ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
82.405 |
82.225 |
-0.180 |
-0.2% |
81.400 |
High |
82.470 |
82.710 |
0.240 |
0.3% |
82.325 |
Low |
82.105 |
82.100 |
-0.005 |
0.0% |
81.135 |
Close |
82.205 |
82.668 |
0.463 |
0.6% |
82.142 |
Range |
0.365 |
0.610 |
0.245 |
67.1% |
1.190 |
ATR |
0.531 |
0.537 |
0.006 |
1.1% |
0.000 |
Volume |
22,095 |
44,640 |
22,545 |
102.0% |
151,436 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.323 |
84.105 |
83.004 |
|
R3 |
83.713 |
83.495 |
82.836 |
|
R2 |
83.103 |
83.103 |
82.780 |
|
R1 |
82.885 |
82.885 |
82.724 |
82.994 |
PP |
82.493 |
82.493 |
82.493 |
82.547 |
S1 |
82.275 |
82.275 |
82.612 |
82.384 |
S2 |
81.883 |
81.883 |
82.556 |
|
S3 |
81.273 |
81.665 |
82.500 |
|
S4 |
80.663 |
81.055 |
82.333 |
|
|
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 |
81.420 |
1.360 |
1.6% |
0.544 |
0.7% |
92% |
False |
False |
33,502 |
10 |
82.780 |
81.135 |
1.645 |
2.0% |
0.495 |
0.6% |
93% |
False |
False |
31,463 |
20 |
82.780 |
80.770 |
2.010 |
2.4% |
0.481 |
0.6% |
94% |
False |
False |
29,566 |
40 |
83.620 |
80.770 |
2.850 |
3.4% |
0.520 |
0.6% |
67% |
False |
False |
32,080 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.559 |
0.7% |
47% |
False |
False |
34,484 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.586 |
0.7% |
47% |
False |
False |
26,477 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.568 |
0.7% |
47% |
False |
False |
21,205 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.546 |
0.7% |
47% |
False |
False |
17,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.303 |
2.618 |
84.307 |
1.618 |
83.697 |
1.000 |
83.320 |
0.618 |
83.087 |
HIGH |
82.710 |
0.618 |
82.477 |
0.500 |
82.405 |
0.382 |
82.333 |
LOW |
82.100 |
0.618 |
81.723 |
1.000 |
81.490 |
1.618 |
81.113 |
2.618 |
80.503 |
4.250 |
79.508 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
82.580 |
82.592 |
PP |
82.493 |
82.516 |
S1 |
82.405 |
82.440 |
|