ICE US Dollar Index Future September 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
81.175 |
81.320 |
0.145 |
0.2% |
81.195 |
| High |
81.440 |
81.415 |
-0.025 |
0.0% |
81.995 |
| Low |
81.065 |
81.170 |
0.105 |
0.1% |
81.065 |
| Close |
81.293 |
81.260 |
-0.033 |
0.0% |
81.293 |
| Range |
0.375 |
0.245 |
-0.130 |
-34.7% |
0.930 |
| ATR |
0.557 |
0.535 |
-0.022 |
-4.0% |
0.000 |
| Volume |
25,745 |
21,270 |
-4,475 |
-17.4% |
132,019 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.017 |
81.883 |
81.395 |
|
| R3 |
81.772 |
81.638 |
81.327 |
|
| R2 |
81.527 |
81.527 |
81.305 |
|
| R1 |
81.393 |
81.393 |
81.282 |
81.338 |
| PP |
81.282 |
81.282 |
81.282 |
81.254 |
| S1 |
81.148 |
81.148 |
81.238 |
81.093 |
| S2 |
81.037 |
81.037 |
81.215 |
|
| S3 |
80.792 |
80.903 |
81.193 |
|
| S4 |
80.547 |
80.658 |
81.125 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.241 |
83.697 |
81.805 |
|
| R3 |
83.311 |
82.767 |
81.549 |
|
| R2 |
82.381 |
82.381 |
81.464 |
|
| R1 |
81.837 |
81.837 |
81.378 |
82.109 |
| PP |
81.451 |
81.451 |
81.451 |
81.587 |
| S1 |
80.907 |
80.907 |
81.208 |
81.179 |
| S2 |
80.521 |
80.521 |
81.123 |
|
| S3 |
79.591 |
79.977 |
81.037 |
|
| S4 |
78.661 |
79.047 |
80.782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.995 |
81.065 |
0.930 |
1.1% |
0.447 |
0.6% |
21% |
False |
False |
26,433 |
| 10 |
82.015 |
80.895 |
1.120 |
1.4% |
0.450 |
0.6% |
33% |
False |
False |
27,658 |
| 20 |
82.610 |
80.895 |
1.715 |
2.1% |
0.496 |
0.6% |
21% |
False |
False |
31,232 |
| 40 |
84.965 |
80.895 |
4.070 |
5.0% |
0.554 |
0.7% |
9% |
False |
False |
33,530 |
| 60 |
84.965 |
80.615 |
4.350 |
5.4% |
0.594 |
0.7% |
15% |
False |
False |
28,862 |
| 80 |
84.965 |
80.615 |
4.350 |
5.4% |
0.591 |
0.7% |
15% |
False |
False |
21,706 |
| 100 |
84.965 |
80.615 |
4.350 |
5.4% |
0.557 |
0.7% |
15% |
False |
False |
17,381 |
| 120 |
84.965 |
80.615 |
4.350 |
5.4% |
0.503 |
0.6% |
15% |
False |
False |
14,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.456 |
|
2.618 |
82.056 |
|
1.618 |
81.811 |
|
1.000 |
81.660 |
|
0.618 |
81.566 |
|
HIGH |
81.415 |
|
0.618 |
81.321 |
|
0.500 |
81.293 |
|
0.382 |
81.264 |
|
LOW |
81.170 |
|
0.618 |
81.019 |
|
1.000 |
80.925 |
|
1.618 |
80.774 |
|
2.618 |
80.529 |
|
4.250 |
80.129 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
81.293 |
81.530 |
| PP |
81.282 |
81.440 |
| S1 |
81.271 |
81.350 |
|