ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
82.660 |
82.465 |
-0.195 |
-0.2% |
81.700 |
High |
82.710 |
82.955 |
0.245 |
0.3% |
82.570 |
Low |
82.350 |
82.385 |
0.035 |
0.0% |
81.395 |
Close |
82.443 |
82.916 |
0.473 |
0.6% |
82.390 |
Range |
0.360 |
0.570 |
0.210 |
58.3% |
1.175 |
ATR |
0.457 |
0.465 |
0.008 |
1.8% |
0.000 |
Volume |
933 |
7,130 |
6,197 |
664.2% |
3,939 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.462 |
84.259 |
83.230 |
|
R3 |
83.892 |
83.689 |
83.073 |
|
R2 |
83.322 |
83.322 |
83.021 |
|
R1 |
83.119 |
83.119 |
82.968 |
83.221 |
PP |
82.752 |
82.752 |
82.752 |
82.803 |
S1 |
82.549 |
82.549 |
82.864 |
82.651 |
S2 |
82.182 |
82.182 |
82.812 |
|
S3 |
81.612 |
81.979 |
82.759 |
|
S4 |
81.042 |
81.409 |
82.603 |
|
|
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 |
82.185 |
0.785 |
0.9% |
0.402 |
0.5% |
93% |
False |
False |
2,203 |
10 |
82.970 |
81.395 |
1.575 |
1.9% |
0.428 |
0.5% |
97% |
False |
False |
1,422 |
20 |
82.970 |
81.035 |
1.935 |
2.3% |
0.421 |
0.5% |
97% |
False |
False |
837 |
40 |
83.725 |
81.035 |
2.690 |
3.2% |
0.438 |
0.5% |
70% |
False |
False |
467 |
60 |
85.220 |
80.950 |
4.270 |
5.1% |
0.450 |
0.5% |
46% |
False |
False |
334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.378 |
2.618 |
84.447 |
1.618 |
83.877 |
1.000 |
83.525 |
0.618 |
83.307 |
HIGH |
82.955 |
0.618 |
82.737 |
0.500 |
82.670 |
0.382 |
82.603 |
LOW |
82.385 |
0.618 |
82.033 |
1.000 |
81.815 |
1.618 |
81.463 |
2.618 |
80.893 |
4.250 |
79.963 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
82.834 |
82.831 |
PP |
82.752 |
82.745 |
S1 |
82.670 |
82.660 |
|