ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
84.830 |
84.485 |
-0.345 |
-0.4% |
83.410 |
High |
84.835 |
84.965 |
0.130 |
0.2% |
84.930 |
Low |
84.355 |
84.310 |
-0.045 |
-0.1% |
83.170 |
Close |
84.414 |
84.781 |
0.367 |
0.4% |
84.689 |
Range |
0.480 |
0.655 |
0.175 |
36.5% |
1.760 |
ATR |
0.659 |
0.658 |
0.000 |
0.0% |
0.000 |
Volume |
31,397 |
41,450 |
10,053 |
32.0% |
141,202 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.650 |
86.371 |
85.141 |
|
R3 |
85.995 |
85.716 |
84.961 |
|
R2 |
85.340 |
85.340 |
84.901 |
|
R1 |
85.061 |
85.061 |
84.841 |
85.201 |
PP |
84.685 |
84.685 |
84.685 |
84.755 |
S1 |
84.406 |
84.406 |
84.721 |
84.546 |
S2 |
84.030 |
84.030 |
84.661 |
|
S3 |
83.375 |
83.751 |
84.601 |
|
S4 |
82.720 |
83.096 |
84.421 |
|
|
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 |
84.965 |
83.170 |
1.795 |
2.1% |
0.665 |
0.8% |
90% |
True |
False |
37,807 |
10 |
84.965 |
82.440 |
2.525 |
3.0% |
0.571 |
0.7% |
93% |
True |
False |
34,751 |
20 |
84.965 |
80.615 |
4.350 |
5.1% |
0.610 |
0.7% |
96% |
True |
False |
37,415 |
40 |
84.965 |
80.615 |
4.350 |
5.1% |
0.636 |
0.7% |
96% |
True |
False |
19,603 |
60 |
84.965 |
80.615 |
4.350 |
5.1% |
0.592 |
0.7% |
96% |
True |
False |
13,105 |
80 |
84.965 |
80.615 |
4.350 |
5.1% |
0.546 |
0.6% |
96% |
True |
False |
9,851 |
100 |
84.965 |
80.615 |
4.350 |
5.1% |
0.445 |
0.5% |
96% |
True |
False |
7,891 |
120 |
84.965 |
79.465 |
5.500 |
6.5% |
0.371 |
0.4% |
97% |
True |
False |
6,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.749 |
2.618 |
86.680 |
1.618 |
86.025 |
1.000 |
85.620 |
0.618 |
85.370 |
HIGH |
84.965 |
0.618 |
84.715 |
0.500 |
84.638 |
0.382 |
84.560 |
LOW |
84.310 |
0.618 |
83.905 |
1.000 |
83.655 |
1.618 |
83.250 |
2.618 |
82.595 |
4.250 |
81.526 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
84.733 |
84.692 |
PP |
84.685 |
84.604 |
S1 |
84.638 |
84.515 |
|