ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
81.835 |
81.830 |
-0.005 |
0.0% |
82.350 |
High |
81.985 |
81.940 |
-0.045 |
-0.1% |
82.780 |
Low |
81.730 |
81.455 |
-0.275 |
-0.3% |
81.935 |
Close |
81.819 |
81.522 |
-0.297 |
-0.4% |
82.167 |
Range |
0.255 |
0.485 |
0.230 |
90.2% |
0.845 |
ATR |
0.538 |
0.534 |
-0.004 |
-0.7% |
0.000 |
Volume |
29,328 |
43,837 |
14,509 |
49.5% |
137,575 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.094 |
82.793 |
81.789 |
|
R3 |
82.609 |
82.308 |
81.655 |
|
R2 |
82.124 |
82.124 |
81.611 |
|
R1 |
81.823 |
81.823 |
81.566 |
81.731 |
PP |
81.639 |
81.639 |
81.639 |
81.593 |
S1 |
81.338 |
81.338 |
81.478 |
81.246 |
S2 |
81.154 |
81.154 |
81.433 |
|
S3 |
80.669 |
80.853 |
81.389 |
|
S4 |
80.184 |
80.368 |
81.255 |
|
|
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 |
81.455 |
1.255 |
1.5% |
0.552 |
0.7% |
5% |
False |
True |
37,661 |
10 |
82.780 |
81.135 |
1.645 |
2.0% |
0.538 |
0.7% |
24% |
False |
False |
34,282 |
20 |
82.780 |
80.770 |
2.010 |
2.5% |
0.504 |
0.6% |
37% |
False |
False |
31,622 |
40 |
83.160 |
80.770 |
2.390 |
2.9% |
0.507 |
0.6% |
31% |
False |
False |
32,054 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.564 |
0.7% |
21% |
False |
False |
34,524 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.585 |
0.7% |
21% |
False |
False |
28,258 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.571 |
0.7% |
21% |
False |
False |
22,633 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.549 |
0.7% |
21% |
False |
False |
18,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.001 |
2.618 |
83.210 |
1.618 |
82.725 |
1.000 |
82.425 |
0.618 |
82.240 |
HIGH |
81.940 |
0.618 |
81.755 |
0.500 |
81.698 |
0.382 |
81.640 |
LOW |
81.455 |
0.618 |
81.155 |
1.000 |
80.970 |
1.618 |
80.670 |
2.618 |
80.185 |
4.250 |
79.394 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
81.698 |
81.893 |
PP |
81.639 |
81.769 |
S1 |
81.581 |
81.646 |
|