ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
83.790 |
84.125 |
0.335 |
0.4% |
83.410 |
High |
83.935 |
84.930 |
0.995 |
1.2% |
84.930 |
Low |
83.275 |
84.065 |
0.790 |
0.9% |
83.170 |
Close |
83.451 |
84.689 |
1.238 |
1.5% |
84.689 |
Range |
0.660 |
0.865 |
0.205 |
31.1% |
1.760 |
ATR |
0.610 |
0.672 |
0.062 |
10.2% |
0.000 |
Volume |
33,940 |
50,501 |
16,561 |
48.8% |
141,202 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.156 |
86.788 |
85.165 |
|
R3 |
86.291 |
85.923 |
84.927 |
|
R2 |
85.426 |
85.426 |
84.848 |
|
R1 |
85.058 |
85.058 |
84.768 |
85.242 |
PP |
84.561 |
84.561 |
84.561 |
84.654 |
S1 |
84.193 |
84.193 |
84.610 |
84.377 |
S2 |
83.696 |
83.696 |
84.530 |
|
S3 |
82.831 |
83.328 |
84.451 |
|
S4 |
81.966 |
82.463 |
84.213 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.543 |
88.876 |
85.657 |
|
R3 |
87.783 |
87.116 |
85.173 |
|
R2 |
86.023 |
86.023 |
85.012 |
|
R1 |
85.356 |
85.356 |
84.850 |
85.690 |
PP |
84.263 |
84.263 |
84.263 |
84.430 |
S1 |
83.596 |
83.596 |
84.528 |
83.930 |
S2 |
82.503 |
82.503 |
84.366 |
|
S3 |
80.743 |
81.836 |
84.205 |
|
S4 |
78.983 |
80.076 |
83.721 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.930 |
82.975 |
1.955 |
2.3% |
0.621 |
0.7% |
88% |
True |
False |
35,345 |
10 |
84.930 |
81.765 |
3.165 |
3.7% |
0.608 |
0.7% |
92% |
True |
False |
37,091 |
20 |
84.930 |
80.615 |
4.315 |
5.1% |
0.618 |
0.7% |
94% |
True |
False |
34,488 |
40 |
84.930 |
80.615 |
4.315 |
5.1% |
0.632 |
0.7% |
94% |
True |
False |
17,789 |
60 |
84.930 |
80.615 |
4.315 |
5.1% |
0.581 |
0.7% |
94% |
True |
False |
11,893 |
80 |
84.930 |
80.615 |
4.315 |
5.1% |
0.534 |
0.6% |
94% |
True |
False |
8,941 |
100 |
84.930 |
80.615 |
4.315 |
5.1% |
0.434 |
0.5% |
94% |
True |
False |
7,163 |
120 |
84.930 |
79.465 |
5.465 |
6.5% |
0.361 |
0.4% |
96% |
True |
False |
5,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.606 |
2.618 |
87.195 |
1.618 |
86.330 |
1.000 |
85.795 |
0.618 |
85.465 |
HIGH |
84.930 |
0.618 |
84.600 |
0.500 |
84.498 |
0.382 |
84.395 |
LOW |
84.065 |
0.618 |
83.530 |
1.000 |
83.200 |
1.618 |
82.665 |
2.618 |
81.800 |
4.250 |
80.389 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
84.625 |
84.476 |
PP |
84.561 |
84.263 |
S1 |
84.498 |
84.050 |
|