ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 10-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
84.485 |
84.875 |
0.390 |
0.5% |
83.410 |
High |
84.965 |
84.925 |
-0.040 |
0.0% |
84.930 |
Low |
84.310 |
83.640 |
-0.670 |
-0.8% |
83.170 |
Close |
84.781 |
84.234 |
-0.547 |
-0.6% |
84.689 |
Range |
0.655 |
1.285 |
0.630 |
96.2% |
1.760 |
ATR |
0.658 |
0.703 |
0.045 |
6.8% |
0.000 |
Volume |
41,450 |
51,057 |
9,607 |
23.2% |
141,202 |
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.121 |
87.463 |
84.941 |
|
R3 |
86.836 |
86.178 |
84.587 |
|
R2 |
85.551 |
85.551 |
84.470 |
|
R1 |
84.893 |
84.893 |
84.352 |
84.580 |
PP |
84.266 |
84.266 |
84.266 |
84.110 |
S1 |
83.608 |
83.608 |
84.116 |
83.295 |
S2 |
82.981 |
82.981 |
83.998 |
|
S3 |
81.696 |
82.323 |
83.881 |
|
S4 |
80.411 |
81.038 |
83.527 |
|
|
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 |
83.275 |
1.690 |
2.0% |
0.789 |
0.9% |
57% |
False |
False |
41,669 |
10 |
84.965 |
82.735 |
2.230 |
2.6% |
0.648 |
0.8% |
67% |
False |
False |
36,057 |
20 |
84.965 |
80.615 |
4.350 |
5.2% |
0.636 |
0.8% |
83% |
False |
False |
39,291 |
40 |
84.965 |
80.615 |
4.350 |
5.2% |
0.652 |
0.8% |
83% |
False |
False |
20,874 |
60 |
84.965 |
80.615 |
4.350 |
5.2% |
0.600 |
0.7% |
83% |
False |
False |
13,954 |
80 |
84.965 |
80.615 |
4.350 |
5.2% |
0.558 |
0.7% |
83% |
False |
False |
10,489 |
100 |
84.965 |
80.615 |
4.350 |
5.2% |
0.458 |
0.5% |
83% |
False |
False |
8,402 |
120 |
84.965 |
79.465 |
5.500 |
6.5% |
0.382 |
0.5% |
87% |
False |
False |
7,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.386 |
2.618 |
88.289 |
1.618 |
87.004 |
1.000 |
86.210 |
0.618 |
85.719 |
HIGH |
84.925 |
0.618 |
84.434 |
0.500 |
84.283 |
0.382 |
84.131 |
LOW |
83.640 |
0.618 |
82.846 |
1.000 |
82.355 |
1.618 |
81.561 |
2.618 |
80.276 |
4.250 |
78.179 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
84.283 |
84.303 |
PP |
84.266 |
84.280 |
S1 |
84.250 |
84.257 |
|