ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
81.830 |
81.490 |
-0.340 |
-0.4% |
82.350 |
High |
81.940 |
81.740 |
-0.200 |
-0.2% |
82.780 |
Low |
81.455 |
81.350 |
-0.105 |
-0.1% |
81.935 |
Close |
81.522 |
81.491 |
-0.031 |
0.0% |
82.167 |
Range |
0.485 |
0.390 |
-0.095 |
-19.6% |
0.845 |
ATR |
0.534 |
0.524 |
-0.010 |
-1.9% |
0.000 |
Volume |
43,837 |
20,715 |
-23,122 |
-52.7% |
137,575 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.697 |
82.484 |
81.706 |
|
R3 |
82.307 |
82.094 |
81.598 |
|
R2 |
81.917 |
81.917 |
81.563 |
|
R1 |
81.704 |
81.704 |
81.527 |
81.811 |
PP |
81.527 |
81.527 |
81.527 |
81.580 |
S1 |
81.314 |
81.314 |
81.455 |
81.421 |
S2 |
81.137 |
81.137 |
81.420 |
|
S3 |
80.747 |
80.924 |
81.384 |
|
S4 |
80.357 |
80.534 |
81.277 |
|
|
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 |
82.700 |
81.350 |
1.350 |
1.7% |
0.508 |
0.6% |
10% |
False |
True |
32,876 |
10 |
82.780 |
81.350 |
1.430 |
1.8% |
0.526 |
0.6% |
10% |
False |
True |
33,189 |
20 |
82.780 |
80.770 |
2.010 |
2.5% |
0.511 |
0.6% |
36% |
False |
False |
31,654 |
40 |
83.160 |
80.770 |
2.390 |
2.9% |
0.502 |
0.6% |
30% |
False |
False |
31,262 |
60 |
84.965 |
80.615 |
4.350 |
5.3% |
0.563 |
0.7% |
20% |
False |
False |
34,137 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.583 |
0.7% |
20% |
False |
False |
28,515 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.569 |
0.7% |
20% |
False |
False |
22,839 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.544 |
0.7% |
20% |
False |
False |
19,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.398 |
2.618 |
82.761 |
1.618 |
82.371 |
1.000 |
82.130 |
0.618 |
81.981 |
HIGH |
81.740 |
0.618 |
81.591 |
0.500 |
81.545 |
0.382 |
81.499 |
LOW |
81.350 |
0.618 |
81.109 |
1.000 |
80.960 |
1.618 |
80.719 |
2.618 |
80.329 |
4.250 |
79.693 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
81.545 |
81.668 |
PP |
81.527 |
81.609 |
S1 |
81.509 |
81.550 |
|