ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 03-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
83.205 |
83.790 |
0.585 |
0.7% |
82.710 |
High |
83.835 |
83.935 |
0.100 |
0.1% |
83.595 |
Low |
83.170 |
83.275 |
0.105 |
0.1% |
82.440 |
Close |
83.764 |
83.451 |
-0.313 |
-0.4% |
83.376 |
Range |
0.665 |
0.660 |
-0.005 |
-0.8% |
1.155 |
ATR |
0.607 |
0.610 |
0.004 |
0.6% |
0.000 |
Volume |
31,751 |
33,940 |
2,189 |
6.9% |
175,884 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.534 |
85.152 |
83.814 |
|
R3 |
84.874 |
84.492 |
83.633 |
|
R2 |
84.214 |
84.214 |
83.572 |
|
R1 |
83.832 |
83.832 |
83.512 |
83.693 |
PP |
83.554 |
83.554 |
83.554 |
83.484 |
S1 |
83.172 |
83.172 |
83.391 |
83.033 |
S2 |
82.894 |
82.894 |
83.330 |
|
S3 |
82.234 |
82.512 |
83.270 |
|
S4 |
81.574 |
81.852 |
83.088 |
|
|
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 |
83.935 |
82.975 |
0.960 |
1.2% |
0.531 |
0.6% |
50% |
True |
False |
31,354 |
10 |
83.935 |
81.440 |
2.495 |
3.0% |
0.609 |
0.7% |
81% |
True |
False |
37,841 |
20 |
83.935 |
80.615 |
3.320 |
4.0% |
0.654 |
0.8% |
85% |
True |
False |
32,448 |
40 |
84.835 |
80.615 |
4.220 |
5.1% |
0.636 |
0.8% |
67% |
False |
False |
16,531 |
60 |
84.835 |
80.615 |
4.220 |
5.1% |
0.572 |
0.7% |
67% |
False |
False |
11,051 |
80 |
84.835 |
80.615 |
4.220 |
5.1% |
0.530 |
0.6% |
67% |
False |
False |
8,316 |
100 |
84.835 |
80.537 |
4.298 |
5.2% |
0.425 |
0.5% |
68% |
False |
False |
6,658 |
120 |
84.835 |
79.465 |
5.370 |
6.4% |
0.354 |
0.4% |
74% |
False |
False |
5,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.740 |
2.618 |
85.663 |
1.618 |
85.003 |
1.000 |
84.595 |
0.618 |
84.343 |
HIGH |
83.935 |
0.618 |
83.683 |
0.500 |
83.605 |
0.382 |
83.527 |
LOW |
83.275 |
0.618 |
82.867 |
1.000 |
82.615 |
1.618 |
82.207 |
2.618 |
81.547 |
4.250 |
80.470 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
83.605 |
83.553 |
PP |
83.554 |
83.519 |
S1 |
83.502 |
83.485 |
|