ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
84.875 |
82.870 |
-2.005 |
-2.4% |
83.410 |
High |
84.925 |
83.425 |
-1.500 |
-1.8% |
84.930 |
Low |
83.640 |
82.600 |
-1.040 |
-1.2% |
83.170 |
Close |
84.234 |
82.915 |
-1.319 |
-1.6% |
84.689 |
Range |
1.285 |
0.825 |
-0.460 |
-35.8% |
1.760 |
ATR |
0.703 |
0.770 |
0.066 |
9.5% |
0.000 |
Volume |
51,057 |
52,526 |
1,469 |
2.9% |
141,202 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.455 |
85.010 |
83.369 |
|
R3 |
84.630 |
84.185 |
83.142 |
|
R2 |
83.805 |
83.805 |
83.066 |
|
R1 |
83.360 |
83.360 |
82.991 |
83.583 |
PP |
82.980 |
82.980 |
82.980 |
83.091 |
S1 |
82.535 |
82.535 |
82.839 |
82.758 |
S2 |
82.155 |
82.155 |
82.764 |
|
S3 |
81.330 |
81.710 |
82.688 |
|
S4 |
80.505 |
80.885 |
82.461 |
|
|
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 |
82.600 |
2.365 |
2.9% |
0.822 |
1.0% |
13% |
False |
True |
45,386 |
10 |
84.965 |
82.600 |
2.365 |
2.9% |
0.677 |
0.8% |
13% |
False |
True |
38,370 |
20 |
84.965 |
80.615 |
4.350 |
5.2% |
0.649 |
0.8% |
53% |
False |
False |
40,727 |
40 |
84.965 |
80.615 |
4.350 |
5.2% |
0.660 |
0.8% |
53% |
False |
False |
22,179 |
60 |
84.965 |
80.615 |
4.350 |
5.2% |
0.599 |
0.7% |
53% |
False |
False |
14,818 |
80 |
84.965 |
80.615 |
4.350 |
5.2% |
0.563 |
0.7% |
53% |
False |
False |
11,146 |
100 |
84.965 |
80.615 |
4.350 |
5.2% |
0.466 |
0.6% |
53% |
False |
False |
8,927 |
120 |
84.965 |
79.465 |
5.500 |
6.6% |
0.388 |
0.5% |
63% |
False |
False |
7,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.931 |
2.618 |
85.585 |
1.618 |
84.760 |
1.000 |
84.250 |
0.618 |
83.935 |
HIGH |
83.425 |
0.618 |
83.110 |
0.500 |
83.013 |
0.382 |
82.915 |
LOW |
82.600 |
0.618 |
82.090 |
1.000 |
81.775 |
1.618 |
81.265 |
2.618 |
80.440 |
4.250 |
79.094 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
83.013 |
83.783 |
PP |
82.980 |
83.493 |
S1 |
82.948 |
83.204 |
|