ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
82.025 |
82.350 |
0.325 |
0.4% |
81.400 |
High |
82.325 |
82.780 |
0.455 |
0.6% |
82.325 |
Low |
81.930 |
82.280 |
0.350 |
0.4% |
81.135 |
Close |
82.142 |
82.401 |
0.259 |
0.3% |
82.142 |
Range |
0.395 |
0.500 |
0.105 |
26.6% |
1.190 |
ATR |
0.537 |
0.544 |
0.007 |
1.3% |
0.000 |
Volume |
27,161 |
31,777 |
4,616 |
17.0% |
151,436 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.987 |
83.694 |
82.676 |
|
R3 |
83.487 |
83.194 |
82.539 |
|
R2 |
82.987 |
82.987 |
82.493 |
|
R1 |
82.694 |
82.694 |
82.447 |
82.841 |
PP |
82.487 |
82.487 |
82.487 |
82.560 |
S1 |
82.194 |
82.194 |
82.355 |
82.341 |
S2 |
81.987 |
81.987 |
82.309 |
|
S3 |
81.487 |
81.694 |
82.264 |
|
S4 |
80.987 |
81.194 |
82.126 |
|
|
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 |
82.780 |
81.135 |
1.645 |
2.0% |
0.545 |
0.7% |
77% |
True |
False |
33,302 |
10 |
82.780 |
80.770 |
2.010 |
2.4% |
0.521 |
0.6% |
81% |
True |
False |
31,625 |
20 |
82.780 |
80.770 |
2.010 |
2.4% |
0.485 |
0.6% |
81% |
True |
False |
29,642 |
40 |
84.965 |
80.770 |
4.195 |
5.1% |
0.544 |
0.7% |
39% |
False |
False |
32,725 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.564 |
0.7% |
41% |
False |
False |
33,745 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.585 |
0.7% |
41% |
False |
False |
25,647 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.568 |
0.7% |
41% |
False |
False |
20,539 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.540 |
0.7% |
41% |
False |
False |
17,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.905 |
2.618 |
84.089 |
1.618 |
83.589 |
1.000 |
83.280 |
0.618 |
83.089 |
HIGH |
82.780 |
0.618 |
82.589 |
0.500 |
82.530 |
0.382 |
82.471 |
LOW |
82.280 |
0.618 |
81.971 |
1.000 |
81.780 |
1.618 |
81.471 |
2.618 |
80.971 |
4.250 |
80.155 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
82.530 |
82.301 |
PP |
82.487 |
82.200 |
S1 |
82.444 |
82.100 |
|