ICE US Dollar Index Future December 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 |
81.675 |
81.695 |
0.020 |
0.0% |
82.545 |
High |
81.950 |
81.915 |
-0.035 |
0.0% |
82.550 |
Low |
81.520 |
81.565 |
0.045 |
0.1% |
81.520 |
Close |
81.674 |
81.638 |
-0.036 |
0.0% |
81.638 |
Range |
0.430 |
0.350 |
-0.080 |
-18.6% |
1.030 |
ATR |
0.482 |
0.473 |
-0.009 |
-2.0% |
0.000 |
Volume |
32,653 |
30,310 |
-2,343 |
-7.2% |
97,176 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.756 |
82.547 |
81.831 |
|
R3 |
82.406 |
82.197 |
81.734 |
|
R2 |
82.056 |
82.056 |
81.702 |
|
R1 |
81.847 |
81.847 |
81.670 |
81.777 |
PP |
81.706 |
81.706 |
81.706 |
81.671 |
S1 |
81.497 |
81.497 |
81.606 |
81.427 |
S2 |
81.356 |
81.356 |
81.574 |
|
S3 |
81.006 |
81.147 |
81.542 |
|
S4 |
80.656 |
80.797 |
81.446 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.993 |
84.345 |
82.205 |
|
R3 |
83.963 |
83.315 |
81.921 |
|
R2 |
82.933 |
82.933 |
81.827 |
|
R1 |
82.285 |
82.285 |
81.732 |
82.094 |
PP |
81.903 |
81.903 |
81.903 |
81.807 |
S1 |
81.255 |
81.255 |
81.544 |
81.064 |
S2 |
80.873 |
80.873 |
81.449 |
|
S3 |
79.843 |
80.225 |
81.355 |
|
S4 |
78.813 |
79.195 |
81.072 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.550 |
81.520 |
1.030 |
1.3% |
0.433 |
0.5% |
11% |
False |
False |
19,435 |
10 |
83.150 |
81.520 |
1.630 |
2.0% |
0.464 |
0.6% |
7% |
False |
False |
11,180 |
20 |
83.150 |
81.035 |
2.115 |
2.6% |
0.447 |
0.5% |
29% |
False |
False |
5,863 |
40 |
83.150 |
81.035 |
2.115 |
2.6% |
0.447 |
0.5% |
29% |
False |
False |
3,000 |
60 |
85.220 |
81.035 |
4.185 |
5.1% |
0.450 |
0.6% |
14% |
False |
False |
2,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.403 |
2.618 |
82.831 |
1.618 |
82.481 |
1.000 |
82.265 |
0.618 |
82.131 |
HIGH |
81.915 |
0.618 |
81.781 |
0.500 |
81.740 |
0.382 |
81.699 |
LOW |
81.565 |
0.618 |
81.349 |
1.000 |
81.215 |
1.618 |
80.999 |
2.618 |
80.649 |
4.250 |
80.078 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
81.740 |
81.835 |
PP |
81.706 |
81.769 |
S1 |
81.672 |
81.704 |
|