ICE US Dollar Index Future September 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
82.660 |
82.045 |
-0.615 |
-0.7% |
82.990 |
| High |
82.775 |
82.970 |
0.195 |
0.2% |
83.105 |
| Low |
81.980 |
82.045 |
0.065 |
0.1% |
82.340 |
| Close |
81.983 |
82.981 |
0.998 |
1.2% |
82.586 |
| Range |
0.795 |
0.925 |
0.130 |
16.4% |
0.765 |
| ATR |
0.405 |
0.446 |
0.042 |
10.3% |
0.000 |
| Volume |
100 |
724 |
624 |
624.0% |
209 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.440 |
85.136 |
83.490 |
|
| R3 |
84.515 |
84.211 |
83.235 |
|
| R2 |
83.590 |
83.590 |
83.151 |
|
| R1 |
83.286 |
83.286 |
83.066 |
83.438 |
| PP |
82.665 |
82.665 |
82.665 |
82.742 |
| S1 |
82.361 |
82.361 |
82.896 |
82.513 |
| S2 |
81.740 |
81.740 |
82.811 |
|
| S3 |
80.815 |
81.436 |
82.727 |
|
| S4 |
79.890 |
80.511 |
82.472 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.972 |
84.544 |
83.007 |
|
| R3 |
84.207 |
83.779 |
82.796 |
|
| R2 |
83.442 |
83.442 |
82.726 |
|
| R1 |
83.014 |
83.014 |
82.656 |
82.846 |
| PP |
82.677 |
82.677 |
82.677 |
82.593 |
| S1 |
82.249 |
82.249 |
82.516 |
82.081 |
| S2 |
81.912 |
81.912 |
82.446 |
|
| S3 |
81.147 |
81.484 |
82.376 |
|
| S4 |
80.382 |
80.719 |
82.165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.970 |
81.980 |
0.990 |
1.2% |
0.495 |
0.6% |
101% |
True |
False |
189 |
| 10 |
83.750 |
81.980 |
1.770 |
2.1% |
0.490 |
0.6% |
57% |
False |
False |
121 |
| 20 |
83.750 |
81.980 |
1.770 |
2.1% |
0.454 |
0.5% |
57% |
False |
False |
129 |
| 40 |
83.750 |
81.555 |
2.195 |
2.6% |
0.267 |
0.3% |
65% |
False |
False |
91 |
| 60 |
83.750 |
79.465 |
4.285 |
5.2% |
0.178 |
0.2% |
82% |
False |
False |
60 |
| 80 |
83.750 |
79.465 |
4.285 |
5.2% |
0.134 |
0.2% |
82% |
False |
False |
45 |
| 100 |
83.750 |
79.465 |
4.285 |
5.2% |
0.107 |
0.1% |
82% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.901 |
|
2.618 |
85.392 |
|
1.618 |
84.467 |
|
1.000 |
83.895 |
|
0.618 |
83.542 |
|
HIGH |
82.970 |
|
0.618 |
82.617 |
|
0.500 |
82.508 |
|
0.382 |
82.398 |
|
LOW |
82.045 |
|
0.618 |
81.473 |
|
1.000 |
81.120 |
|
1.618 |
80.548 |
|
2.618 |
79.623 |
|
4.250 |
78.114 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.823 |
82.812 |
| PP |
82.665 |
82.644 |
| S1 |
82.508 |
82.475 |
|