ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.675 |
81.175 |
-0.500 |
-0.6% |
81.195 |
High |
81.995 |
81.440 |
-0.555 |
-0.7% |
81.995 |
Low |
81.115 |
81.065 |
-0.050 |
-0.1% |
81.065 |
Close |
81.207 |
81.293 |
0.086 |
0.1% |
81.293 |
Range |
0.880 |
0.375 |
-0.505 |
-57.4% |
0.930 |
ATR |
0.571 |
0.557 |
-0.014 |
-2.5% |
0.000 |
Volume |
38,705 |
25,745 |
-12,960 |
-33.5% |
132,019 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.391 |
82.217 |
81.499 |
|
R3 |
82.016 |
81.842 |
81.396 |
|
R2 |
81.641 |
81.641 |
81.362 |
|
R1 |
81.467 |
81.467 |
81.327 |
81.554 |
PP |
81.266 |
81.266 |
81.266 |
81.310 |
S1 |
81.092 |
81.092 |
81.259 |
81.179 |
S2 |
80.891 |
80.891 |
81.224 |
|
S3 |
80.516 |
80.717 |
81.190 |
|
S4 |
80.141 |
80.342 |
81.087 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.241 |
83.697 |
81.805 |
|
R3 |
83.311 |
82.767 |
81.549 |
|
R2 |
82.381 |
82.381 |
81.464 |
|
R1 |
81.837 |
81.837 |
81.378 |
82.109 |
PP |
81.451 |
81.451 |
81.451 |
81.587 |
S1 |
80.907 |
80.907 |
81.208 |
81.179 |
S2 |
80.521 |
80.521 |
81.123 |
|
S3 |
79.591 |
79.977 |
81.037 |
|
S4 |
78.661 |
79.047 |
80.782 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.995 |
81.065 |
0.930 |
1.1% |
0.486 |
0.6% |
25% |
False |
True |
26,403 |
10 |
82.160 |
80.895 |
1.265 |
1.6% |
0.460 |
0.6% |
31% |
False |
False |
27,979 |
20 |
82.740 |
80.895 |
1.845 |
2.3% |
0.515 |
0.6% |
22% |
False |
False |
31,751 |
40 |
84.965 |
80.895 |
4.070 |
5.0% |
0.572 |
0.7% |
10% |
False |
False |
34,344 |
60 |
84.965 |
80.615 |
4.350 |
5.4% |
0.598 |
0.7% |
16% |
False |
False |
28,521 |
80 |
84.965 |
80.615 |
4.350 |
5.4% |
0.590 |
0.7% |
16% |
False |
False |
21,440 |
100 |
84.965 |
80.615 |
4.350 |
5.4% |
0.559 |
0.7% |
16% |
False |
False |
17,168 |
120 |
84.965 |
80.615 |
4.350 |
5.4% |
0.501 |
0.6% |
16% |
False |
False |
14,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.034 |
2.618 |
82.422 |
1.618 |
82.047 |
1.000 |
81.815 |
0.618 |
81.672 |
HIGH |
81.440 |
0.618 |
81.297 |
0.500 |
81.253 |
0.382 |
81.208 |
LOW |
81.065 |
0.618 |
80.833 |
1.000 |
80.690 |
1.618 |
80.458 |
2.618 |
80.083 |
4.250 |
79.471 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.280 |
81.530 |
PP |
81.266 |
81.451 |
S1 |
81.253 |
81.372 |
|