ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.450 |
81.545 |
0.095 |
0.1% |
81.320 |
High |
81.950 |
81.700 |
-0.250 |
-0.3% |
81.950 |
Low |
81.410 |
81.245 |
-0.165 |
-0.2% |
80.770 |
Close |
81.531 |
81.392 |
-0.139 |
-0.2% |
81.392 |
Range |
0.540 |
0.455 |
-0.085 |
-15.7% |
1.180 |
ATR |
0.559 |
0.552 |
-0.007 |
-1.3% |
0.000 |
Volume |
34,233 |
30,453 |
-3,780 |
-11.0% |
154,316 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.811 |
82.556 |
81.642 |
|
R3 |
82.356 |
82.101 |
81.517 |
|
R2 |
81.901 |
81.901 |
81.475 |
|
R1 |
81.646 |
81.646 |
81.434 |
81.546 |
PP |
81.446 |
81.446 |
81.446 |
81.396 |
S1 |
81.191 |
81.191 |
81.350 |
81.091 |
S2 |
80.991 |
80.991 |
81.309 |
|
S3 |
80.536 |
80.736 |
81.267 |
|
S4 |
80.081 |
80.281 |
81.142 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.911 |
84.331 |
82.041 |
|
R3 |
83.731 |
83.151 |
81.717 |
|
R2 |
82.551 |
82.551 |
81.608 |
|
R1 |
81.971 |
81.971 |
81.500 |
82.261 |
PP |
81.371 |
81.371 |
81.371 |
81.516 |
S1 |
80.791 |
80.791 |
81.284 |
81.081 |
S2 |
80.191 |
80.191 |
81.176 |
|
S3 |
79.011 |
79.611 |
81.068 |
|
S4 |
77.831 |
78.431 |
80.743 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.950 |
80.770 |
1.180 |
1.4% |
0.495 |
0.6% |
53% |
False |
False |
30,863 |
10 |
81.995 |
80.770 |
1.225 |
1.5% |
0.491 |
0.6% |
51% |
False |
False |
28,633 |
20 |
82.610 |
80.770 |
1.840 |
2.3% |
0.507 |
0.6% |
34% |
False |
False |
32,324 |
40 |
84.965 |
80.770 |
4.195 |
5.2% |
0.560 |
0.7% |
15% |
False |
False |
33,348 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.592 |
0.7% |
18% |
False |
False |
31,050 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.592 |
0.7% |
18% |
False |
False |
23,365 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.561 |
0.7% |
18% |
False |
False |
18,710 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.522 |
0.6% |
18% |
False |
False |
15,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.634 |
2.618 |
82.891 |
1.618 |
82.436 |
1.000 |
82.155 |
0.618 |
81.981 |
HIGH |
81.700 |
0.618 |
81.526 |
0.500 |
81.473 |
0.382 |
81.419 |
LOW |
81.245 |
0.618 |
80.964 |
1.000 |
80.790 |
1.618 |
80.509 |
2.618 |
80.054 |
4.250 |
79.311 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.473 |
81.438 |
PP |
81.446 |
81.422 |
S1 |
81.419 |
81.407 |
|