ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
82.250 |
81.835 |
-0.415 |
-0.5% |
82.350 |
High |
82.330 |
81.985 |
-0.345 |
-0.4% |
82.780 |
Low |
81.685 |
81.730 |
0.045 |
0.1% |
81.935 |
Close |
81.796 |
81.819 |
0.023 |
0.0% |
82.167 |
Range |
0.645 |
0.255 |
-0.390 |
-60.5% |
0.845 |
ATR |
0.560 |
0.538 |
-0.022 |
-3.9% |
0.000 |
Volume |
31,440 |
29,328 |
-2,112 |
-6.7% |
137,575 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.610 |
82.469 |
81.959 |
|
R3 |
82.355 |
82.214 |
81.889 |
|
R2 |
82.100 |
82.100 |
81.866 |
|
R1 |
81.959 |
81.959 |
81.842 |
81.902 |
PP |
81.845 |
81.845 |
81.845 |
81.816 |
S1 |
81.704 |
81.704 |
81.796 |
81.647 |
S2 |
81.590 |
81.590 |
81.772 |
|
S3 |
81.335 |
81.449 |
81.749 |
|
S4 |
81.080 |
81.194 |
81.679 |
|
|
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 |
82.710 |
81.685 |
1.025 |
1.3% |
0.528 |
0.6% |
13% |
False |
False |
33,313 |
10 |
82.780 |
81.135 |
1.645 |
2.0% |
0.537 |
0.7% |
42% |
False |
False |
33,307 |
20 |
82.780 |
80.770 |
2.010 |
2.5% |
0.504 |
0.6% |
52% |
False |
False |
30,749 |
40 |
83.270 |
80.770 |
2.500 |
3.1% |
0.514 |
0.6% |
42% |
False |
False |
31,764 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.562 |
0.7% |
28% |
False |
False |
34,286 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.586 |
0.7% |
28% |
False |
False |
27,717 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.568 |
0.7% |
28% |
False |
False |
22,195 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.549 |
0.7% |
28% |
False |
False |
18,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.069 |
2.618 |
82.653 |
1.618 |
82.398 |
1.000 |
82.240 |
0.618 |
82.143 |
HIGH |
81.985 |
0.618 |
81.888 |
0.500 |
81.858 |
0.382 |
81.827 |
LOW |
81.730 |
0.618 |
81.572 |
1.000 |
81.475 |
1.618 |
81.317 |
2.618 |
81.062 |
4.250 |
80.646 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
81.858 |
82.193 |
PP |
81.845 |
82.068 |
S1 |
81.832 |
81.944 |
|