ICE US Dollar Index Future September 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
82.270 |
82.120 |
-0.150 |
-0.2% |
83.115 |
| High |
82.470 |
82.515 |
0.045 |
0.1% |
83.620 |
| Low |
82.010 |
82.020 |
0.010 |
0.0% |
82.475 |
| Close |
82.040 |
82.400 |
0.360 |
0.4% |
82.711 |
| Range |
0.460 |
0.495 |
0.035 |
7.6% |
1.145 |
| ATR |
0.665 |
0.653 |
-0.012 |
-1.8% |
0.000 |
| Volume |
25,188 |
34,335 |
9,147 |
36.3% |
159,193 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.797 |
83.593 |
82.672 |
|
| R3 |
83.302 |
83.098 |
82.536 |
|
| R2 |
82.807 |
82.807 |
82.491 |
|
| R1 |
82.603 |
82.603 |
82.445 |
82.705 |
| PP |
82.312 |
82.312 |
82.312 |
82.363 |
| S1 |
82.108 |
82.108 |
82.355 |
82.210 |
| S2 |
81.817 |
81.817 |
82.309 |
|
| S3 |
81.322 |
81.613 |
82.264 |
|
| S4 |
80.827 |
81.118 |
82.128 |
|
|
| 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% |
0.481 |
0.6% |
34% |
False |
False |
27,595 |
| 10 |
83.620 |
82.010 |
1.610 |
2.0% |
0.566 |
0.7% |
24% |
False |
False |
33,512 |
| 20 |
84.965 |
82.010 |
2.955 |
3.6% |
0.607 |
0.7% |
13% |
False |
False |
34,784 |
| 40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.650 |
0.8% |
41% |
False |
False |
29,149 |
| 60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.623 |
0.8% |
41% |
False |
False |
19,520 |
| 80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.576 |
0.7% |
41% |
False |
False |
14,661 |
| 100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.514 |
0.6% |
41% |
False |
False |
11,753 |
| 120 |
84.965 |
79.878 |
5.087 |
6.2% |
0.429 |
0.5% |
50% |
False |
False |
9,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.619 |
|
2.618 |
83.811 |
|
1.618 |
83.316 |
|
1.000 |
83.010 |
|
0.618 |
82.821 |
|
HIGH |
82.515 |
|
0.618 |
82.326 |
|
0.500 |
82.268 |
|
0.382 |
82.209 |
|
LOW |
82.020 |
|
0.618 |
81.714 |
|
1.000 |
81.525 |
|
1.618 |
81.219 |
|
2.618 |
80.724 |
|
4.250 |
79.916 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.356 |
82.392 |
| PP |
82.312 |
82.383 |
| S1 |
82.268 |
82.375 |
|