ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.400 |
81.385 |
-0.015 |
0.0% |
81.320 |
High |
81.555 |
81.615 |
0.060 |
0.1% |
81.950 |
Low |
81.305 |
81.140 |
-0.165 |
-0.2% |
80.770 |
Close |
81.441 |
81.200 |
-0.241 |
-0.3% |
81.392 |
Range |
0.250 |
0.475 |
0.225 |
90.0% |
1.180 |
ATR |
0.530 |
0.526 |
-0.004 |
-0.7% |
0.000 |
Volume |
16,701 |
34,093 |
17,392 |
104.1% |
154,316 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.743 |
82.447 |
81.461 |
|
R3 |
82.268 |
81.972 |
81.331 |
|
R2 |
81.793 |
81.793 |
81.287 |
|
R1 |
81.497 |
81.497 |
81.244 |
81.408 |
PP |
81.318 |
81.318 |
81.318 |
81.274 |
S1 |
81.022 |
81.022 |
81.156 |
80.933 |
S2 |
80.843 |
80.843 |
81.113 |
|
S3 |
80.368 |
80.547 |
81.069 |
|
S4 |
79.893 |
80.072 |
80.939 |
|
|
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 |
80.925 |
1.025 |
1.3% |
0.469 |
0.6% |
27% |
False |
False |
30,590 |
10 |
81.995 |
80.770 |
1.225 |
1.5% |
0.470 |
0.6% |
35% |
False |
False |
28,963 |
20 |
82.610 |
80.770 |
1.840 |
2.3% |
0.507 |
0.6% |
23% |
False |
False |
31,779 |
40 |
84.965 |
80.770 |
4.195 |
5.2% |
0.555 |
0.7% |
10% |
False |
False |
33,104 |
60 |
84.965 |
80.615 |
4.350 |
5.4% |
0.578 |
0.7% |
13% |
False |
False |
31,851 |
80 |
84.965 |
80.615 |
4.350 |
5.4% |
0.589 |
0.7% |
13% |
False |
False |
23,998 |
100 |
84.965 |
80.615 |
4.350 |
5.4% |
0.558 |
0.7% |
13% |
False |
False |
19,216 |
120 |
84.965 |
80.615 |
4.350 |
5.4% |
0.527 |
0.6% |
13% |
False |
False |
16,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.634 |
2.618 |
82.859 |
1.618 |
82.384 |
1.000 |
82.090 |
0.618 |
81.909 |
HIGH |
81.615 |
0.618 |
81.434 |
0.500 |
81.378 |
0.382 |
81.321 |
LOW |
81.140 |
0.618 |
80.846 |
1.000 |
80.665 |
1.618 |
80.371 |
2.618 |
79.896 |
4.250 |
79.121 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.378 |
81.420 |
PP |
81.318 |
81.347 |
S1 |
81.259 |
81.273 |
|