ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 27-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
82.920 |
83.130 |
0.210 |
0.3% |
80.810 |
High |
83.275 |
83.430 |
0.155 |
0.2% |
82.745 |
Low |
82.735 |
83.015 |
0.280 |
0.3% |
80.615 |
Close |
83.228 |
83.152 |
-0.076 |
-0.1% |
82.517 |
Range |
0.540 |
0.415 |
-0.125 |
-23.1% |
2.130 |
ATR |
0.642 |
0.626 |
-0.016 |
-2.5% |
0.000 |
Volume |
29,397 |
30,547 |
1,150 |
3.9% |
233,133 |
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.444 |
84.213 |
83.380 |
|
R3 |
84.029 |
83.798 |
83.266 |
|
R2 |
83.614 |
83.614 |
83.228 |
|
R1 |
83.383 |
83.383 |
83.190 |
83.499 |
PP |
83.199 |
83.199 |
83.199 |
83.257 |
S1 |
82.968 |
82.968 |
83.114 |
83.084 |
S2 |
82.784 |
82.784 |
83.076 |
|
S3 |
82.369 |
82.553 |
83.038 |
|
S4 |
81.954 |
82.138 |
82.924 |
|
|
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 |
83.430 |
81.765 |
1.665 |
2.0% |
0.594 |
0.7% |
83% |
True |
False |
38,837 |
10 |
83.430 |
80.615 |
2.815 |
3.4% |
0.613 |
0.7% |
90% |
True |
False |
42,209 |
20 |
83.925 |
80.615 |
3.310 |
4.0% |
0.658 |
0.8% |
77% |
False |
False |
26,454 |
40 |
84.835 |
80.615 |
4.220 |
5.1% |
0.624 |
0.7% |
60% |
False |
False |
13,383 |
60 |
84.835 |
80.615 |
4.220 |
5.1% |
0.561 |
0.7% |
60% |
False |
False |
8,951 |
80 |
84.835 |
80.615 |
4.220 |
5.1% |
0.503 |
0.6% |
60% |
False |
False |
6,744 |
100 |
84.835 |
80.533 |
4.302 |
5.2% |
0.403 |
0.5% |
61% |
False |
False |
5,395 |
120 |
84.835 |
79.465 |
5.370 |
6.5% |
0.335 |
0.4% |
69% |
False |
False |
4,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.194 |
2.618 |
84.516 |
1.618 |
84.101 |
1.000 |
83.845 |
0.618 |
83.686 |
HIGH |
83.430 |
0.618 |
83.271 |
0.500 |
83.223 |
0.382 |
83.174 |
LOW |
83.015 |
0.618 |
82.759 |
1.000 |
82.600 |
1.618 |
82.344 |
2.618 |
81.929 |
4.250 |
81.251 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
83.223 |
83.080 |
PP |
83.199 |
83.007 |
S1 |
83.176 |
82.935 |
|