ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 28-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
83.130 |
83.235 |
0.105 |
0.1% |
82.710 |
High |
83.430 |
83.595 |
0.165 |
0.2% |
83.595 |
Low |
83.015 |
82.975 |
-0.040 |
0.0% |
82.440 |
Close |
83.152 |
83.376 |
0.224 |
0.3% |
83.376 |
Range |
0.415 |
0.620 |
0.205 |
49.4% |
1.155 |
ATR |
0.626 |
0.626 |
0.000 |
-0.1% |
0.000 |
Volume |
30,547 |
35,525 |
4,978 |
16.3% |
175,884 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.175 |
84.896 |
83.717 |
|
R3 |
84.555 |
84.276 |
83.547 |
|
R2 |
83.935 |
83.935 |
83.490 |
|
R1 |
83.656 |
83.656 |
83.433 |
83.796 |
PP |
83.315 |
83.315 |
83.315 |
83.385 |
S1 |
83.036 |
83.036 |
83.319 |
83.176 |
S2 |
82.695 |
82.695 |
83.262 |
|
S3 |
82.075 |
82.416 |
83.206 |
|
S4 |
81.455 |
81.796 |
83.035 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.602 |
86.144 |
84.011 |
|
R3 |
85.447 |
84.989 |
83.694 |
|
R2 |
84.292 |
84.292 |
83.588 |
|
R1 |
83.834 |
83.834 |
83.482 |
84.063 |
PP |
83.137 |
83.137 |
83.137 |
83.252 |
S1 |
82.679 |
82.679 |
83.270 |
82.908 |
S2 |
81.982 |
81.982 |
83.164 |
|
S3 |
80.827 |
81.524 |
83.058 |
|
S4 |
79.672 |
80.369 |
82.741 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.595 |
82.440 |
1.155 |
1.4% |
0.522 |
0.6% |
81% |
True |
False |
35,176 |
10 |
83.595 |
80.615 |
2.980 |
3.6% |
0.633 |
0.8% |
93% |
True |
False |
40,901 |
20 |
83.670 |
80.615 |
3.055 |
3.7% |
0.657 |
0.8% |
90% |
False |
False |
28,205 |
40 |
84.835 |
80.615 |
4.220 |
5.1% |
0.626 |
0.8% |
65% |
False |
False |
14,268 |
60 |
84.835 |
80.615 |
4.220 |
5.1% |
0.561 |
0.7% |
65% |
False |
False |
9,542 |
80 |
84.835 |
80.615 |
4.220 |
5.1% |
0.509 |
0.6% |
65% |
False |
False |
7,188 |
100 |
84.835 |
80.533 |
4.302 |
5.2% |
0.409 |
0.5% |
66% |
False |
False |
5,751 |
120 |
84.835 |
79.465 |
5.370 |
6.4% |
0.341 |
0.4% |
73% |
False |
False |
4,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.230 |
2.618 |
85.218 |
1.618 |
84.598 |
1.000 |
84.215 |
0.618 |
83.978 |
HIGH |
83.595 |
0.618 |
83.358 |
0.500 |
83.285 |
0.382 |
83.212 |
LOW |
82.975 |
0.618 |
82.592 |
1.000 |
82.355 |
1.618 |
81.972 |
2.618 |
81.352 |
4.250 |
80.340 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
83.346 |
83.306 |
PP |
83.315 |
83.235 |
S1 |
83.285 |
83.165 |
|