ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 01-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
83.235 |
83.410 |
0.175 |
0.2% |
82.710 |
High |
83.595 |
83.470 |
-0.125 |
-0.1% |
83.595 |
Low |
82.975 |
83.175 |
0.200 |
0.2% |
82.440 |
Close |
83.376 |
83.253 |
-0.123 |
-0.1% |
83.376 |
Range |
0.620 |
0.295 |
-0.325 |
-52.4% |
1.155 |
ATR |
0.626 |
0.602 |
-0.024 |
-3.8% |
0.000 |
Volume |
35,525 |
25,010 |
-10,515 |
-29.6% |
175,884 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.184 |
84.014 |
83.415 |
|
R3 |
83.889 |
83.719 |
83.334 |
|
R2 |
83.594 |
83.594 |
83.307 |
|
R1 |
83.424 |
83.424 |
83.280 |
83.362 |
PP |
83.299 |
83.299 |
83.299 |
83.268 |
S1 |
83.129 |
83.129 |
83.226 |
83.067 |
S2 |
83.004 |
83.004 |
83.199 |
|
S3 |
82.709 |
82.834 |
83.172 |
|
S4 |
82.414 |
82.539 |
83.091 |
|
|
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% |
0.476 |
0.6% |
70% |
False |
False |
31,695 |
10 |
83.595 |
80.615 |
2.980 |
3.6% |
0.626 |
0.8% |
89% |
False |
False |
40,446 |
20 |
83.595 |
80.615 |
2.980 |
3.6% |
0.625 |
0.8% |
89% |
False |
False |
29,344 |
40 |
84.835 |
80.615 |
4.220 |
5.1% |
0.623 |
0.7% |
63% |
False |
False |
14,891 |
60 |
84.835 |
80.615 |
4.220 |
5.1% |
0.561 |
0.7% |
63% |
False |
False |
9,958 |
80 |
84.835 |
80.615 |
4.220 |
5.1% |
0.513 |
0.6% |
63% |
False |
False |
7,501 |
100 |
84.835 |
80.533 |
4.302 |
5.2% |
0.412 |
0.5% |
63% |
False |
False |
6,001 |
120 |
84.835 |
79.465 |
5.370 |
6.5% |
0.343 |
0.4% |
71% |
False |
False |
5,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.724 |
2.618 |
84.242 |
1.618 |
83.947 |
1.000 |
83.765 |
0.618 |
83.652 |
HIGH |
83.470 |
0.618 |
83.357 |
0.500 |
83.323 |
0.382 |
83.288 |
LOW |
83.175 |
0.618 |
82.993 |
1.000 |
82.880 |
1.618 |
82.698 |
2.618 |
82.403 |
4.250 |
81.921 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
83.323 |
83.285 |
PP |
83.299 |
83.274 |
S1 |
83.276 |
83.264 |
|