ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.500 |
82.025 |
0.525 |
0.6% |
81.400 |
High |
82.270 |
82.325 |
0.055 |
0.1% |
82.325 |
Low |
81.420 |
81.930 |
0.510 |
0.6% |
81.135 |
Close |
82.003 |
82.142 |
0.139 |
0.2% |
82.142 |
Range |
0.850 |
0.395 |
-0.455 |
-53.5% |
1.190 |
ATR |
0.548 |
0.537 |
-0.011 |
-2.0% |
0.000 |
Volume |
41,838 |
27,161 |
-14,677 |
-35.1% |
151,436 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.317 |
83.125 |
82.359 |
|
R3 |
82.922 |
82.730 |
82.251 |
|
R2 |
82.527 |
82.527 |
82.214 |
|
R1 |
82.335 |
82.335 |
82.178 |
82.431 |
PP |
82.132 |
82.132 |
82.132 |
82.181 |
S1 |
81.940 |
81.940 |
82.106 |
82.036 |
S2 |
81.737 |
81.737 |
82.070 |
|
S3 |
81.342 |
81.545 |
82.033 |
|
S4 |
80.947 |
81.150 |
81.925 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.437 |
84.980 |
82.797 |
|
R3 |
84.247 |
83.790 |
82.469 |
|
R2 |
83.057 |
83.057 |
82.360 |
|
R1 |
82.600 |
82.600 |
82.251 |
82.829 |
PP |
81.867 |
81.867 |
81.867 |
81.982 |
S1 |
81.410 |
81.410 |
82.033 |
81.639 |
S2 |
80.677 |
80.677 |
81.924 |
|
S3 |
79.487 |
80.220 |
81.815 |
|
S4 |
78.297 |
79.030 |
81.488 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.325 |
81.135 |
1.190 |
1.4% |
0.495 |
0.6% |
85% |
True |
False |
30,287 |
10 |
82.325 |
80.770 |
1.555 |
1.9% |
0.495 |
0.6% |
88% |
True |
False |
30,575 |
20 |
82.325 |
80.770 |
1.555 |
1.9% |
0.478 |
0.6% |
88% |
True |
False |
29,277 |
40 |
84.965 |
80.770 |
4.195 |
5.1% |
0.544 |
0.7% |
33% |
False |
False |
32,715 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.568 |
0.7% |
35% |
False |
False |
33,306 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.588 |
0.7% |
35% |
False |
False |
25,252 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.566 |
0.7% |
35% |
False |
False |
20,222 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.537 |
0.7% |
35% |
False |
False |
16,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.004 |
2.618 |
83.359 |
1.618 |
82.964 |
1.000 |
82.720 |
0.618 |
82.569 |
HIGH |
82.325 |
0.618 |
82.174 |
0.500 |
82.128 |
0.382 |
82.081 |
LOW |
81.930 |
0.618 |
81.686 |
1.000 |
81.535 |
1.618 |
81.291 |
2.618 |
80.896 |
4.250 |
80.251 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
82.137 |
82.005 |
PP |
82.132 |
81.867 |
S1 |
82.128 |
81.730 |
|