ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.165 |
81.500 |
0.335 |
0.4% |
81.320 |
High |
81.640 |
82.270 |
0.630 |
0.8% |
81.950 |
Low |
81.135 |
81.420 |
0.285 |
0.4% |
80.770 |
Close |
81.465 |
82.003 |
0.538 |
0.7% |
81.392 |
Range |
0.505 |
0.850 |
0.345 |
68.3% |
1.180 |
ATR |
0.525 |
0.548 |
0.023 |
4.4% |
0.000 |
Volume |
31,643 |
41,838 |
10,195 |
32.2% |
154,316 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.448 |
84.075 |
82.471 |
|
R3 |
83.598 |
83.225 |
82.237 |
|
R2 |
82.748 |
82.748 |
82.159 |
|
R1 |
82.375 |
82.375 |
82.081 |
82.562 |
PP |
81.898 |
81.898 |
81.898 |
81.991 |
S1 |
81.525 |
81.525 |
81.925 |
81.712 |
S2 |
81.048 |
81.048 |
81.847 |
|
S3 |
80.198 |
80.675 |
81.769 |
|
S4 |
79.348 |
79.825 |
81.536 |
|
|
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 |
82.270 |
81.135 |
1.135 |
1.4% |
0.507 |
0.6% |
76% |
True |
False |
30,945 |
10 |
82.270 |
80.770 |
1.500 |
1.8% |
0.493 |
0.6% |
82% |
True |
False |
30,433 |
20 |
82.610 |
80.770 |
1.840 |
2.2% |
0.493 |
0.6% |
67% |
False |
False |
30,070 |
40 |
84.965 |
80.770 |
4.195 |
5.1% |
0.556 |
0.7% |
29% |
False |
False |
33,299 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.588 |
0.7% |
32% |
False |
False |
33,015 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.596 |
0.7% |
32% |
False |
False |
24,915 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.565 |
0.7% |
32% |
False |
False |
19,950 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.538 |
0.7% |
32% |
False |
False |
16,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.883 |
2.618 |
84.495 |
1.618 |
83.645 |
1.000 |
83.120 |
0.618 |
82.795 |
HIGH |
82.270 |
0.618 |
81.945 |
0.500 |
81.845 |
0.382 |
81.745 |
LOW |
81.420 |
0.618 |
80.895 |
1.000 |
80.570 |
1.618 |
80.045 |
2.618 |
79.195 |
4.250 |
77.808 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.950 |
81.903 |
PP |
81.898 |
81.803 |
S1 |
81.845 |
81.703 |
|