ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.930 |
81.625 |
-0.305 |
-0.4% |
81.775 |
High |
82.015 |
81.880 |
-0.135 |
-0.2% |
82.610 |
Low |
81.560 |
81.270 |
-0.290 |
-0.4% |
81.480 |
Close |
81.658 |
81.323 |
-0.335 |
-0.4% |
81.978 |
Range |
0.455 |
0.610 |
0.155 |
34.1% |
1.130 |
ATR |
0.616 |
0.615 |
0.000 |
-0.1% |
0.000 |
Volume |
28,734 |
39,514 |
10,780 |
37.5% |
212,371 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.321 |
82.932 |
81.659 |
|
R3 |
82.711 |
82.322 |
81.491 |
|
R2 |
82.101 |
82.101 |
81.435 |
|
R1 |
81.712 |
81.712 |
81.379 |
81.602 |
PP |
81.491 |
81.491 |
81.491 |
81.436 |
S1 |
81.102 |
81.102 |
81.267 |
80.992 |
S2 |
80.881 |
80.881 |
81.211 |
|
S3 |
80.271 |
80.492 |
81.155 |
|
S4 |
79.661 |
79.882 |
80.988 |
|
|
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 |
81.270 |
1.340 |
1.6% |
0.586 |
0.7% |
4% |
False |
True |
36,121 |
10 |
82.610 |
81.270 |
1.340 |
1.6% |
0.554 |
0.7% |
4% |
False |
True |
35,678 |
20 |
83.620 |
81.270 |
2.350 |
2.9% |
0.560 |
0.7% |
2% |
False |
True |
34,595 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.598 |
0.7% |
16% |
False |
False |
36,943 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.621 |
0.8% |
16% |
False |
False |
25,447 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.590 |
0.7% |
16% |
False |
False |
19,114 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.559 |
0.7% |
16% |
False |
False |
15,310 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.475 |
0.6% |
16% |
False |
False |
12,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.473 |
2.618 |
83.477 |
1.618 |
82.867 |
1.000 |
82.490 |
0.618 |
82.257 |
HIGH |
81.880 |
0.618 |
81.647 |
0.500 |
81.575 |
0.382 |
81.503 |
LOW |
81.270 |
0.618 |
80.893 |
1.000 |
80.660 |
1.618 |
80.283 |
2.618 |
79.673 |
4.250 |
78.678 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.575 |
81.715 |
PP |
81.491 |
81.584 |
S1 |
81.407 |
81.454 |
|