ICE US Dollar Index Future September 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
82.450 |
81.880 |
-0.570 |
-0.7% |
82.700 |
| High |
82.500 |
81.920 |
-0.580 |
-0.7% |
82.740 |
| Low |
81.710 |
81.640 |
-0.070 |
-0.1% |
81.640 |
| Close |
82.053 |
81.764 |
-0.289 |
-0.4% |
81.764 |
| Range |
0.790 |
0.280 |
-0.510 |
-64.6% |
1.100 |
| ATR |
0.663 |
0.645 |
-0.018 |
-2.7% |
0.000 |
| Volume |
26,389 |
25,295 |
-1,094 |
-4.1% |
142,864 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.615 |
82.469 |
81.918 |
|
| R3 |
82.335 |
82.189 |
81.841 |
|
| R2 |
82.055 |
82.055 |
81.815 |
|
| R1 |
81.909 |
81.909 |
81.790 |
81.842 |
| PP |
81.775 |
81.775 |
81.775 |
81.741 |
| S1 |
81.629 |
81.629 |
81.738 |
81.562 |
| S2 |
81.495 |
81.495 |
81.713 |
|
| S3 |
81.215 |
81.349 |
81.687 |
|
| S4 |
80.935 |
81.069 |
81.610 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.348 |
84.656 |
82.369 |
|
| R3 |
84.248 |
83.556 |
82.067 |
|
| R2 |
83.148 |
83.148 |
81.966 |
|
| R1 |
82.456 |
82.456 |
81.865 |
82.252 |
| PP |
82.048 |
82.048 |
82.048 |
81.946 |
| S1 |
81.356 |
81.356 |
81.663 |
81.152 |
| S2 |
80.948 |
80.948 |
81.562 |
|
| S3 |
79.848 |
80.256 |
81.462 |
|
| S4 |
78.748 |
79.156 |
81.159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.740 |
81.640 |
1.100 |
1.3% |
0.527 |
0.6% |
11% |
False |
True |
28,572 |
| 10 |
83.620 |
81.640 |
1.980 |
2.4% |
0.539 |
0.7% |
6% |
False |
True |
30,205 |
| 20 |
84.965 |
81.640 |
3.325 |
4.1% |
0.613 |
0.7% |
4% |
False |
True |
34,371 |
| 40 |
84.965 |
80.615 |
4.350 |
5.3% |
0.635 |
0.8% |
26% |
False |
False |
30,413 |
| 60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.620 |
0.8% |
26% |
False |
False |
20,379 |
| 80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.574 |
0.7% |
26% |
False |
False |
15,306 |
| 100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.525 |
0.6% |
26% |
False |
False |
12,270 |
| 120 |
84.965 |
80.533 |
4.432 |
5.4% |
0.438 |
0.5% |
28% |
False |
False |
10,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.110 |
|
2.618 |
82.653 |
|
1.618 |
82.373 |
|
1.000 |
82.200 |
|
0.618 |
82.093 |
|
HIGH |
81.920 |
|
0.618 |
81.813 |
|
0.500 |
81.780 |
|
0.382 |
81.747 |
|
LOW |
81.640 |
|
0.618 |
81.467 |
|
1.000 |
81.360 |
|
1.618 |
81.187 |
|
2.618 |
80.907 |
|
4.250 |
80.450 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
81.780 |
82.078 |
| PP |
81.775 |
81.973 |
| S1 |
81.769 |
81.869 |
|