ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
82.225 |
82.670 |
0.445 |
0.5% |
82.350 |
High |
82.710 |
82.700 |
-0.010 |
0.0% |
82.780 |
Low |
82.100 |
81.935 |
-0.165 |
-0.2% |
81.935 |
Close |
82.668 |
82.167 |
-0.501 |
-0.6% |
82.167 |
Range |
0.610 |
0.765 |
0.155 |
25.4% |
0.845 |
ATR |
0.537 |
0.553 |
0.016 |
3.0% |
0.000 |
Volume |
44,640 |
39,063 |
-5,577 |
-12.5% |
137,575 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.562 |
84.130 |
82.588 |
|
R3 |
83.797 |
83.365 |
82.377 |
|
R2 |
83.032 |
83.032 |
82.307 |
|
R1 |
82.600 |
82.600 |
82.237 |
82.434 |
PP |
82.267 |
82.267 |
82.267 |
82.184 |
S1 |
81.835 |
81.835 |
82.097 |
81.669 |
S2 |
81.502 |
81.502 |
82.027 |
|
S3 |
80.737 |
81.070 |
81.957 |
|
S4 |
79.972 |
80.305 |
81.746 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.829 |
84.343 |
82.632 |
|
R3 |
83.984 |
83.498 |
82.399 |
|
R2 |
83.139 |
83.139 |
82.322 |
|
R1 |
82.653 |
82.653 |
82.244 |
82.474 |
PP |
82.294 |
82.294 |
82.294 |
82.204 |
S1 |
81.808 |
81.808 |
82.090 |
81.629 |
S2 |
81.449 |
81.449 |
82.012 |
|
S3 |
80.604 |
80.963 |
81.935 |
|
S4 |
79.759 |
80.118 |
81.702 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.780 |
81.930 |
0.850 |
1.0% |
0.527 |
0.6% |
28% |
False |
False |
32,947 |
10 |
82.780 |
81.135 |
1.645 |
2.0% |
0.517 |
0.6% |
63% |
False |
False |
31,946 |
20 |
82.780 |
80.770 |
2.010 |
2.4% |
0.494 |
0.6% |
70% |
False |
False |
29,698 |
40 |
83.620 |
80.770 |
2.850 |
3.5% |
0.519 |
0.6% |
49% |
False |
False |
31,744 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.562 |
0.7% |
36% |
False |
False |
34,738 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.589 |
0.7% |
36% |
False |
False |
26,961 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.567 |
0.7% |
36% |
False |
False |
21,588 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.548 |
0.7% |
36% |
False |
False |
18,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.951 |
2.618 |
84.703 |
1.618 |
83.938 |
1.000 |
83.465 |
0.618 |
83.173 |
HIGH |
82.700 |
0.618 |
82.408 |
0.500 |
82.318 |
0.382 |
82.227 |
LOW |
81.935 |
0.618 |
81.462 |
1.000 |
81.170 |
1.618 |
80.697 |
2.618 |
79.932 |
4.250 |
78.684 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
82.318 |
82.323 |
PP |
82.267 |
82.271 |
S1 |
82.217 |
82.219 |
|