ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.930 |
81.760 |
-0.170 |
-0.2% |
82.700 |
High |
82.295 |
82.495 |
0.200 |
0.2% |
82.740 |
Low |
81.480 |
81.690 |
0.210 |
0.3% |
81.640 |
Close |
81.539 |
82.427 |
0.888 |
1.1% |
81.764 |
Range |
0.815 |
0.805 |
-0.010 |
-1.2% |
1.100 |
ATR |
0.621 |
0.645 |
0.024 |
3.9% |
0.000 |
Volume |
62,799 |
44,852 |
-17,947 |
-28.6% |
142,864 |
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.619 |
84.328 |
82.870 |
|
R3 |
83.814 |
83.523 |
82.648 |
|
R2 |
83.009 |
83.009 |
82.575 |
|
R1 |
82.718 |
82.718 |
82.501 |
82.864 |
PP |
82.204 |
82.204 |
82.204 |
82.277 |
S1 |
81.913 |
81.913 |
82.353 |
82.059 |
S2 |
81.399 |
81.399 |
82.279 |
|
S3 |
80.594 |
81.108 |
82.206 |
|
S4 |
79.789 |
80.303 |
81.984 |
|
|
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 |
82.495 |
81.480 |
1.015 |
1.2% |
0.525 |
0.6% |
93% |
True |
False |
38,927 |
10 |
83.060 |
81.480 |
1.580 |
1.9% |
0.542 |
0.7% |
60% |
False |
False |
33,351 |
20 |
84.965 |
81.480 |
3.485 |
4.2% |
0.618 |
0.7% |
27% |
False |
False |
36,527 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.636 |
0.8% |
42% |
False |
False |
34,487 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.630 |
0.8% |
42% |
False |
False |
23,197 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.583 |
0.7% |
42% |
False |
False |
17,420 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.547 |
0.7% |
42% |
False |
False |
13,958 |
120 |
84.965 |
80.537 |
4.428 |
5.4% |
0.457 |
0.6% |
43% |
False |
False |
11,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.916 |
2.618 |
84.602 |
1.618 |
83.797 |
1.000 |
83.300 |
0.618 |
82.992 |
HIGH |
82.495 |
0.618 |
82.187 |
0.500 |
82.093 |
0.382 |
81.998 |
LOW |
81.690 |
0.618 |
81.193 |
1.000 |
80.885 |
1.618 |
80.388 |
2.618 |
79.583 |
4.250 |
78.269 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
82.316 |
82.281 |
PP |
82.204 |
82.134 |
S1 |
82.093 |
81.988 |
|