ICE US Dollar Index Future September 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
81.545 |
81.400 |
-0.145 |
-0.2% |
81.320 |
| High |
81.700 |
81.555 |
-0.145 |
-0.2% |
81.950 |
| Low |
81.245 |
81.305 |
0.060 |
0.1% |
80.770 |
| Close |
81.392 |
81.441 |
0.049 |
0.1% |
81.392 |
| Range |
0.455 |
0.250 |
-0.205 |
-45.1% |
1.180 |
| ATR |
0.552 |
0.530 |
-0.022 |
-3.9% |
0.000 |
| Volume |
30,453 |
16,701 |
-13,752 |
-45.2% |
154,316 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.184 |
82.062 |
81.579 |
|
| R3 |
81.934 |
81.812 |
81.510 |
|
| R2 |
81.684 |
81.684 |
81.487 |
|
| R1 |
81.562 |
81.562 |
81.464 |
81.623 |
| PP |
81.434 |
81.434 |
81.434 |
81.464 |
| S1 |
81.312 |
81.312 |
81.418 |
81.373 |
| S2 |
81.184 |
81.184 |
81.395 |
|
| S3 |
80.934 |
81.062 |
81.372 |
|
| S4 |
80.684 |
80.812 |
81.304 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.911 |
84.331 |
82.041 |
|
| R3 |
83.731 |
83.151 |
81.717 |
|
| R2 |
82.551 |
82.551 |
81.608 |
|
| R1 |
81.971 |
81.971 |
81.500 |
82.261 |
| PP |
81.371 |
81.371 |
81.371 |
81.516 |
| S1 |
80.791 |
80.791 |
81.284 |
81.081 |
| S2 |
80.191 |
80.191 |
81.176 |
|
| S3 |
79.011 |
79.611 |
81.068 |
|
| S4 |
77.831 |
78.431 |
80.743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.950 |
80.770 |
1.180 |
1.4% |
0.496 |
0.6% |
57% |
False |
False |
29,949 |
| 10 |
81.995 |
80.770 |
1.225 |
1.5% |
0.472 |
0.6% |
55% |
False |
False |
28,191 |
| 20 |
82.610 |
80.770 |
1.840 |
2.3% |
0.503 |
0.6% |
36% |
False |
False |
31,797 |
| 40 |
84.965 |
80.770 |
4.195 |
5.2% |
0.550 |
0.7% |
16% |
False |
False |
32,877 |
| 60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.586 |
0.7% |
19% |
False |
False |
31,320 |
| 80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.588 |
0.7% |
19% |
False |
False |
23,573 |
| 100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.556 |
0.7% |
19% |
False |
False |
18,876 |
| 120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.523 |
0.6% |
19% |
False |
False |
15,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.618 |
|
2.618 |
82.210 |
|
1.618 |
81.960 |
|
1.000 |
81.805 |
|
0.618 |
81.710 |
|
HIGH |
81.555 |
|
0.618 |
81.460 |
|
0.500 |
81.430 |
|
0.382 |
81.401 |
|
LOW |
81.305 |
|
0.618 |
81.151 |
|
1.000 |
81.055 |
|
1.618 |
80.901 |
|
2.618 |
80.651 |
|
4.250 |
80.243 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
81.437 |
81.598 |
| PP |
81.434 |
81.545 |
| S1 |
81.430 |
81.493 |
|