ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 09-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.325 |
81.100 |
-0.225 |
-0.3% |
82.010 |
High |
81.395 |
81.225 |
-0.170 |
-0.2% |
82.160 |
Low |
80.895 |
80.970 |
0.075 |
0.1% |
80.895 |
Close |
81.027 |
81.170 |
0.143 |
0.2% |
81.170 |
Range |
0.500 |
0.255 |
-0.245 |
-49.0% |
1.265 |
ATR |
0.607 |
0.582 |
-0.025 |
-4.1% |
0.000 |
Volume |
36,433 |
18,619 |
-17,814 |
-48.9% |
147,780 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.887 |
81.783 |
81.310 |
|
R3 |
81.632 |
81.528 |
81.240 |
|
R2 |
81.377 |
81.377 |
81.217 |
|
R1 |
81.273 |
81.273 |
81.193 |
81.325 |
PP |
81.122 |
81.122 |
81.122 |
81.148 |
S1 |
81.018 |
81.018 |
81.147 |
81.070 |
S2 |
80.867 |
80.867 |
81.123 |
|
S3 |
80.612 |
80.763 |
81.100 |
|
S4 |
80.357 |
80.508 |
81.030 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.203 |
84.452 |
81.866 |
|
R3 |
83.938 |
83.187 |
81.518 |
|
R2 |
82.673 |
82.673 |
81.402 |
|
R1 |
81.922 |
81.922 |
81.286 |
81.665 |
PP |
81.408 |
81.408 |
81.408 |
81.280 |
S1 |
80.657 |
80.657 |
81.054 |
80.400 |
S2 |
80.143 |
80.143 |
80.938 |
|
S3 |
78.878 |
79.392 |
80.822 |
|
S4 |
77.613 |
78.127 |
80.474 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.160 |
80.895 |
1.265 |
1.6% |
0.434 |
0.5% |
22% |
False |
False |
29,556 |
10 |
82.610 |
80.895 |
1.715 |
2.1% |
0.523 |
0.6% |
16% |
False |
False |
36,015 |
20 |
83.620 |
80.895 |
2.725 |
3.4% |
0.531 |
0.7% |
10% |
False |
False |
33,110 |
40 |
84.965 |
80.615 |
4.350 |
5.4% |
0.590 |
0.7% |
13% |
False |
False |
36,741 |
60 |
84.965 |
80.615 |
4.350 |
5.4% |
0.616 |
0.8% |
13% |
False |
False |
26,357 |
80 |
84.965 |
80.615 |
4.350 |
5.4% |
0.585 |
0.7% |
13% |
False |
False |
19,793 |
100 |
84.965 |
80.615 |
4.350 |
5.4% |
0.557 |
0.7% |
13% |
False |
False |
15,860 |
120 |
84.965 |
80.615 |
4.350 |
5.4% |
0.481 |
0.6% |
13% |
False |
False |
13,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.309 |
2.618 |
81.893 |
1.618 |
81.638 |
1.000 |
81.480 |
0.618 |
81.383 |
HIGH |
81.225 |
0.618 |
81.128 |
0.500 |
81.098 |
0.382 |
81.067 |
LOW |
80.970 |
0.618 |
80.812 |
1.000 |
80.715 |
1.618 |
80.557 |
2.618 |
80.302 |
4.250 |
79.886 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.146 |
81.388 |
PP |
81.122 |
81.315 |
S1 |
81.098 |
81.243 |
|