ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
83.115 |
83.245 |
0.130 |
0.2% |
84.830 |
High |
83.620 |
83.270 |
-0.350 |
-0.4% |
84.965 |
Low |
83.035 |
82.525 |
-0.510 |
-0.6% |
82.600 |
Close |
83.196 |
82.637 |
-0.559 |
-0.7% |
83.163 |
Range |
0.585 |
0.745 |
0.160 |
27.4% |
2.365 |
ATR |
0.740 |
0.740 |
0.000 |
0.1% |
0.000 |
Volume |
27,749 |
32,225 |
4,476 |
16.1% |
208,651 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.046 |
84.586 |
83.047 |
|
R3 |
84.301 |
83.841 |
82.842 |
|
R2 |
83.556 |
83.556 |
82.774 |
|
R1 |
83.096 |
83.096 |
82.705 |
82.954 |
PP |
82.811 |
82.811 |
82.811 |
82.739 |
S1 |
82.351 |
82.351 |
82.569 |
82.209 |
S2 |
82.066 |
82.066 |
82.500 |
|
S3 |
81.321 |
81.606 |
82.432 |
|
S4 |
80.576 |
80.861 |
82.227 |
|
|
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 |
84.925 |
82.525 |
2.400 |
2.9% |
0.791 |
1.0% |
5% |
False |
True |
39,155 |
10 |
84.965 |
82.525 |
2.440 |
3.0% |
0.728 |
0.9% |
5% |
False |
True |
38,481 |
20 |
84.965 |
80.615 |
4.350 |
5.3% |
0.677 |
0.8% |
46% |
False |
False |
39,464 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.662 |
0.8% |
46% |
False |
False |
24,462 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.613 |
0.7% |
46% |
False |
False |
16,352 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.570 |
0.7% |
46% |
False |
False |
12,284 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.485 |
0.6% |
46% |
False |
False |
9,849 |
120 |
84.965 |
79.465 |
5.500 |
6.7% |
0.404 |
0.5% |
58% |
False |
False |
8,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.436 |
2.618 |
85.220 |
1.618 |
84.475 |
1.000 |
84.015 |
0.618 |
83.730 |
HIGH |
83.270 |
0.618 |
82.985 |
0.500 |
82.898 |
0.382 |
82.810 |
LOW |
82.525 |
0.618 |
82.065 |
1.000 |
81.780 |
1.618 |
81.320 |
2.618 |
80.575 |
4.250 |
79.359 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
82.898 |
83.073 |
PP |
82.811 |
82.927 |
S1 |
82.724 |
82.782 |
|