ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.515 |
81.795 |
0.280 |
0.3% |
82.010 |
High |
81.925 |
81.905 |
-0.020 |
0.0% |
82.160 |
Low |
81.435 |
81.660 |
0.225 |
0.3% |
80.895 |
Close |
81.815 |
81.758 |
-0.057 |
-0.1% |
81.170 |
Range |
0.490 |
0.245 |
-0.245 |
-50.0% |
1.265 |
ATR |
0.570 |
0.547 |
-0.023 |
-4.1% |
0.000 |
Volume |
26,373 |
20,072 |
-6,301 |
-23.9% |
147,780 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.509 |
82.379 |
81.893 |
|
R3 |
82.264 |
82.134 |
81.825 |
|
R2 |
82.019 |
82.019 |
81.803 |
|
R1 |
81.889 |
81.889 |
81.780 |
81.832 |
PP |
81.774 |
81.774 |
81.774 |
81.746 |
S1 |
81.644 |
81.644 |
81.736 |
81.587 |
S2 |
81.529 |
81.529 |
81.713 |
|
S3 |
81.284 |
81.399 |
81.691 |
|
S4 |
81.039 |
81.154 |
81.623 |
|
|
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% |
0.386 |
0.5% |
84% |
False |
False |
24,524 |
10 |
82.610 |
80.895 |
1.715 |
2.1% |
0.486 |
0.6% |
50% |
False |
False |
30,322 |
20 |
83.160 |
80.895 |
2.265 |
2.8% |
0.494 |
0.6% |
38% |
False |
False |
30,869 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.589 |
0.7% |
26% |
False |
False |
35,378 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.607 |
0.7% |
26% |
False |
False |
27,468 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.584 |
0.7% |
26% |
False |
False |
20,636 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.551 |
0.7% |
26% |
False |
False |
16,525 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.491 |
0.6% |
26% |
False |
False |
13,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.946 |
2.618 |
82.546 |
1.618 |
82.301 |
1.000 |
82.150 |
0.618 |
82.056 |
HIGH |
81.905 |
0.618 |
81.811 |
0.500 |
81.783 |
0.382 |
81.754 |
LOW |
81.660 |
0.618 |
81.509 |
1.000 |
81.415 |
1.618 |
81.264 |
2.618 |
81.019 |
4.250 |
80.619 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.783 |
81.678 |
PP |
81.774 |
81.598 |
S1 |
81.766 |
81.518 |
|