220 |
5.1% |
0.631 |
0.8% |
52% |
False |
False |
11,888 |
60 |
84.835 |
80.615 |
4.220 |
5.1% |
0.566 |
0.7% |
52% |
False |
False |
7,953 |
80 |
84.835 |
80.615 |
4.220 |
5.1% |
0.491 |
0.6% |
52% |
False |
False |
5,995 |
100 |
84.835 |
79.878 |
4.957 |
6.0% |
0.393 |
0.5% |
59% |
False |
False |
4,796 |
120 |
84.835 |
79.465 |
5.370 |
6.5% |
0.328 |
0.4% |
62% |
False |
False |
3,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.118 |
2.618 |
84.285 |
1.618 |
83.775 |
1.000 |
83.460 |
0.618 |
83.265 |
HIGH |
82.950 |
0.618 |
82.755 |
0.500 |
82.695 |
0.382 |
82.635 |
LOW |
82.440 |
0.618 |
82.125 |
1.000 |
81.930 |
1.618 |
81.615 |
2.618 |
81.105 |
4.250 |
80.273 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
82.765 |
82.669 |
PP |
82.730 |
82.538 |
S1 |
82.695 |
82.408 |
|