ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
82.700 |
82.270 |
-0.430 |
-0.5% |
83.115 |
High |
82.740 |
82.470 |
-0.270 |
-0.3% |
83.620 |
Low |
82.130 |
82.010 |
-0.120 |
-0.1% |
82.475 |
Close |
82.317 |
82.040 |
-0.277 |
-0.3% |
82.711 |
Range |
0.610 |
0.460 |
-0.150 |
-24.6% |
1.145 |
ATR |
0.681 |
0.665 |
-0.016 |
-2.3% |
0.000 |
Volume |
31,657 |
25,188 |
-6,469 |
-20.4% |
159,193 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.553 |
83.257 |
82.293 |
|
R3 |
83.093 |
82.797 |
82.167 |
|
R2 |
82.633 |
82.633 |
82.124 |
|
R1 |
82.337 |
82.337 |
82.082 |
82.255 |
PP |
82.173 |
82.173 |
82.173 |
82.133 |
S1 |
81.877 |
81.877 |
81.998 |
81.795 |
S2 |
81.713 |
81.713 |
81.956 |
|
S3 |
81.253 |
81.417 |
81.914 |
|
S4 |
80.793 |
80.957 |
81.787 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.370 |
85.686 |
83.341 |
|
R3 |
85.225 |
84.541 |
83.026 |
|
R2 |
84.080 |
84.080 |
82.921 |
|
R1 |
83.396 |
83.396 |
82.816 |
83.166 |
PP |
82.935 |
82.935 |
82.935 |
82.820 |
S1 |
82.251 |
82.251 |
82.606 |
82.021 |
S2 |
81.790 |
81.790 |
82.501 |
|
S3 |
80.645 |
81.106 |
82.396 |
|
S4 |
79.500 |
79.961 |
82.081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.160 |
82.010 |
1.150 |
1.4% |
0.498 |
0.6% |
3% |
False |
True |
31,212 |
10 |
84.925 |
82.010 |
2.915 |
3.6% |
0.645 |
0.8% |
1% |
False |
True |
35,184 |
20 |
84.965 |
82.010 |
2.955 |
3.6% |
0.608 |
0.7% |
1% |
False |
True |
34,967 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.650 |
0.8% |
33% |
False |
False |
28,306 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.624 |
0.8% |
33% |
False |
False |
18,950 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.575 |
0.7% |
33% |
False |
False |
14,233 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.509 |
0.6% |
33% |
False |
False |
11,409 |
120 |
84.965 |
79.878 |
5.087 |
6.2% |
0.425 |
0.5% |
43% |
False |
False |
9,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.425 |
2.618 |
83.674 |
1.618 |
83.214 |
1.000 |
82.930 |
0.618 |
82.754 |
HIGH |
82.470 |
0.618 |
82.294 |
0.500 |
82.240 |
0.382 |
82.186 |
LOW |
82.010 |
0.618 |
81.726 |
1.000 |
81.550 |
1.618 |
81.266 |
2.618 |
80.806 |
4.250 |
80.055 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
82.240 |
82.535 |
PP |
82.173 |
82.370 |
S1 |
82.107 |
82.205 |
|