ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 02-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.760 |
82.430 |
0.670 |
0.8% |
81.775 |
High |
82.495 |
82.610 |
0.115 |
0.1% |
82.610 |
Low |
81.690 |
81.900 |
0.210 |
0.3% |
81.480 |
Close |
82.427 |
81.978 |
-0.449 |
-0.5% |
81.978 |
Range |
0.805 |
0.710 |
-0.095 |
-11.8% |
1.130 |
ATR |
0.645 |
0.650 |
0.005 |
0.7% |
0.000 |
Volume |
44,852 |
43,028 |
-1,824 |
-4.1% |
212,371 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.293 |
83.845 |
82.369 |
|
R3 |
83.583 |
83.135 |
82.173 |
|
R2 |
82.873 |
82.873 |
82.108 |
|
R1 |
82.425 |
82.425 |
82.043 |
82.294 |
PP |
82.163 |
82.163 |
82.163 |
82.097 |
S1 |
81.715 |
81.715 |
81.913 |
81.584 |
S2 |
81.453 |
81.453 |
81.848 |
|
S3 |
80.743 |
81.005 |
81.783 |
|
S4 |
80.033 |
80.295 |
81.588 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.413 |
84.825 |
82.600 |
|
R3 |
84.283 |
83.695 |
82.289 |
|
R2 |
83.153 |
83.153 |
82.185 |
|
R1 |
82.565 |
82.565 |
82.082 |
82.859 |
PP |
82.023 |
82.023 |
82.023 |
82.170 |
S1 |
81.435 |
81.435 |
81.874 |
81.729 |
S2 |
80.893 |
80.893 |
81.771 |
|
S3 |
79.763 |
80.305 |
81.667 |
|
S4 |
78.633 |
79.175 |
81.357 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.610 |
81.480 |
1.130 |
1.4% |
0.611 |
0.7% |
44% |
True |
False |
42,474 |
10 |
82.740 |
81.480 |
1.260 |
1.5% |
0.569 |
0.7% |
40% |
False |
False |
35,523 |
20 |
84.965 |
81.480 |
3.485 |
4.3% |
0.610 |
0.7% |
14% |
False |
False |
36,153 |
40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.614 |
0.7% |
31% |
False |
False |
35,321 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.625 |
0.8% |
31% |
False |
False |
23,911 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.588 |
0.7% |
31% |
False |
False |
17,958 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.549 |
0.7% |
31% |
False |
False |
14,383 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.463 |
0.6% |
31% |
False |
False |
11,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.628 |
2.618 |
84.469 |
1.618 |
83.759 |
1.000 |
83.320 |
0.618 |
83.049 |
HIGH |
82.610 |
0.618 |
82.339 |
0.500 |
82.255 |
0.382 |
82.171 |
LOW |
81.900 |
0.618 |
81.461 |
1.000 |
81.190 |
1.618 |
80.751 |
2.618 |
80.041 |
4.250 |
78.883 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
82.255 |
82.045 |
PP |
82.163 |
82.023 |
S1 |
82.070 |
82.000 |
|