ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
82.820 |
82.910 |
0.090 |
0.1% |
83.115 |
High |
83.160 |
83.060 |
-0.100 |
-0.1% |
83.620 |
Low |
82.760 |
82.620 |
-0.140 |
-0.2% |
82.475 |
Close |
82.955 |
82.711 |
-0.244 |
-0.3% |
82.711 |
Range |
0.400 |
0.440 |
0.040 |
10.0% |
1.145 |
ATR |
0.705 |
0.686 |
-0.019 |
-2.7% |
0.000 |
Volume |
25,495 |
21,304 |
-4,191 |
-16.4% |
159,193 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.117 |
83.854 |
82.953 |
|
R3 |
83.677 |
83.414 |
82.832 |
|
R2 |
83.237 |
83.237 |
82.792 |
|
R1 |
82.974 |
82.974 |
82.751 |
82.886 |
PP |
82.797 |
82.797 |
82.797 |
82.753 |
S1 |
82.534 |
82.534 |
82.671 |
82.446 |
S2 |
82.357 |
82.357 |
82.630 |
|
S3 |
81.917 |
82.094 |
82.590 |
|
S4 |
81.477 |
81.654 |
82.469 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.370 |
85.686 |
83.341 |
|
R3 |
85.225 |
84.541 |
83.026 |
|
R2 |
84.080 |
84.080 |
82.921 |
|
R1 |
83.396 |
83.396 |
82.816 |
83.166 |
PP |
82.935 |
82.935 |
82.935 |
82.820 |
S1 |
82.251 |
82.251 |
82.606 |
82.021 |
S2 |
81.790 |
81.790 |
82.501 |
|
S3 |
80.645 |
81.106 |
82.396 |
|
S4 |
79.500 |
79.961 |
82.081 |
|
|
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% |
0.550 |
0.7% |
21% |
False |
False |
31,838 |
10 |
84.965 |
82.475 |
2.490 |
3.0% |
0.651 |
0.8% |
9% |
False |
False |
36,784 |
20 |
84.965 |
81.765 |
3.200 |
3.9% |
0.629 |
0.8% |
30% |
False |
False |
36,937 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.639 |
0.8% |
48% |
False |
False |
26,906 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.615 |
0.7% |
48% |
False |
False |
18,003 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.570 |
0.7% |
48% |
False |
False |
13,523 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.499 |
0.6% |
48% |
False |
False |
10,841 |
120 |
84.965 |
79.465 |
5.500 |
6.6% |
0.416 |
0.5% |
59% |
False |
False |
9,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.930 |
2.618 |
84.212 |
1.618 |
83.772 |
1.000 |
83.500 |
0.618 |
83.332 |
HIGH |
83.060 |
0.618 |
82.892 |
0.500 |
82.840 |
0.382 |
82.788 |
LOW |
82.620 |
0.618 |
82.348 |
1.000 |
82.180 |
1.618 |
81.908 |
2.618 |
81.468 |
4.250 |
80.750 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
82.840 |
82.818 |
PP |
82.797 |
82.782 |
S1 |
82.754 |
82.747 |
|