ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.385 |
81.165 |
-0.220 |
-0.3% |
81.320 |
High |
81.615 |
81.640 |
0.025 |
0.0% |
81.950 |
Low |
81.140 |
81.135 |
-0.005 |
0.0% |
80.770 |
Close |
81.200 |
81.465 |
0.265 |
0.3% |
81.392 |
Range |
0.475 |
0.505 |
0.030 |
6.3% |
1.180 |
ATR |
0.526 |
0.525 |
-0.002 |
-0.3% |
0.000 |
Volume |
34,093 |
31,643 |
-2,450 |
-7.2% |
154,316 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.928 |
82.702 |
81.743 |
|
R3 |
82.423 |
82.197 |
81.604 |
|
R2 |
81.918 |
81.918 |
81.558 |
|
R1 |
81.692 |
81.692 |
81.511 |
81.805 |
PP |
81.413 |
81.413 |
81.413 |
81.470 |
S1 |
81.187 |
81.187 |
81.419 |
81.300 |
S2 |
80.908 |
80.908 |
81.372 |
|
S3 |
80.403 |
80.682 |
81.326 |
|
S4 |
79.898 |
80.177 |
81.187 |
|
|
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 |
81.135 |
0.815 |
1.0% |
0.445 |
0.5% |
40% |
False |
True |
29,424 |
10 |
81.995 |
80.770 |
1.225 |
1.5% |
0.496 |
0.6% |
57% |
False |
False |
30,120 |
20 |
82.610 |
80.770 |
1.840 |
2.3% |
0.491 |
0.6% |
38% |
False |
False |
30,221 |
40 |
84.965 |
80.770 |
4.195 |
5.1% |
0.551 |
0.7% |
17% |
False |
False |
33,101 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.581 |
0.7% |
20% |
False |
False |
32,372 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.592 |
0.7% |
20% |
False |
False |
24,393 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.559 |
0.7% |
20% |
False |
False |
19,532 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.531 |
0.7% |
20% |
False |
False |
16,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.786 |
2.618 |
82.962 |
1.618 |
82.457 |
1.000 |
82.145 |
0.618 |
81.952 |
HIGH |
81.640 |
0.618 |
81.447 |
0.500 |
81.388 |
0.382 |
81.328 |
LOW |
81.135 |
0.618 |
80.823 |
1.000 |
80.630 |
1.618 |
80.318 |
2.618 |
79.813 |
4.250 |
78.989 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.439 |
81.439 |
PP |
81.413 |
81.413 |
S1 |
81.388 |
81.388 |
|