ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.315 |
80.945 |
-0.370 |
-0.5% |
81.195 |
High |
81.380 |
81.550 |
0.170 |
0.2% |
81.995 |
Low |
80.770 |
80.925 |
0.155 |
0.2% |
81.065 |
Close |
80.934 |
81.223 |
0.289 |
0.4% |
81.293 |
Range |
0.610 |
0.625 |
0.015 |
2.5% |
0.930 |
ATR |
0.540 |
0.546 |
0.006 |
1.1% |
0.000 |
Volume |
30,888 |
37,472 |
6,584 |
21.3% |
132,019 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.108 |
82.790 |
81.567 |
|
R3 |
82.483 |
82.165 |
81.395 |
|
R2 |
81.858 |
81.858 |
81.338 |
|
R1 |
81.540 |
81.540 |
81.280 |
81.699 |
PP |
81.233 |
81.233 |
81.233 |
81.312 |
S1 |
80.915 |
80.915 |
81.166 |
81.074 |
S2 |
80.608 |
80.608 |
81.108 |
|
S3 |
79.983 |
80.290 |
81.051 |
|
S4 |
79.358 |
79.665 |
80.879 |
|
|
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% |
0.547 |
0.7% |
37% |
False |
False |
30,816 |
10 |
81.995 |
80.770 |
1.225 |
1.5% |
0.467 |
0.6% |
37% |
False |
False |
27,670 |
20 |
82.610 |
80.770 |
1.840 |
2.3% |
0.510 |
0.6% |
25% |
False |
False |
31,674 |
40 |
84.965 |
80.770 |
4.195 |
5.2% |
0.559 |
0.7% |
11% |
False |
False |
33,229 |
60 |
84.965 |
80.615 |
4.350 |
5.4% |
0.603 |
0.7% |
14% |
False |
False |
29,990 |
80 |
84.965 |
80.615 |
4.350 |
5.4% |
0.595 |
0.7% |
14% |
False |
False |
22,559 |
100 |
84.965 |
80.615 |
4.350 |
5.4% |
0.563 |
0.7% |
14% |
False |
False |
18,064 |
120 |
84.965 |
80.615 |
4.350 |
5.4% |
0.514 |
0.6% |
14% |
False |
False |
15,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.206 |
2.618 |
83.186 |
1.618 |
82.561 |
1.000 |
82.175 |
0.618 |
81.936 |
HIGH |
81.550 |
0.618 |
81.311 |
0.500 |
81.238 |
0.382 |
81.164 |
LOW |
80.925 |
0.618 |
80.539 |
1.000 |
80.300 |
1.618 |
79.914 |
2.618 |
79.289 |
4.250 |
78.269 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.238 |
81.202 |
PP |
81.233 |
81.181 |
S1 |
81.228 |
81.160 |
|