ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
82.670 |
82.250 |
-0.420 |
-0.5% |
82.350 |
High |
82.700 |
82.330 |
-0.370 |
-0.4% |
82.780 |
Low |
81.935 |
81.685 |
-0.250 |
-0.3% |
81.935 |
Close |
82.167 |
81.796 |
-0.371 |
-0.5% |
82.167 |
Range |
0.765 |
0.645 |
-0.120 |
-15.7% |
0.845 |
ATR |
0.553 |
0.560 |
0.007 |
1.2% |
0.000 |
Volume |
39,063 |
31,440 |
-7,623 |
-19.5% |
137,575 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.872 |
83.479 |
82.151 |
|
R3 |
83.227 |
82.834 |
81.973 |
|
R2 |
82.582 |
82.582 |
81.914 |
|
R1 |
82.189 |
82.189 |
81.855 |
82.063 |
PP |
81.937 |
81.937 |
81.937 |
81.874 |
S1 |
81.544 |
81.544 |
81.737 |
81.418 |
S2 |
81.292 |
81.292 |
81.678 |
|
S3 |
80.647 |
80.899 |
81.619 |
|
S4 |
80.002 |
80.254 |
81.441 |
|
|
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 |
81.685 |
1.095 |
1.3% |
0.577 |
0.7% |
10% |
False |
True |
33,803 |
10 |
82.780 |
81.135 |
1.645 |
2.0% |
0.536 |
0.7% |
40% |
False |
False |
32,045 |
20 |
82.780 |
80.770 |
2.010 |
2.5% |
0.513 |
0.6% |
51% |
False |
False |
30,339 |
40 |
83.620 |
80.770 |
2.850 |
3.5% |
0.522 |
0.6% |
36% |
False |
False |
31,724 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.564 |
0.7% |
27% |
False |
False |
34,607 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.591 |
0.7% |
27% |
False |
False |
27,352 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.571 |
0.7% |
27% |
False |
False |
21,902 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.550 |
0.7% |
27% |
False |
False |
18,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.071 |
2.618 |
84.019 |
1.618 |
83.374 |
1.000 |
82.975 |
0.618 |
82.729 |
HIGH |
82.330 |
0.618 |
82.084 |
0.500 |
82.008 |
0.382 |
81.931 |
LOW |
81.685 |
0.618 |
81.286 |
1.000 |
81.040 |
1.618 |
80.641 |
2.618 |
79.996 |
4.250 |
78.944 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
82.008 |
82.198 |
PP |
81.937 |
82.064 |
S1 |
81.867 |
81.930 |
|