ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
83.245 |
82.685 |
-0.560 |
-0.7% |
84.830 |
High |
83.270 |
83.055 |
-0.215 |
-0.3% |
84.965 |
Low |
82.525 |
82.475 |
-0.050 |
-0.1% |
82.600 |
Close |
82.637 |
82.840 |
0.203 |
0.2% |
83.163 |
Range |
0.745 |
0.580 |
-0.165 |
-22.1% |
2.365 |
ATR |
0.740 |
0.729 |
-0.011 |
-1.5% |
0.000 |
Volume |
32,225 |
52,420 |
20,195 |
62.7% |
208,651 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.530 |
84.265 |
83.159 |
|
R3 |
83.950 |
83.685 |
83.000 |
|
R2 |
83.370 |
83.370 |
82.946 |
|
R1 |
83.105 |
83.105 |
82.893 |
83.238 |
PP |
82.790 |
82.790 |
82.790 |
82.856 |
S1 |
82.525 |
82.525 |
82.787 |
82.658 |
S2 |
82.210 |
82.210 |
82.734 |
|
S3 |
81.630 |
81.945 |
82.681 |
|
S4 |
81.050 |
81.365 |
82.521 |
|
|
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 |
83.620 |
82.475 |
1.145 |
1.4% |
0.650 |
0.8% |
32% |
False |
True |
39,428 |
10 |
84.965 |
82.475 |
2.490 |
3.0% |
0.720 |
0.9% |
15% |
False |
True |
40,548 |
20 |
84.965 |
80.615 |
4.350 |
5.3% |
0.684 |
0.8% |
51% |
False |
False |
39,888 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.664 |
0.8% |
51% |
False |
False |
25,768 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.614 |
0.7% |
51% |
False |
False |
17,225 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.565 |
0.7% |
51% |
False |
False |
12,939 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.490 |
0.6% |
51% |
False |
False |
10,373 |
120 |
84.965 |
79.465 |
5.500 |
6.6% |
0.409 |
0.5% |
61% |
False |
False |
8,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.520 |
2.618 |
84.573 |
1.618 |
83.993 |
1.000 |
83.635 |
0.618 |
83.413 |
HIGH |
83.055 |
0.618 |
82.833 |
0.500 |
82.765 |
0.382 |
82.697 |
LOW |
82.475 |
0.618 |
82.117 |
1.000 |
81.895 |
1.618 |
81.537 |
2.618 |
80.957 |
4.250 |
80.010 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
82.815 |
83.048 |
PP |
82.790 |
82.978 |
S1 |
82.765 |
82.909 |
|