ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.175 |
81.320 |
0.145 |
0.2% |
81.195 |
High |
81.440 |
81.415 |
-0.025 |
0.0% |
81.995 |
Low |
81.065 |
81.170 |
0.105 |
0.1% |
81.065 |
Close |
81.293 |
81.260 |
-0.033 |
0.0% |
81.293 |
Range |
0.375 |
0.245 |
-0.130 |
-34.7% |
0.930 |
ATR |
0.557 |
0.535 |
-0.022 |
-4.0% |
0.000 |
Volume |
25,745 |
21,270 |
-4,475 |
-17.4% |
132,019 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.017 |
81.883 |
81.395 |
|
R3 |
81.772 |
81.638 |
81.327 |
|
R2 |
81.527 |
81.527 |
81.305 |
|
R1 |
81.393 |
81.393 |
81.282 |
81.338 |
PP |
81.282 |
81.282 |
81.282 |
81.254 |
S1 |
81.148 |
81.148 |
81.238 |
81.093 |
S2 |
81.037 |
81.037 |
81.215 |
|
S3 |
80.792 |
80.903 |
81.193 |
|
S4 |
80.547 |
80.658 |
81.125 |
|
|
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% |
0.447 |
0.6% |
21% |
False |
False |
26,433 |
10 |
82.015 |
80.895 |
1.120 |
1.4% |
0.450 |
0.6% |
33% |
False |
False |
27,658 |
20 |
82.610 |
80.895 |
1.715 |
2.1% |
0.496 |
0.6% |
21% |
False |
False |
31,232 |
40 |
84.965 |
80.895 |
4.070 |
5.0% |
0.554 |
0.7% |
9% |
False |
False |
33,530 |
60 |
84.965 |
80.615 |
4.350 |
5.4% |
0.594 |
0.7% |
15% |
False |
False |
28,862 |
80 |
84.965 |
80.615 |
4.350 |
5.4% |
0.591 |
0.7% |
15% |
False |
False |
21,706 |
100 |
84.965 |
80.615 |
4.350 |
5.4% |
0.557 |
0.7% |
15% |
False |
False |
17,381 |
120 |
84.965 |
80.615 |
4.350 |
5.4% |
0.503 |
0.6% |
15% |
False |
False |
14,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.456 |
2.618 |
82.056 |
1.618 |
81.811 |
1.000 |
81.660 |
0.618 |
81.566 |
HIGH |
81.415 |
0.618 |
81.321 |
0.500 |
81.293 |
0.382 |
81.264 |
LOW |
81.170 |
0.618 |
81.019 |
1.000 |
80.925 |
1.618 |
80.774 |
2.618 |
80.529 |
4.250 |
80.129 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.293 |
81.530 |
PP |
81.282 |
81.440 |
S1 |
81.271 |
81.350 |
|