ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
81.775 |
81.805 |
0.030 |
0.0% |
82.700 |
High |
81.935 |
82.090 |
0.155 |
0.2% |
82.740 |
Low |
81.610 |
81.690 |
0.080 |
0.1% |
81.640 |
Close |
81.763 |
81.919 |
0.156 |
0.2% |
81.764 |
Range |
0.325 |
0.400 |
0.075 |
23.1% |
1.100 |
ATR |
0.622 |
0.606 |
-0.016 |
-2.5% |
0.000 |
Volume |
27,235 |
34,457 |
7,222 |
26.5% |
142,864 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.100 |
82.909 |
82.139 |
|
R3 |
82.700 |
82.509 |
82.029 |
|
R2 |
82.300 |
82.300 |
81.992 |
|
R1 |
82.109 |
82.109 |
81.956 |
82.205 |
PP |
81.900 |
81.900 |
81.900 |
81.947 |
S1 |
81.709 |
81.709 |
81.882 |
81.805 |
S2 |
81.500 |
81.500 |
81.846 |
|
S3 |
81.100 |
81.309 |
81.809 |
|
S4 |
80.700 |
80.909 |
81.699 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.348 |
84.656 |
82.369 |
|
R3 |
84.248 |
83.556 |
82.067 |
|
R2 |
83.148 |
83.148 |
81.966 |
|
R1 |
82.456 |
82.456 |
81.865 |
82.252 |
PP |
82.048 |
82.048 |
82.048 |
81.946 |
S1 |
81.356 |
81.356 |
81.663 |
81.152 |
S2 |
80.948 |
80.948 |
81.562 |
|
S3 |
79.848 |
80.256 |
81.462 |
|
S4 |
78.748 |
79.156 |
81.159 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.515 |
81.610 |
0.905 |
1.1% |
0.458 |
0.6% |
34% |
False |
False |
29,542 |
10 |
83.160 |
81.610 |
1.550 |
1.9% |
0.478 |
0.6% |
20% |
False |
False |
30,377 |
20 |
84.965 |
81.610 |
3.355 |
4.1% |
0.603 |
0.7% |
9% |
False |
False |
34,429 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.614 |
0.7% |
30% |
False |
False |
31,886 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.616 |
0.8% |
30% |
False |
False |
21,404 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.571 |
0.7% |
30% |
False |
False |
16,075 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.531 |
0.6% |
30% |
False |
False |
12,886 |
120 |
84.965 |
80.533 |
4.432 |
5.4% |
0.444 |
0.5% |
31% |
False |
False |
10,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.790 |
2.618 |
83.137 |
1.618 |
82.737 |
1.000 |
82.490 |
0.618 |
82.337 |
HIGH |
82.090 |
0.618 |
81.937 |
0.500 |
81.890 |
0.382 |
81.843 |
LOW |
81.690 |
0.618 |
81.443 |
1.000 |
81.290 |
1.618 |
81.043 |
2.618 |
80.643 |
4.250 |
79.990 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
81.909 |
81.896 |
PP |
81.900 |
81.873 |
S1 |
81.890 |
81.850 |
|