ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
82.910 |
82.700 |
-0.210 |
-0.3% |
83.115 |
High |
83.060 |
82.740 |
-0.320 |
-0.4% |
83.620 |
Low |
82.620 |
82.130 |
-0.490 |
-0.6% |
82.475 |
Close |
82.711 |
82.317 |
-0.394 |
-0.5% |
82.711 |
Range |
0.440 |
0.610 |
0.170 |
38.6% |
1.145 |
ATR |
0.686 |
0.681 |
-0.005 |
-0.8% |
0.000 |
Volume |
21,304 |
31,657 |
10,353 |
48.6% |
159,193 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.226 |
83.881 |
82.653 |
|
R3 |
83.616 |
83.271 |
82.485 |
|
R2 |
83.006 |
83.006 |
82.429 |
|
R1 |
82.661 |
82.661 |
82.373 |
82.529 |
PP |
82.396 |
82.396 |
82.396 |
82.329 |
S1 |
82.051 |
82.051 |
82.261 |
81.919 |
S2 |
81.786 |
81.786 |
82.205 |
|
S3 |
81.176 |
81.441 |
82.149 |
|
S4 |
80.566 |
80.831 |
81.982 |
|
|
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 |
83.270 |
82.130 |
1.140 |
1.4% |
0.555 |
0.7% |
16% |
False |
True |
32,620 |
10 |
84.965 |
82.130 |
2.835 |
3.4% |
0.664 |
0.8% |
7% |
False |
True |
36,810 |
20 |
84.965 |
82.130 |
2.835 |
3.4% |
0.611 |
0.7% |
7% |
False |
True |
35,829 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.643 |
0.8% |
39% |
False |
False |
27,677 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.622 |
0.8% |
39% |
False |
False |
18,530 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.572 |
0.7% |
39% |
False |
False |
13,918 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.505 |
0.6% |
39% |
False |
False |
11,158 |
120 |
84.965 |
79.465 |
5.500 |
6.7% |
0.421 |
0.5% |
52% |
False |
False |
9,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.333 |
2.618 |
84.337 |
1.618 |
83.727 |
1.000 |
83.350 |
0.618 |
83.117 |
HIGH |
82.740 |
0.618 |
82.507 |
0.500 |
82.435 |
0.382 |
82.363 |
LOW |
82.130 |
0.618 |
81.753 |
1.000 |
81.520 |
1.618 |
81.143 |
2.618 |
80.533 |
4.250 |
79.538 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
82.435 |
82.645 |
PP |
82.396 |
82.536 |
S1 |
82.356 |
82.426 |
|