ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.100 |
81.195 |
0.095 |
0.1% |
82.010 |
High |
81.225 |
81.550 |
0.325 |
0.4% |
82.160 |
Low |
80.970 |
81.110 |
0.140 |
0.2% |
80.895 |
Close |
81.170 |
81.374 |
0.204 |
0.3% |
81.170 |
Range |
0.255 |
0.440 |
0.185 |
72.5% |
1.265 |
ATR |
0.582 |
0.572 |
-0.010 |
-1.7% |
0.000 |
Volume |
18,619 |
21,124 |
2,505 |
13.5% |
147,780 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.665 |
82.459 |
81.616 |
|
R3 |
82.225 |
82.019 |
81.495 |
|
R2 |
81.785 |
81.785 |
81.455 |
|
R1 |
81.579 |
81.579 |
81.414 |
81.682 |
PP |
81.345 |
81.345 |
81.345 |
81.396 |
S1 |
81.139 |
81.139 |
81.334 |
81.242 |
S2 |
80.905 |
80.905 |
81.293 |
|
S3 |
80.465 |
80.699 |
81.253 |
|
S4 |
80.025 |
80.259 |
81.132 |
|
|
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 |
82.015 |
80.895 |
1.120 |
1.4% |
0.452 |
0.6% |
43% |
False |
False |
28,884 |
10 |
82.610 |
80.895 |
1.715 |
2.1% |
0.534 |
0.7% |
28% |
False |
False |
35,404 |
20 |
83.270 |
80.895 |
2.375 |
2.9% |
0.523 |
0.6% |
20% |
False |
False |
32,779 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.591 |
0.7% |
17% |
False |
False |
36,055 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.613 |
0.8% |
17% |
False |
False |
26,706 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.584 |
0.7% |
17% |
False |
False |
20,057 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.559 |
0.7% |
17% |
False |
False |
16,069 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.485 |
0.6% |
17% |
False |
False |
13,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.420 |
2.618 |
82.702 |
1.618 |
82.262 |
1.000 |
81.990 |
0.618 |
81.822 |
HIGH |
81.550 |
0.618 |
81.382 |
0.500 |
81.330 |
0.382 |
81.278 |
LOW |
81.110 |
0.618 |
80.838 |
1.000 |
80.670 |
1.618 |
80.398 |
2.618 |
79.958 |
4.250 |
79.240 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.359 |
81.324 |
PP |
81.345 |
81.273 |
S1 |
81.330 |
81.223 |
|