ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
82.870 |
82.930 |
0.060 |
0.1% |
84.830 |
High |
83.425 |
83.400 |
-0.025 |
0.0% |
84.965 |
Low |
82.600 |
82.885 |
0.285 |
0.3% |
82.600 |
Close |
82.915 |
83.163 |
0.248 |
0.3% |
83.163 |
Range |
0.825 |
0.515 |
-0.310 |
-37.6% |
2.365 |
ATR |
0.770 |
0.751 |
-0.018 |
-2.4% |
0.000 |
Volume |
52,526 |
32,221 |
-20,305 |
-38.7% |
208,651 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.694 |
84.444 |
83.446 |
|
R3 |
84.179 |
83.929 |
83.305 |
|
R2 |
83.664 |
83.664 |
83.257 |
|
R1 |
83.414 |
83.414 |
83.210 |
83.539 |
PP |
83.149 |
83.149 |
83.149 |
83.212 |
S1 |
82.899 |
82.899 |
83.116 |
83.024 |
S2 |
82.634 |
82.634 |
83.069 |
|
S3 |
82.119 |
82.384 |
83.021 |
|
S4 |
81.604 |
81.869 |
82.880 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.671 |
89.282 |
84.464 |
|
R3 |
88.306 |
86.917 |
83.813 |
|
R2 |
85.941 |
85.941 |
83.597 |
|
R1 |
84.552 |
84.552 |
83.380 |
84.064 |
PP |
83.576 |
83.576 |
83.576 |
83.332 |
S1 |
82.187 |
82.187 |
82.946 |
81.699 |
S2 |
81.211 |
81.211 |
82.729 |
|
S3 |
78.846 |
79.822 |
82.513 |
|
S4 |
76.481 |
77.457 |
81.862 |
|
|
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 |
2.8% |
0.752 |
0.9% |
24% |
False |
False |
41,730 |
10 |
84.965 |
82.600 |
2.365 |
2.8% |
0.687 |
0.8% |
24% |
False |
False |
38,537 |
20 |
84.965 |
80.615 |
4.350 |
5.2% |
0.650 |
0.8% |
59% |
False |
False |
40,373 |
40 |
84.965 |
80.615 |
4.350 |
5.2% |
0.659 |
0.8% |
59% |
False |
False |
22,980 |
60 |
84.965 |
80.615 |
4.350 |
5.2% |
0.603 |
0.7% |
59% |
False |
False |
15,354 |
80 |
84.965 |
80.615 |
4.350 |
5.2% |
0.564 |
0.7% |
59% |
False |
False |
11,548 |
100 |
84.965 |
80.615 |
4.350 |
5.2% |
0.471 |
0.6% |
59% |
False |
False |
9,249 |
120 |
84.965 |
79.465 |
5.500 |
6.6% |
0.393 |
0.5% |
67% |
False |
False |
7,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.589 |
2.618 |
84.748 |
1.618 |
84.233 |
1.000 |
83.915 |
0.618 |
83.718 |
HIGH |
83.400 |
0.618 |
83.203 |
0.500 |
83.143 |
0.382 |
83.082 |
LOW |
82.885 |
0.618 |
82.567 |
1.000 |
82.370 |
1.618 |
82.052 |
2.618 |
81.537 |
4.250 |
80.696 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
83.156 |
83.763 |
PP |
83.149 |
83.563 |
S1 |
83.143 |
83.363 |
|