ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
81.805 |
81.930 |
0.125 |
0.2% |
82.700 |
High |
82.090 |
82.295 |
0.205 |
0.2% |
82.740 |
Low |
81.690 |
81.480 |
-0.210 |
-0.3% |
81.640 |
Close |
81.919 |
81.539 |
-0.380 |
-0.5% |
81.764 |
Range |
0.400 |
0.815 |
0.415 |
103.8% |
1.100 |
ATR |
0.606 |
0.621 |
0.015 |
2.5% |
0.000 |
Volume |
34,457 |
62,799 |
28,342 |
82.3% |
142,864 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.216 |
83.693 |
81.987 |
|
R3 |
83.401 |
82.878 |
81.763 |
|
R2 |
82.586 |
82.586 |
81.688 |
|
R1 |
82.063 |
82.063 |
81.614 |
81.917 |
PP |
81.771 |
81.771 |
81.771 |
81.699 |
S1 |
81.248 |
81.248 |
81.464 |
81.102 |
S2 |
80.956 |
80.956 |
81.390 |
|
S3 |
80.141 |
80.433 |
81.315 |
|
S4 |
79.326 |
79.618 |
81.091 |
|
|
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 |
82.500 |
81.480 |
1.020 |
1.3% |
0.522 |
0.6% |
6% |
False |
True |
35,235 |
10 |
83.160 |
81.480 |
1.680 |
2.1% |
0.502 |
0.6% |
4% |
False |
True |
31,415 |
20 |
84.965 |
81.480 |
3.485 |
4.3% |
0.611 |
0.7% |
2% |
False |
True |
35,982 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.627 |
0.8% |
21% |
False |
False |
33,448 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.626 |
0.8% |
21% |
False |
False |
22,450 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.576 |
0.7% |
21% |
False |
False |
16,860 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.539 |
0.7% |
21% |
False |
False |
13,514 |
120 |
84.965 |
80.533 |
4.432 |
5.4% |
0.450 |
0.6% |
23% |
False |
False |
11,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.759 |
2.618 |
84.429 |
1.618 |
83.614 |
1.000 |
83.110 |
0.618 |
82.799 |
HIGH |
82.295 |
0.618 |
81.984 |
0.500 |
81.888 |
0.382 |
81.791 |
LOW |
81.480 |
0.618 |
80.976 |
1.000 |
80.665 |
1.618 |
80.161 |
2.618 |
79.346 |
4.250 |
78.016 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
81.888 |
81.888 |
PP |
81.771 |
81.771 |
S1 |
81.655 |
81.655 |
|