ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 08-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.625 |
81.325 |
-0.300 |
-0.4% |
81.775 |
High |
81.880 |
81.395 |
-0.485 |
-0.6% |
82.610 |
Low |
81.270 |
80.895 |
-0.375 |
-0.5% |
81.480 |
Close |
81.323 |
81.027 |
-0.296 |
-0.4% |
81.978 |
Range |
0.610 |
0.500 |
-0.110 |
-18.0% |
1.130 |
ATR |
0.615 |
0.607 |
-0.008 |
-1.3% |
0.000 |
Volume |
39,514 |
36,433 |
-3,081 |
-7.8% |
212,371 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.606 |
82.316 |
81.302 |
|
R3 |
82.106 |
81.816 |
81.165 |
|
R2 |
81.606 |
81.606 |
81.119 |
|
R1 |
81.316 |
81.316 |
81.073 |
81.211 |
PP |
81.106 |
81.106 |
81.106 |
81.053 |
S1 |
80.816 |
80.816 |
80.981 |
80.711 |
S2 |
80.606 |
80.606 |
80.935 |
|
S3 |
80.106 |
80.316 |
80.890 |
|
S4 |
79.606 |
79.816 |
80.752 |
|
|
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 |
80.895 |
1.715 |
2.1% |
0.525 |
0.6% |
8% |
False |
True |
34,437 |
10 |
82.610 |
80.895 |
1.715 |
2.1% |
0.525 |
0.6% |
8% |
False |
True |
36,682 |
20 |
83.620 |
80.895 |
2.725 |
3.4% |
0.544 |
0.7% |
5% |
False |
True |
33,790 |
40 |
84.965 |
80.615 |
4.350 |
5.4% |
0.596 |
0.7% |
9% |
False |
False |
37,258 |
60 |
84.965 |
80.615 |
4.350 |
5.4% |
0.621 |
0.8% |
9% |
False |
False |
26,049 |
80 |
84.965 |
80.615 |
4.350 |
5.4% |
0.585 |
0.7% |
9% |
False |
False |
19,561 |
100 |
84.965 |
80.615 |
4.350 |
5.4% |
0.559 |
0.7% |
9% |
False |
False |
15,674 |
120 |
84.965 |
80.615 |
4.350 |
5.4% |
0.479 |
0.6% |
9% |
False |
False |
13,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.520 |
2.618 |
82.704 |
1.618 |
82.204 |
1.000 |
81.895 |
0.618 |
81.704 |
HIGH |
81.395 |
0.618 |
81.204 |
0.500 |
81.145 |
0.382 |
81.086 |
LOW |
80.895 |
0.618 |
80.586 |
1.000 |
80.395 |
1.618 |
80.086 |
2.618 |
79.586 |
4.250 |
78.770 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.145 |
81.455 |
PP |
81.106 |
81.312 |
S1 |
81.066 |
81.170 |
|