ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.195 |
81.515 |
0.320 |
0.4% |
82.010 |
High |
81.550 |
81.925 |
0.375 |
0.5% |
82.160 |
Low |
81.110 |
81.435 |
0.325 |
0.4% |
80.895 |
Close |
81.374 |
81.815 |
0.441 |
0.5% |
81.170 |
Range |
0.440 |
0.490 |
0.050 |
11.4% |
1.265 |
ATR |
0.572 |
0.570 |
-0.001 |
-0.3% |
0.000 |
Volume |
21,124 |
26,373 |
5,249 |
24.8% |
147,780 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.195 |
82.995 |
82.085 |
|
R3 |
82.705 |
82.505 |
81.950 |
|
R2 |
82.215 |
82.215 |
81.905 |
|
R1 |
82.015 |
82.015 |
81.860 |
82.115 |
PP |
81.725 |
81.725 |
81.725 |
81.775 |
S1 |
81.525 |
81.525 |
81.770 |
81.625 |
S2 |
81.235 |
81.235 |
81.725 |
|
S3 |
80.745 |
81.035 |
81.680 |
|
S4 |
80.255 |
80.545 |
81.546 |
|
|
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 |
81.925 |
80.895 |
1.030 |
1.3% |
0.459 |
0.6% |
89% |
True |
False |
28,412 |
10 |
82.610 |
80.895 |
1.715 |
2.1% |
0.543 |
0.7% |
54% |
False |
False |
34,595 |
20 |
83.160 |
80.895 |
2.265 |
2.8% |
0.511 |
0.6% |
41% |
False |
False |
32,486 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.594 |
0.7% |
28% |
False |
False |
35,975 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.612 |
0.7% |
28% |
False |
False |
27,136 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.587 |
0.7% |
28% |
False |
False |
20,386 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.558 |
0.7% |
28% |
False |
False |
16,325 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.489 |
0.6% |
28% |
False |
False |
13,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.008 |
2.618 |
83.208 |
1.618 |
82.718 |
1.000 |
82.415 |
0.618 |
82.228 |
HIGH |
81.925 |
0.618 |
81.738 |
0.500 |
81.680 |
0.382 |
81.622 |
LOW |
81.435 |
0.618 |
81.132 |
1.000 |
80.945 |
1.618 |
80.642 |
2.618 |
80.152 |
4.250 |
79.353 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.770 |
81.693 |
PP |
81.725 |
81.570 |
S1 |
81.680 |
81.448 |
|