ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 04-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
82.350 |
82.405 |
0.055 |
0.1% |
81.400 |
High |
82.780 |
82.470 |
-0.310 |
-0.4% |
82.325 |
Low |
82.280 |
82.105 |
-0.175 |
-0.2% |
81.135 |
Close |
82.401 |
82.205 |
-0.196 |
-0.2% |
82.142 |
Range |
0.500 |
0.365 |
-0.135 |
-27.0% |
1.190 |
ATR |
0.544 |
0.531 |
-0.013 |
-2.4% |
0.000 |
Volume |
31,777 |
22,095 |
-9,682 |
-30.5% |
151,436 |
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.355 |
83.145 |
82.406 |
|
R3 |
82.990 |
82.780 |
82.305 |
|
R2 |
82.625 |
82.625 |
82.272 |
|
R1 |
82.415 |
82.415 |
82.238 |
82.338 |
PP |
82.260 |
82.260 |
82.260 |
82.221 |
S1 |
82.050 |
82.050 |
82.172 |
81.973 |
S2 |
81.895 |
81.895 |
82.138 |
|
S3 |
81.530 |
81.685 |
82.105 |
|
S4 |
81.165 |
81.320 |
82.004 |
|
|
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% |
0.523 |
0.6% |
65% |
False |
False |
30,902 |
10 |
82.780 |
80.925 |
1.855 |
2.3% |
0.496 |
0.6% |
69% |
False |
False |
30,746 |
20 |
82.780 |
80.770 |
2.010 |
2.4% |
0.481 |
0.6% |
71% |
False |
False |
29,310 |
40 |
84.925 |
80.770 |
4.155 |
5.1% |
0.537 |
0.7% |
35% |
False |
False |
32,241 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.561 |
0.7% |
37% |
False |
False |
33,965 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.586 |
0.7% |
37% |
False |
False |
25,922 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.570 |
0.7% |
37% |
False |
False |
20,759 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.543 |
0.7% |
37% |
False |
False |
17,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.021 |
2.618 |
83.426 |
1.618 |
83.061 |
1.000 |
82.835 |
0.618 |
82.696 |
HIGH |
82.470 |
0.618 |
82.331 |
0.500 |
82.288 |
0.382 |
82.244 |
LOW |
82.105 |
0.618 |
81.879 |
1.000 |
81.740 |
1.618 |
81.514 |
2.618 |
81.149 |
4.250 |
80.554 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
82.288 |
82.355 |
PP |
82.260 |
82.305 |
S1 |
82.233 |
82.255 |
|