ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
82.010 |
81.930 |
-0.080 |
-0.1% |
81.775 |
High |
82.160 |
82.015 |
-0.145 |
-0.2% |
82.610 |
Low |
81.810 |
81.560 |
-0.250 |
-0.3% |
81.480 |
Close |
81.936 |
81.658 |
-0.278 |
-0.3% |
81.978 |
Range |
0.350 |
0.455 |
0.105 |
30.0% |
1.130 |
ATR |
0.628 |
0.616 |
-0.012 |
-2.0% |
0.000 |
Volume |
24,480 |
28,734 |
4,254 |
17.4% |
212,371 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.109 |
82.839 |
81.908 |
|
R3 |
82.654 |
82.384 |
81.783 |
|
R2 |
82.199 |
82.199 |
81.741 |
|
R1 |
81.929 |
81.929 |
81.700 |
81.837 |
PP |
81.744 |
81.744 |
81.744 |
81.698 |
S1 |
81.474 |
81.474 |
81.616 |
81.382 |
S2 |
81.289 |
81.289 |
81.575 |
|
S3 |
80.834 |
81.019 |
81.533 |
|
S4 |
80.379 |
80.564 |
81.408 |
|
|
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% |
0.627 |
0.8% |
16% |
False |
False |
40,778 |
10 |
82.610 |
81.480 |
1.130 |
1.4% |
0.543 |
0.7% |
16% |
False |
False |
35,160 |
20 |
84.925 |
81.480 |
3.445 |
4.2% |
0.594 |
0.7% |
5% |
False |
False |
35,172 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.602 |
0.7% |
24% |
False |
False |
36,293 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.622 |
0.8% |
24% |
False |
False |
24,793 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.593 |
0.7% |
24% |
False |
False |
18,622 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.555 |
0.7% |
24% |
False |
False |
14,915 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.470 |
0.6% |
24% |
False |
False |
12,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.949 |
2.618 |
83.206 |
1.618 |
82.751 |
1.000 |
82.470 |
0.618 |
82.296 |
HIGH |
82.015 |
0.618 |
81.841 |
0.500 |
81.788 |
0.382 |
81.734 |
LOW |
81.560 |
0.618 |
81.279 |
1.000 |
81.105 |
1.618 |
80.824 |
2.618 |
80.369 |
4.250 |
79.626 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.788 |
82.085 |
PP |
81.744 |
81.943 |
S1 |
81.701 |
81.800 |
|