ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
82.385 |
82.575 |
0.190 |
0.2% |
81.700 |
High |
82.585 |
82.970 |
0.385 |
0.5% |
82.570 |
Low |
82.315 |
82.545 |
0.230 |
0.3% |
81.395 |
Close |
82.390 |
82.644 |
0.254 |
0.3% |
82.390 |
Range |
0.270 |
0.425 |
0.155 |
57.4% |
1.175 |
ATR |
0.456 |
0.465 |
0.009 |
1.9% |
0.000 |
Volume |
683 |
1,156 |
473 |
69.3% |
3,939 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.995 |
83.744 |
82.878 |
|
R3 |
83.570 |
83.319 |
82.761 |
|
R2 |
83.145 |
83.145 |
82.722 |
|
R1 |
82.894 |
82.894 |
82.683 |
83.020 |
PP |
82.720 |
82.720 |
82.720 |
82.782 |
S1 |
82.469 |
82.469 |
82.605 |
82.595 |
S2 |
82.295 |
82.295 |
82.566 |
|
S3 |
81.870 |
82.044 |
82.527 |
|
S4 |
81.445 |
81.619 |
82.410 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.643 |
85.192 |
83.036 |
|
R3 |
84.468 |
84.017 |
82.713 |
|
R2 |
83.293 |
83.293 |
82.605 |
|
R1 |
82.842 |
82.842 |
82.498 |
83.068 |
PP |
82.118 |
82.118 |
82.118 |
82.231 |
S1 |
81.667 |
81.667 |
82.282 |
81.893 |
S2 |
80.943 |
80.943 |
82.175 |
|
S3 |
79.768 |
80.492 |
82.067 |
|
S4 |
78.593 |
79.317 |
81.744 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.970 |
81.395 |
1.575 |
1.9% |
0.448 |
0.5% |
79% |
True |
False |
944 |
10 |
82.970 |
81.160 |
1.810 |
2.2% |
0.424 |
0.5% |
82% |
True |
False |
685 |
20 |
82.970 |
81.035 |
1.935 |
2.3% |
0.424 |
0.5% |
83% |
True |
False |
451 |
40 |
84.970 |
81.035 |
3.935 |
4.8% |
0.455 |
0.6% |
41% |
False |
False |
270 |
60 |
85.220 |
80.950 |
4.270 |
5.2% |
0.434 |
0.5% |
40% |
False |
False |
216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.776 |
2.618 |
84.083 |
1.618 |
83.658 |
1.000 |
83.395 |
0.618 |
83.233 |
HIGH |
82.970 |
0.618 |
82.808 |
0.500 |
82.758 |
0.382 |
82.707 |
LOW |
82.545 |
0.618 |
82.282 |
1.000 |
82.120 |
1.618 |
81.857 |
2.618 |
81.432 |
4.250 |
80.739 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
82.758 |
82.622 |
PP |
82.720 |
82.600 |
S1 |
82.682 |
82.578 |
|