ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
84.125 |
84.830 |
0.705 |
0.8% |
83.410 |
High |
84.930 |
84.835 |
-0.095 |
-0.1% |
84.930 |
Low |
84.065 |
84.355 |
0.290 |
0.3% |
83.170 |
Close |
84.689 |
84.414 |
-0.275 |
-0.3% |
84.689 |
Range |
0.865 |
0.480 |
-0.385 |
-44.5% |
1.760 |
ATR |
0.672 |
0.659 |
-0.014 |
-2.0% |
0.000 |
Volume |
50,501 |
31,397 |
-19,104 |
-37.8% |
141,202 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.975 |
85.674 |
84.678 |
|
R3 |
85.495 |
85.194 |
84.546 |
|
R2 |
85.015 |
85.015 |
84.502 |
|
R1 |
84.714 |
84.714 |
84.458 |
84.625 |
PP |
84.535 |
84.535 |
84.535 |
84.490 |
S1 |
84.234 |
84.234 |
84.370 |
84.145 |
S2 |
84.055 |
84.055 |
84.326 |
|
S3 |
83.575 |
83.754 |
84.282 |
|
S4 |
83.095 |
83.274 |
84.150 |
|
|
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 |
83.170 |
1.760 |
2.1% |
0.593 |
0.7% |
71% |
False |
False |
34,519 |
10 |
84.930 |
82.440 |
2.490 |
2.9% |
0.558 |
0.7% |
79% |
False |
False |
34,848 |
20 |
84.930 |
80.615 |
4.315 |
5.1% |
0.602 |
0.7% |
88% |
False |
False |
35,784 |
40 |
84.930 |
80.615 |
4.315 |
5.1% |
0.625 |
0.7% |
88% |
False |
False |
18,569 |
60 |
84.930 |
80.615 |
4.315 |
5.1% |
0.584 |
0.7% |
88% |
False |
False |
12,415 |
80 |
84.930 |
80.615 |
4.315 |
5.1% |
0.538 |
0.6% |
88% |
False |
False |
9,333 |
100 |
84.930 |
80.615 |
4.315 |
5.1% |
0.438 |
0.5% |
88% |
False |
False |
7,476 |
120 |
84.930 |
79.465 |
5.465 |
6.5% |
0.365 |
0.4% |
91% |
False |
False |
6,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.875 |
2.618 |
86.092 |
1.618 |
85.612 |
1.000 |
85.315 |
0.618 |
85.132 |
HIGH |
84.835 |
0.618 |
84.652 |
0.500 |
84.595 |
0.382 |
84.538 |
LOW |
84.355 |
0.618 |
84.058 |
1.000 |
83.875 |
1.618 |
83.578 |
2.618 |
83.098 |
4.250 |
82.315 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
84.595 |
84.310 |
PP |
84.535 |
84.206 |
S1 |
84.474 |
84.103 |
|