ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
82.930 |
83.115 |
0.185 |
0.2% |
84.830 |
High |
83.400 |
83.620 |
0.220 |
0.3% |
84.965 |
Low |
82.885 |
83.035 |
0.150 |
0.2% |
82.600 |
Close |
83.163 |
83.196 |
0.033 |
0.0% |
83.163 |
Range |
0.515 |
0.585 |
0.070 |
13.6% |
2.365 |
ATR |
0.751 |
0.740 |
-0.012 |
-1.6% |
0.000 |
Volume |
32,221 |
27,749 |
-4,472 |
-13.9% |
208,651 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.039 |
84.702 |
83.518 |
|
R3 |
84.454 |
84.117 |
83.357 |
|
R2 |
83.869 |
83.869 |
83.303 |
|
R1 |
83.532 |
83.532 |
83.250 |
83.701 |
PP |
83.284 |
83.284 |
83.284 |
83.368 |
S1 |
82.947 |
82.947 |
83.142 |
83.116 |
S2 |
82.699 |
82.699 |
83.089 |
|
S3 |
82.114 |
82.362 |
83.035 |
|
S4 |
81.529 |
81.777 |
82.874 |
|
|
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% |
0.773 |
0.9% |
25% |
False |
False |
41,000 |
10 |
84.965 |
82.600 |
2.365 |
2.8% |
0.683 |
0.8% |
25% |
False |
False |
37,760 |
20 |
84.965 |
80.615 |
4.350 |
5.2% |
0.658 |
0.8% |
59% |
False |
False |
39,330 |
40 |
84.965 |
80.615 |
4.350 |
5.2% |
0.658 |
0.8% |
59% |
False |
False |
23,669 |
60 |
84.965 |
80.615 |
4.350 |
5.2% |
0.605 |
0.7% |
59% |
False |
False |
15,816 |
80 |
84.965 |
80.615 |
4.350 |
5.2% |
0.567 |
0.7% |
59% |
False |
False |
11,891 |
100 |
84.965 |
80.615 |
4.350 |
5.2% |
0.477 |
0.6% |
59% |
False |
False |
9,527 |
120 |
84.965 |
79.465 |
5.500 |
6.6% |
0.398 |
0.5% |
68% |
False |
False |
7,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.106 |
2.618 |
85.152 |
1.618 |
84.567 |
1.000 |
84.205 |
0.618 |
83.982 |
HIGH |
83.620 |
0.618 |
83.397 |
0.500 |
83.328 |
0.382 |
83.258 |
LOW |
83.035 |
0.618 |
82.673 |
1.000 |
82.450 |
1.618 |
82.088 |
2.618 |
81.503 |
4.250 |
80.549 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
83.328 |
83.167 |
PP |
83.284 |
83.139 |
S1 |
83.240 |
83.110 |
|