ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
82.430 |
82.010 |
-0.420 |
-0.5% |
81.775 |
High |
82.610 |
82.160 |
-0.450 |
-0.5% |
82.610 |
Low |
81.900 |
81.810 |
-0.090 |
-0.1% |
81.480 |
Close |
81.978 |
81.936 |
-0.042 |
-0.1% |
81.978 |
Range |
0.710 |
0.350 |
-0.360 |
-50.7% |
1.130 |
ATR |
0.650 |
0.628 |
-0.021 |
-3.3% |
0.000 |
Volume |
43,028 |
24,480 |
-18,548 |
-43.1% |
212,371 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.019 |
82.827 |
82.129 |
|
R3 |
82.669 |
82.477 |
82.032 |
|
R2 |
82.319 |
82.319 |
82.000 |
|
R1 |
82.127 |
82.127 |
81.968 |
82.048 |
PP |
81.969 |
81.969 |
81.969 |
81.929 |
S1 |
81.777 |
81.777 |
81.904 |
81.698 |
S2 |
81.619 |
81.619 |
81.872 |
|
S3 |
81.269 |
81.427 |
81.840 |
|
S4 |
80.919 |
81.077 |
81.744 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.413 |
84.825 |
82.600 |
|
R3 |
84.283 |
83.695 |
82.289 |
|
R2 |
83.153 |
83.153 |
82.185 |
|
R1 |
82.565 |
82.565 |
82.082 |
82.859 |
PP |
82.023 |
82.023 |
82.023 |
82.170 |
S1 |
81.435 |
81.435 |
81.874 |
81.729 |
S2 |
80.893 |
80.893 |
81.771 |
|
S3 |
79.763 |
80.305 |
81.667 |
|
S4 |
78.633 |
79.175 |
81.357 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.610 |
81.480 |
1.130 |
1.4% |
0.616 |
0.8% |
40% |
False |
False |
41,923 |
10 |
82.610 |
81.480 |
1.130 |
1.4% |
0.543 |
0.7% |
40% |
False |
False |
34,805 |
20 |
84.965 |
81.480 |
3.485 |
4.3% |
0.604 |
0.7% |
13% |
False |
False |
35,808 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.603 |
0.7% |
30% |
False |
False |
35,796 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.618 |
0.8% |
30% |
False |
False |
24,315 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.589 |
0.7% |
30% |
False |
False |
18,263 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.551 |
0.7% |
30% |
False |
False |
14,628 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.466 |
0.6% |
30% |
False |
False |
12,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.648 |
2.618 |
83.076 |
1.618 |
82.726 |
1.000 |
82.510 |
0.618 |
82.376 |
HIGH |
82.160 |
0.618 |
82.026 |
0.500 |
81.985 |
0.382 |
81.944 |
LOW |
81.810 |
0.618 |
81.594 |
1.000 |
81.460 |
1.618 |
81.244 |
2.618 |
80.894 |
4.250 |
80.323 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.985 |
82.150 |
PP |
81.969 |
82.079 |
S1 |
81.952 |
82.007 |
|