ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
82.465 |
82.920 |
0.455 |
0.6% |
82.385 |
High |
82.955 |
83.150 |
0.195 |
0.2% |
83.150 |
Low |
82.385 |
82.300 |
-0.085 |
-0.1% |
82.300 |
Close |
82.916 |
82.397 |
-0.519 |
-0.6% |
82.397 |
Range |
0.570 |
0.850 |
0.280 |
49.1% |
0.850 |
ATR |
0.465 |
0.493 |
0.027 |
5.9% |
0.000 |
Volume |
7,130 |
4,731 |
-2,399 |
-33.6% |
14,633 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.166 |
84.631 |
82.865 |
|
R3 |
84.316 |
83.781 |
82.631 |
|
R2 |
83.466 |
83.466 |
82.553 |
|
R1 |
82.931 |
82.931 |
82.475 |
82.774 |
PP |
82.616 |
82.616 |
82.616 |
82.537 |
S1 |
82.081 |
82.081 |
82.319 |
81.924 |
S2 |
81.766 |
81.766 |
82.241 |
|
S3 |
80.916 |
81.231 |
82.163 |
|
S4 |
80.066 |
80.381 |
81.930 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.166 |
84.631 |
82.865 |
|
R3 |
84.316 |
83.781 |
82.631 |
|
R2 |
83.466 |
83.466 |
82.553 |
|
R1 |
82.931 |
82.931 |
82.475 |
83.199 |
PP |
82.616 |
82.616 |
82.616 |
82.749 |
S1 |
82.081 |
82.081 |
82.319 |
82.349 |
S2 |
81.766 |
81.766 |
82.241 |
|
S3 |
80.916 |
81.231 |
82.163 |
|
S4 |
80.066 |
80.381 |
81.930 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.150 |
82.300 |
0.850 |
1.0% |
0.495 |
0.6% |
11% |
True |
True |
2,926 |
10 |
83.150 |
81.395 |
1.755 |
2.1% |
0.470 |
0.6% |
57% |
True |
False |
1,857 |
20 |
83.150 |
81.035 |
2.115 |
2.6% |
0.454 |
0.6% |
64% |
True |
False |
1,063 |
40 |
83.725 |
81.035 |
2.690 |
3.3% |
0.449 |
0.5% |
51% |
False |
False |
581 |
60 |
85.220 |
80.950 |
4.270 |
5.2% |
0.464 |
0.6% |
34% |
False |
False |
405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.763 |
2.618 |
85.375 |
1.618 |
84.525 |
1.000 |
84.000 |
0.618 |
83.675 |
HIGH |
83.150 |
0.618 |
82.825 |
0.500 |
82.725 |
0.382 |
82.625 |
LOW |
82.300 |
0.618 |
81.775 |
1.000 |
81.450 |
1.618 |
80.925 |
2.618 |
80.075 |
4.250 |
78.688 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
82.725 |
82.725 |
PP |
82.616 |
82.616 |
S1 |
82.506 |
82.506 |
|