ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 26-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
82.580 |
82.920 |
0.340 |
0.4% |
80.810 |
High |
82.950 |
83.275 |
0.325 |
0.4% |
82.745 |
Low |
82.440 |
82.735 |
0.295 |
0.4% |
80.615 |
Close |
82.800 |
83.228 |
0.428 |
0.5% |
82.517 |
Range |
0.510 |
0.540 |
0.030 |
5.9% |
2.130 |
ATR |
0.650 |
0.642 |
-0.008 |
-1.2% |
0.000 |
Volume |
37,996 |
29,397 |
-8,599 |
-22.6% |
233,133 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.699 |
84.504 |
83.525 |
|
R3 |
84.159 |
83.964 |
83.377 |
|
R2 |
83.619 |
83.619 |
83.327 |
|
R1 |
83.424 |
83.424 |
83.278 |
83.522 |
PP |
83.079 |
83.079 |
83.079 |
83.128 |
S1 |
82.884 |
82.884 |
83.179 |
82.982 |
S2 |
82.539 |
82.539 |
83.129 |
|
S3 |
81.999 |
82.344 |
83.080 |
|
S4 |
81.459 |
81.804 |
82.931 |
|
|
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 |
83.275 |
81.440 |
1.835 |
2.2% |
0.687 |
0.8% |
97% |
True |
False |
44,327 |
10 |
83.275 |
80.615 |
2.660 |
3.2% |
0.621 |
0.7% |
98% |
True |
False |
43,084 |
20 |
84.045 |
80.615 |
3.430 |
4.1% |
0.676 |
0.8% |
76% |
False |
False |
24,952 |
40 |
84.835 |
80.615 |
4.220 |
5.1% |
0.634 |
0.8% |
62% |
False |
False |
12,621 |
60 |
84.835 |
80.615 |
4.220 |
5.1% |
0.568 |
0.7% |
62% |
False |
False |
8,443 |
80 |
84.835 |
80.615 |
4.220 |
5.1% |
0.498 |
0.6% |
62% |
False |
False |
6,362 |
100 |
84.835 |
80.107 |
4.728 |
5.7% |
0.398 |
0.5% |
66% |
False |
False |
5,090 |
120 |
84.835 |
79.465 |
5.370 |
6.5% |
0.332 |
0.4% |
70% |
False |
False |
4,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.570 |
2.618 |
84.689 |
1.618 |
84.149 |
1.000 |
83.815 |
0.618 |
83.609 |
HIGH |
83.275 |
0.618 |
83.069 |
0.500 |
83.005 |
0.382 |
82.941 |
LOW |
82.735 |
0.618 |
82.401 |
1.000 |
82.195 |
1.618 |
81.861 |
2.618 |
81.321 |
4.250 |
80.440 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
83.154 |
83.105 |
PP |
83.079 |
82.981 |
S1 |
83.005 |
82.858 |
|