ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 02-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
83.410 |
83.205 |
-0.205 |
-0.2% |
82.710 |
High |
83.470 |
83.835 |
0.365 |
0.4% |
83.595 |
Low |
83.175 |
83.170 |
-0.005 |
0.0% |
82.440 |
Close |
83.253 |
83.764 |
0.511 |
0.6% |
83.376 |
Range |
0.295 |
0.665 |
0.370 |
125.4% |
1.155 |
ATR |
0.602 |
0.607 |
0.004 |
0.7% |
0.000 |
Volume |
25,010 |
31,751 |
6,741 |
27.0% |
175,884 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.585 |
85.339 |
84.130 |
|
R3 |
84.920 |
84.674 |
83.947 |
|
R2 |
84.255 |
84.255 |
83.886 |
|
R1 |
84.009 |
84.009 |
83.825 |
84.132 |
PP |
83.590 |
83.590 |
83.590 |
83.651 |
S1 |
83.344 |
83.344 |
83.703 |
83.467 |
S2 |
82.925 |
82.925 |
83.642 |
|
S3 |
82.260 |
82.679 |
83.581 |
|
S4 |
81.595 |
82.014 |
83.398 |
|
|
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 |
83.835 |
82.735 |
1.100 |
1.3% |
0.507 |
0.6% |
94% |
True |
False |
30,446 |
10 |
83.835 |
80.615 |
3.220 |
3.8% |
0.648 |
0.8% |
98% |
True |
False |
39,227 |
20 |
83.835 |
80.615 |
3.220 |
3.8% |
0.643 |
0.8% |
98% |
True |
False |
30,914 |
40 |
84.835 |
80.615 |
4.220 |
5.0% |
0.634 |
0.8% |
75% |
False |
False |
15,685 |
60 |
84.835 |
80.615 |
4.220 |
5.0% |
0.565 |
0.7% |
75% |
False |
False |
10,486 |
80 |
84.835 |
80.615 |
4.220 |
5.0% |
0.521 |
0.6% |
75% |
False |
False |
7,898 |
100 |
84.835 |
80.533 |
4.302 |
5.1% |
0.418 |
0.5% |
75% |
False |
False |
6,318 |
120 |
84.835 |
79.465 |
5.370 |
6.4% |
0.349 |
0.4% |
80% |
False |
False |
5,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.661 |
2.618 |
85.576 |
1.618 |
84.911 |
1.000 |
84.500 |
0.618 |
84.246 |
HIGH |
83.835 |
0.618 |
83.581 |
0.500 |
83.503 |
0.382 |
83.424 |
LOW |
83.170 |
0.618 |
82.759 |
1.000 |
82.505 |
1.618 |
82.094 |
2.618 |
81.429 |
4.250 |
80.344 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
83.677 |
83.644 |
PP |
83.590 |
83.525 |
S1 |
83.503 |
83.405 |
|