ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.320 |
81.315 |
-0.005 |
0.0% |
81.195 |
High |
81.415 |
81.380 |
-0.035 |
0.0% |
81.995 |
Low |
81.170 |
80.770 |
-0.400 |
-0.5% |
81.065 |
Close |
81.260 |
80.934 |
-0.326 |
-0.4% |
81.293 |
Range |
0.245 |
0.610 |
0.365 |
149.0% |
0.930 |
ATR |
0.535 |
0.540 |
0.005 |
1.0% |
0.000 |
Volume |
21,270 |
30,888 |
9,618 |
45.2% |
132,019 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.858 |
82.506 |
81.270 |
|
R3 |
82.248 |
81.896 |
81.102 |
|
R2 |
81.638 |
81.638 |
81.046 |
|
R1 |
81.286 |
81.286 |
80.990 |
81.157 |
PP |
81.028 |
81.028 |
81.028 |
80.964 |
S1 |
80.676 |
80.676 |
80.878 |
80.547 |
S2 |
80.418 |
80.418 |
80.822 |
|
S3 |
79.808 |
80.066 |
80.766 |
|
S4 |
79.198 |
79.456 |
80.599 |
|
|
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 |
80.770 |
1.225 |
1.5% |
0.471 |
0.6% |
13% |
False |
True |
27,336 |
10 |
81.995 |
80.770 |
1.225 |
1.5% |
0.465 |
0.6% |
13% |
False |
True |
27,874 |
20 |
82.610 |
80.770 |
1.840 |
2.3% |
0.504 |
0.6% |
9% |
False |
True |
31,517 |
40 |
84.965 |
80.770 |
4.195 |
5.2% |
0.556 |
0.7% |
4% |
False |
True |
33,242 |
60 |
84.965 |
80.615 |
4.350 |
5.4% |
0.601 |
0.7% |
7% |
False |
False |
29,376 |
80 |
84.965 |
80.615 |
4.350 |
5.4% |
0.594 |
0.7% |
7% |
False |
False |
22,091 |
100 |
84.965 |
80.615 |
4.350 |
5.4% |
0.560 |
0.7% |
7% |
False |
False |
17,690 |
120 |
84.965 |
80.615 |
4.350 |
5.4% |
0.508 |
0.6% |
7% |
False |
False |
14,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.973 |
2.618 |
82.977 |
1.618 |
82.367 |
1.000 |
81.990 |
0.618 |
81.757 |
HIGH |
81.380 |
0.618 |
81.147 |
0.500 |
81.075 |
0.382 |
81.003 |
LOW |
80.770 |
0.618 |
80.393 |
1.000 |
80.160 |
1.618 |
79.783 |
2.618 |
79.173 |
4.250 |
78.178 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.075 |
81.105 |
PP |
81.028 |
81.048 |
S1 |
80.981 |
80.991 |
|