ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
81.490 |
81.535 |
0.045 |
0.1% |
82.250 |
High |
81.740 |
81.730 |
-0.010 |
0.0% |
82.330 |
Low |
81.350 |
81.415 |
0.065 |
0.1% |
81.350 |
Close |
81.491 |
81.448 |
-0.043 |
-0.1% |
81.448 |
Range |
0.390 |
0.315 |
-0.075 |
-19.2% |
0.980 |
ATR |
0.524 |
0.509 |
-0.015 |
-2.8% |
0.000 |
Volume |
20,715 |
16,037 |
-4,678 |
-22.6% |
141,357 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.476 |
82.277 |
81.621 |
|
R3 |
82.161 |
81.962 |
81.535 |
|
R2 |
81.846 |
81.846 |
81.506 |
|
R1 |
81.647 |
81.647 |
81.477 |
81.589 |
PP |
81.531 |
81.531 |
81.531 |
81.502 |
S1 |
81.332 |
81.332 |
81.419 |
81.274 |
S2 |
81.216 |
81.216 |
81.390 |
|
S3 |
80.901 |
81.017 |
81.361 |
|
S4 |
80.586 |
80.702 |
81.275 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.649 |
84.029 |
81.987 |
|
R3 |
83.669 |
83.049 |
81.718 |
|
R2 |
82.689 |
82.689 |
81.628 |
|
R1 |
82.069 |
82.069 |
81.538 |
81.889 |
PP |
81.709 |
81.709 |
81.709 |
81.620 |
S1 |
81.089 |
81.089 |
81.358 |
80.909 |
S2 |
80.729 |
80.729 |
81.268 |
|
S3 |
79.749 |
80.109 |
81.179 |
|
S4 |
78.769 |
79.129 |
80.909 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.330 |
81.350 |
0.980 |
1.2% |
0.418 |
0.5% |
10% |
False |
False |
28,271 |
10 |
82.780 |
81.350 |
1.430 |
1.8% |
0.473 |
0.6% |
7% |
False |
False |
30,609 |
20 |
82.780 |
80.770 |
2.010 |
2.5% |
0.483 |
0.6% |
34% |
False |
False |
30,521 |
40 |
83.060 |
80.770 |
2.290 |
2.8% |
0.500 |
0.6% |
30% |
False |
False |
31,025 |
60 |
84.965 |
80.770 |
4.195 |
5.2% |
0.551 |
0.7% |
16% |
False |
False |
33,607 |
80 |
84.965 |
80.615 |
4.350 |
5.3% |
0.575 |
0.7% |
19% |
False |
False |
28,709 |
100 |
84.965 |
80.615 |
4.350 |
5.3% |
0.570 |
0.7% |
19% |
False |
False |
22,999 |
120 |
84.965 |
80.615 |
4.350 |
5.3% |
0.546 |
0.7% |
19% |
False |
False |
19,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.069 |
2.618 |
82.555 |
1.618 |
82.240 |
1.000 |
82.045 |
0.618 |
81.925 |
HIGH |
81.730 |
0.618 |
81.610 |
0.500 |
81.573 |
0.382 |
81.535 |
LOW |
81.415 |
0.618 |
81.220 |
1.000 |
81.100 |
1.618 |
80.905 |
2.618 |
80.590 |
4.250 |
80.076 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
81.573 |
81.645 |
PP |
81.531 |
81.579 |
S1 |
81.490 |
81.514 |
|