ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 25-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
82.120 |
82.450 |
0.330 |
0.4% |
83.115 |
High |
82.515 |
82.500 |
-0.015 |
0.0% |
83.620 |
Low |
82.020 |
81.710 |
-0.310 |
-0.4% |
82.475 |
Close |
82.400 |
82.053 |
-0.347 |
-0.4% |
82.711 |
Range |
0.495 |
0.790 |
0.295 |
59.6% |
1.145 |
ATR |
0.653 |
0.663 |
0.010 |
1.5% |
0.000 |
Volume |
34,335 |
26,389 |
-7,946 |
-23.1% |
159,193 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.458 |
84.045 |
82.488 |
|
R3 |
83.668 |
83.255 |
82.270 |
|
R2 |
82.878 |
82.878 |
82.198 |
|
R1 |
82.465 |
82.465 |
82.125 |
82.277 |
PP |
82.088 |
82.088 |
82.088 |
81.993 |
S1 |
81.675 |
81.675 |
81.981 |
81.487 |
S2 |
81.298 |
81.298 |
81.908 |
|
S3 |
80.508 |
80.885 |
81.836 |
|
S4 |
79.718 |
80.095 |
81.619 |
|
|
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 |
83.060 |
81.710 |
1.350 |
1.6% |
0.559 |
0.7% |
25% |
False |
True |
27,774 |
10 |
83.620 |
81.710 |
1.910 |
2.3% |
0.562 |
0.7% |
18% |
False |
True |
30,898 |
20 |
84.965 |
81.710 |
3.255 |
4.0% |
0.619 |
0.8% |
11% |
False |
True |
34,634 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.648 |
0.8% |
33% |
False |
False |
29,793 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.629 |
0.8% |
33% |
False |
False |
19,959 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.581 |
0.7% |
33% |
False |
False |
14,991 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.522 |
0.6% |
33% |
False |
False |
12,017 |
120 |
84.965 |
80.107 |
4.858 |
5.9% |
0.435 |
0.5% |
40% |
False |
False |
10,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.858 |
2.618 |
84.568 |
1.618 |
83.778 |
1.000 |
83.290 |
0.618 |
82.988 |
HIGH |
82.500 |
0.618 |
82.198 |
0.500 |
82.105 |
0.382 |
82.012 |
LOW |
81.710 |
0.618 |
81.222 |
1.000 |
80.920 |
1.618 |
80.432 |
2.618 |
79.642 |
4.250 |
78.353 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
82.105 |
82.113 |
PP |
82.088 |
82.093 |
S1 |
82.070 |
82.073 |
|