ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
82.685 |
82.820 |
0.135 |
0.2% |
84.830 |
High |
83.055 |
83.160 |
0.105 |
0.1% |
84.965 |
Low |
82.475 |
82.760 |
0.285 |
0.3% |
82.600 |
Close |
82.840 |
82.955 |
0.115 |
0.1% |
83.163 |
Range |
0.580 |
0.400 |
-0.180 |
-31.0% |
2.365 |
ATR |
0.729 |
0.705 |
-0.023 |
-3.2% |
0.000 |
Volume |
52,420 |
25,495 |
-26,925 |
-51.4% |
208,651 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.158 |
83.957 |
83.175 |
|
R3 |
83.758 |
83.557 |
83.065 |
|
R2 |
83.358 |
83.358 |
83.028 |
|
R1 |
83.157 |
83.157 |
82.992 |
83.258 |
PP |
82.958 |
82.958 |
82.958 |
83.009 |
S1 |
82.757 |
82.757 |
82.918 |
82.858 |
S2 |
82.558 |
82.558 |
82.882 |
|
S3 |
82.158 |
82.357 |
82.845 |
|
S4 |
81.758 |
81.957 |
82.735 |
|
|
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% |
0.565 |
0.7% |
42% |
False |
False |
34,022 |
10 |
84.965 |
82.475 |
2.490 |
3.0% |
0.694 |
0.8% |
19% |
False |
False |
39,704 |
20 |
84.965 |
81.440 |
3.525 |
4.2% |
0.651 |
0.8% |
43% |
False |
False |
38,772 |
40 |
84.965 |
80.615 |
4.350 |
5.2% |
0.650 |
0.8% |
54% |
False |
False |
26,393 |
60 |
84.965 |
80.615 |
4.350 |
5.2% |
0.616 |
0.7% |
54% |
False |
False |
17,649 |
80 |
84.965 |
80.615 |
4.350 |
5.2% |
0.569 |
0.7% |
54% |
False |
False |
13,256 |
100 |
84.965 |
80.615 |
4.350 |
5.2% |
0.494 |
0.6% |
54% |
False |
False |
10,628 |
120 |
84.965 |
79.465 |
5.500 |
6.6% |
0.412 |
0.5% |
63% |
False |
False |
8,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.860 |
2.618 |
84.207 |
1.618 |
83.807 |
1.000 |
83.560 |
0.618 |
83.407 |
HIGH |
83.160 |
0.618 |
83.007 |
0.500 |
82.960 |
0.382 |
82.913 |
LOW |
82.760 |
0.618 |
82.513 |
1.000 |
82.360 |
1.618 |
82.113 |
2.618 |
81.713 |
4.250 |
81.060 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
82.960 |
82.928 |
PP |
82.958 |
82.900 |
S1 |
82.957 |
82.873 |
|